FFLV · Expected Move
Fidelity Fundamental Large Cap Value ETF · ETF
The expected move for FFLV is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
FFLV straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FFLV Expected Move
30-Day Straddle
$1.92
7-Day Straddle
$1.27
30-Day ATM IV
25.5%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to FFLV's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
FFLV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.92 | $1.27 | 25.5% | 23% |
| 20261008 | $2.00 | $1.30 | 31.3% | 43% |
| 20261007 | $2.00 | $1.35 | 26.4% | 26% |
| 20261006 | $1.93 | $1.33 | 24.3% | 19% |
| 20261005 | $2.02 | $1.35 | 25.0% | 21% |
| 20261002 | $3.15 | $3.15 | 28.3% | 32% |
| 20261001 | $3.05 | $3.05 | 29.6% | 37% |
| 20260930 | $1.43 | $1.43 | 29.2% | 36% |
| 20260929 | $3.17 | $3.17 | 25.0% | 22% |
| 20260928 | $1.42 | $1.42 | 24.0% | 18% |
| 20260925 | $1.40 | $1.40 | 33.8% | 51% |
| 20260924 | $1.42 | $1.42 | 32.9% | 48% |
| 20260923 | $1.43 | $1.43 | 22.3% | 13% |
| 20260922 | $1.48 | $1.48 | 44.2% | 85% |
| 20260921 | $1.50 | $1.50 | 25.3% | 23% |
| 20260918 | $5.00 | $2.50 | 25.7% | 24% |
| 20260917 | $1.77 | $1.58 | 18.6% | 0% |
| 20260916 | $1.77 | $1.48 | 18.6% | 0% |
| 20260915 | $1.73 | $1.60 | 27.0% | 27% |
| 20260914 | $1.77 | $1.50 | 41.7% | 77% |
| 20260911 | $3.95 | $1.57 | 39.3% | 69% |
| 20260910 | $3.52 | $5.00 | 18.9% | 1% |
| 20260909 | $1.85 | $1.60 | 40.7% | 74% |
| 20260908 | $1.83 | $1.55 | 41.3% | 76% |
| 20260904 | $3.50 | $5.00 | 40.4% | 72% |
| 20260903 | $4.10 | $1.62 | 27.7% | 30% |
| 20260902 | $1.60 | $1.60 | 29.1% | 35% |
| 20260901 | $3.25 | $3.25 | 20.2% | 5% |
| 20260831 | $1.62 | $1.62 | 20.6% | 6% |
| 20260828 | $1.68 | $1.68 | 19.6% | 3% |
| 20260827 | $1.58 | $1.58 | 19.9% | 4% |
| 20260826 | $1.60 | $1.60 | 25.0% | 21% |
| 20260825 | $3.27 | $3.27 | 25.3% | 22% |
| 20260824 | $1.68 | $1.68 | 19.5% | 3% |
| 20260821 | $5.00 | $3.15 | 21.6% | 10% |
| 20260820 | $3.10 | $1.27 | 22.9% | 14% |
| 20260819 | $1.65 | $1.35 | 22.2% | 12% |
| 20260818 | $1.65 | $1.35 | 22.0% | 11% |
| 20260817 | $1.65 | $1.30 | 48.6% | 100% |
| 20260814 | $5.05 | $3.15 | 26.7% | 28% |
| 20260813 | $1.73 | $1.35 | 24.6% | 20% |
| 20260812 | $1.77 | $1.40 | 22.3% | 12% |
| 20260811 | $1.62 | $1.27 | 22.5% | 13% |
| 20260810 | $5.00 | $1.35 | 19.4% | 2% |
| 20260807 | — | — | 18.9% | 0% |
| 20260806 | $3.10 | $4.00 | 23.4% | 16% |
| 20260805 | $3.25 | $3.25 | 32.4% | 47% |
| 20260804 | $3.03 | $3.03 | 20.3% | 6% |
| 20260803 | $1.45 | $1.45 | 21.4% | 9% |
| 20260731 | $1.55 | $1.55 | 27.6% | 31% |
| 20260730 | $3.30 | $3.30 | 29.8% | 38% |
| 20260729 | $1.62 | $1.62 | 34.6% | 55% |
| 20260728 | $1.55 | $1.55 | 20.3% | 4% |
| 20260727 | $1.67 | $1.67 | 22.7% | 10% |
| 20260724 | $1.62 | $1.62 | 22.3% | 9% |
| 20260723 | $3.35 | $3.35 | 31.1% | 32% |
| 20260722 | $1.68 | $1.68 | 21.9% | 8% |
| 20260721 | $1.68 | $1.68 | 21.8% | 8% |
| 20260720 | $3.10 | $3.10 | 22.6% | 10% |
| 20260716 | $2.80 | $3.40 | 26.4% | 20% |
More on FFLV
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.