FGM · Expected Move
First Trust Germany AlphaDEX Fund · ETF
The expected move for FGM 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).
FGM 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 FGM Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
30-Day ATM IV
26.6%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to FGM'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.
FGM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.40 | $3.40 | 26.6% | 18% |
| 20261021 | $0.00 | $0.00 | 25.2% | 13% |
| 20261020 | $1.77 | $1.77 | 25.5% | 14% |
| 20261019 | $3.65 | $3.65 | 26.6% | 17% |
| 20261016 | $3.45 | $9.00 | 24.4% | 10% |
| 20261015 | $3.48 | $1.80 | 24.1% | 9% |
| 20261014 | $3.55 | $1.92 | 24.7% | 11% |
| 20261013 | $3.65 | $2.05 | 24.6% | 11% |
| 20261012 | $3.77 | $2.15 | 25.8% | 15% |
| 20261009 | $3.88 | $2.20 | 29.7% | 27% |
| 20261008 | $3.95 | $2.30 | 27.8% | 21% |
| 20261007 | $4.15 | $2.45 | 26.8% | 18% |
| 20261006 | $4.07 | $2.42 | 36.9% | 51% |
| 20261005 | $4.22 | $2.45 | 26.7% | 18% |
| 20261002 | $2.65 | $2.65 | 26.2% | 16% |
| 20261001 | $2.65 | $2.65 | 26.3% | 17% |
| 20260930 | $2.83 | $2.83 | 25.2% | 13% |
| 20260929 | $2.60 | $2.60 | 25.5% | 14% |
| 20260928 | $2.85 | $2.85 | 25.2% | 13% |
| 20260925 | $2.72 | $2.72 | 28.6% | 24% |
| 20260924 | $3.10 | $3.10 | 25.9% | 15% |
| 20260923 | $2.70 | $2.70 | 26.4% | 17% |
| 20260922 | $2.90 | $2.90 | 25.3% | 13% |
| 20260921 | $2.80 | $2.80 | 24.0% | 9% |
| 20260918 | $3.20 | $6.00 | 24.9% | 12% |
| 20260917 | $3.22 | $1.85 | 25.1% | 13% |
| 20260916 | $3.33 | $1.90 | 23.5% | 8% |
| 20260915 | $3.62 | $2.23 | 25.7% | 15% |
| 20260914 | $3.35 | $2.10 | 24.5% | 11% |
| 20260911 | $3.65 | $2.27 | 28.1% | 22% |
| 20260910 | $3.77 | $2.35 | 27.0% | 19% |
| 20260909 | $3.72 | $2.40 | 24.8% | 12% |
| 20260908 | $3.52 | $2.35 | 23.7% | 8% |
| 20260904 | $3.55 | $2.40 | 24.7% | 11% |
| 20260903 | $3.60 | $2.42 | 23.9% | 9% |
| 20260902 | $2.55 | $2.55 | 24.8% | 12% |
| 20260901 | $2.58 | $2.58 | 25.5% | 14% |
| 20260831 | $2.65 | $2.65 | 24.1% | 10% |
| 20260828 | $2.77 | $2.77 | 22.2% | 3% |
| 20260827 | $2.65 | $2.65 | 21.2% | 0% |
| 20260826 | $2.70 | $2.70 | 22.1% | 0% |
| 20260825 | $2.73 | $2.73 | 22.0% | 0% |
| 20260824 | $3.05 | $3.05 | 22.3% | 0% |
| 20260821 | $2.92 | $5.97 | 22.5% | 1% |
| 20260820 | $2.90 | $1.68 | 22.2% | 0% |
| 20260819 | $3.08 | $1.82 | 22.5% | 0% |
| 20260818 | $3.00 | $1.77 | 24.7% | 0% |
| 20260817 | $3.12 | $1.92 | 26.0% | 0% |
| 20260814 | $3.08 | $1.93 | 26.6% | 0% |
| 20260813 | $3.33 | $2.02 | 27.8% | 0% |
| 20260812 | $3.50 | $2.20 | 28.5% | 0% |
| 20260811 | $3.78 | $6.28 | 35.3% | 26% |
| 20260810 | $7.20 | $6.70 | 36.3% | 30% |
| 20260807 | — | — | 40.8% | 50% |
| 20260806 | $7.10 | $3.20 | 38.1% | 38% |
| 20260805 | $3.15 | $3.15 | 31.5% | 10% |
| 20260804 | $3.20 | $3.20 | 30.7% | 6% |
| 20260803 | $3.25 | $3.25 | 31.9% | 11% |
| 20260731 | $3.40 | $3.40 | 35.2% | 26% |
| 20260730 | $3.55 | $3.55 | 33.3% | 18% |
More on FGM
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.