FHLC · Expected Move
Fidelity MSCI Health Care Index ETF · ETF
The expected move for FHLC 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).
FHLC 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 FHLC Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
19.2%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to FHLC'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.
FHLC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.88 | $1.88 | 19.2% | 45% |
| 20261020 | $1.82 | $1.82 | 19.1% | 43% |
| 20261019 | $0.00 | $0.00 | 19.7% | 50% |
| 20261016 | $4.08 | $1.83 | 21.9% | 74% |
| 20261015 | $4.22 | $2.05 | 19.8% | 51% |
| 20261014 | $4.45 | $1.83 | 19.8% | 51% |
| 20261013 | $4.00 | $2.25 | 19.4% | 46% |
| 20261012 | $3.97 | $2.38 | 18.5% | 37% |
| 20261009 | $4.10 | $2.38 | 18.9% | 41% |
| 20261008 | $4.00 | $2.45 | 18.9% | 41% |
| 20261007 | $4.30 | $2.55 | 19.2% | 44% |
| 20261006 | $4.08 | $2.38 | 18.8% | 41% |
| 20261005 | $4.10 | $2.52 | 18.5% | 37% |
| 20261002 | $2.77 | $2.77 | 18.9% | 41% |
| 20261001 | $2.62 | $2.62 | 19.5% | 47% |
| 20260930 | $2.77 | $2.77 | 19.6% | 49% |
| 20260929 | $2.80 | $2.80 | 18.3% | 35% |
| 20260928 | $2.88 | $2.88 | 18.6% | 38% |
| 20260925 | $2.90 | $2.90 | 17.9% | 30% |
| 20260924 | $3.08 | $3.08 | 18.6% | 38% |
| 20260923 | $2.90 | $2.90 | 18.2% | 34% |
| 20260922 | $2.92 | $2.92 | 17.3% | 23% |
| 20260921 | $3.08 | $3.08 | 17.7% | 29% |
| 20260918 | $3.27 | $2.03 | 17.9% | 31% |
| 20260917 | $3.40 | $2.17 | 18.5% | 37% |
| 20260916 | $3.50 | $2.30 | 18.3% | 35% |
| 20260915 | $3.45 | $2.33 | 18.2% | 34% |
| 20260914 | $3.45 | $2.42 | 16.9% | 20% |
| 20260911 | $3.70 | $2.50 | 18.6% | 38% |
| 20260910 | $3.83 | $2.65 | 18.8% | 40% |
| 20260909 | $3.65 | $2.75 | 18.6% | 38% |
| 20260908 | $3.78 | $2.75 | 18.6% | 38% |
| 20260904 | $3.90 | $2.48 | 19.0% | 42% |
| 20260903 | $3.70 | $2.75 | 17.2% | 22% |
| 20260902 | $2.88 | $2.88 | 18.1% | 33% |
| 20260901 | $2.80 | $2.80 | 21.0% | 64% |
| 20260831 | $2.90 | $2.90 | 20.2% | 55% |
| 20260828 | $3.10 | $3.10 | 20.0% | 53% |
| 20260827 | $3.20 | $3.20 | 21.2% | 66% |
| 20260826 | $3.28 | $3.28 | 22.1% | 76% |
| 20260825 | $3.25 | $3.25 | 20.3% | 56% |
| 20260824 | $3.77 | $3.77 | 20.6% | 60% |
| 20260821 | $3.42 | $3.40 | 19.4% | 47% |
| 20260820 | $3.48 | $2.02 | 22.0% | 75% |
| 20260819 | $3.35 | $2.05 | 17.1% | 21% |
| 20260818 | $3.23 | $2.15 | 17.4% | 25% |
| 20260817 | $3.20 | $2.12 | 16.4% | 14% |
| 20260814 | $3.42 | $2.38 | 16.7% | 17% |
| 20260813 | $3.52 | $2.38 | 17.2% | 23% |
| 20260812 | $3.52 | $2.42 | 17.7% | 28% |
| 20260811 | $3.60 | $1.85 | 17.0% | 20% |
| 20260810 | $3.73 | $2.05 | 17.1% | 21% |
| 20260807 | — | — | 16.3% | 12% |
| 20260806 | $3.75 | $2.25 | 18.0% | 31% |
| 20260805 | $2.23 | $2.23 | 18.4% | 35% |
| 20260804 | $2.90 | $2.90 | 18.7% | 39% |
| 20260803 | $2.60 | $2.60 | 18.3% | 35% |
| 20260731 | $2.65 | $2.65 | 17.4% | 25% |
| 20260730 | $2.77 | $2.77 | 17.7% | 28% |
| 20260729 | $2.88 | $2.88 | 18.3% | 35% |
More on FHLC
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.