FIW · Expected Move

First Trust Water ETF · ETF

The expected move for FIW 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).

FIW straddle price & implied vol

60 sessions

Bars: 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 FIW Expected Move
30-Day Straddle
$4.35
7-Day Straddle
$4.35
30-Day ATM IV
17.3%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to FIW'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.
FIW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $4.35 $4.35 17.3% 53%
20261020 $3.20 $3.20 13.2% 0%
20261019 $4.22 $4.22 16.9% 28%
20261016 $4.88 $2.00 18.1% 49%
20261015 $5.08 $1.80 18.6% 58%
20261014 $4.65 $1.93 17.3% 35%
20261013 $4.55 $2.47 16.9% 29%
20261012 $4.58 $2.60 16.5% 22%
20261009 $5.15 $2.67 18.3% 54%
20261008 $5.05 $2.80 17.7% 43%
20261007 $4.82 $2.72 16.8% 26%
20261006 $5.17 $3.00 17.9% 40%
20261005 $5.12 $2.75 17.5% 33%
20261002 $3.25 $3.25 19.6% 66%
20261001 $3.25 $3.25 18.7% 53%
20260930 $2.90 $2.90 16.2% 12%
20260929 $3.40 $3.40 20.4% 73%
20260928 $3.35 $3.35 18.6% 41%
20260925 $3.65 $3.65 18.3% 37%
20260924 $3.35 $3.35 17.6% 29%
20260923 $3.70 $3.70 18.0% 34%
20260922 $3.50 $3.50 16.2% 12%
20260921 $3.90 $3.90 20.3% 63%
20260918 $4.05 $3.88 18.7% 43%
20260917 $4.00 $1.80 17.8% 31%
20260916 $4.17 $2.83 17.1% 23%
20260915 $4.50 $3.17 19.8% 56%
20260914 $4.72 $3.08 19.5% 53%
20260911 $4.65 $3.00 17.7% 30%
20260910 $4.85 $2.98 19.1% 48%
20260909 $5.38 $3.45 20.3% 63%
20260908 $5.60 $3.40 20.3% 62%
20260904 $4.80 $3.40 15.8% 6%
20260903 $4.70 $3.40 18.8% 44%
20260902 $3.70 $3.70 17.9% 32%
20260901 $3.80 $3.80 19.1% 47%
20260831 $3.90 $3.90 17.6% 29%
20260828 $4.25 $4.25 17.7% 30%
20260827 $4.10 $4.10 19.2% 49%
20260826 $4.05 $4.05 17.2% 24%
20260825 $3.75 $3.75 16.6% 16%
20260824 $3.40 $3.40 15.9% 7%
20260821 $4.17 $3.20 17.6% 29%
20260820 $4.62 $1.42 19.5% 53%
20260819 $4.47 $2.22 17.7% 30%
20260818 $4.00 $2.15 16.1% 10%
20260817 $4.03 $2.88 15.3% 0%
20260814 $5.22 $3.17 19.0% 38%
20260813 $4.85 $3.08 17.7% 23%
20260812 $4.78 $3.10 17.2% 18%
20260811 $5.75 $2.97 19.1% 38%
20260810 $5.08 $3.08 17.6% 20%
20260807 — — 16.6% 8%
20260806 $5.35 $3.30 17.6% 17%
20260805 $3.28 $3.28 15.9% 3%
20260804 $3.55 $3.55 17.5% 16%
20260803 $3.93 $3.93 18.5% 24%
20260731 $3.88 $3.88 18.4% 23%
20260730 $4.30 $4.30 19.0% 28%
20260729 $4.50 $4.50 19.7% 35%

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.