FJP · Expected Move
First Trust Japan AlphaDEX Fund · ETF
The expected move for FJP 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).
FJP 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 FJP Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
27.3%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to FJP'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.
FJP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.00 | $0.00 | 27.3% | 24% |
| 20261106 | $0.00 | $0.00 | 33.5% | 49% |
| 20261105 | $0.00 | $0.00 | 36.4% | 60% |
| 20261104 | $0.00 | $0.00 | 25.1% | 15% |
| 20261103 | $0.00 | $0.00 | 26.3% | 20% |
| 20261102 | $0.00 | $0.00 | 26.4% | 21% |
| 20261030 | $0.00 | $0.00 | 25.4% | 17% |
| 20261029 | $0.00 | $0.00 | 36.8% | 62% |
| 20261028 | $0.00 | $0.00 | 29.6% | 33% |
| 20261027 | $0.00 | $0.00 | 28.5% | 29% |
| 20261026 | $0.00 | $0.00 | 24.8% | 14% |
| 20261023 | $0.00 | $0.00 | 25.5% | 17% |
| 20261022 | $0.00 | $0.00 | 43.0% | 86% |
| 20261021 | $2.35 | $2.35 | 44.5% | 92% |
| 20261020 | $2.17 | $2.17 | 25.6% | 17% |
| 20261019 | $0.00 | $0.00 | 46.4% | 100% |
| 20261016 | $4.67 | $5.60 | 25.5% | 21% |
| 20261015 | $4.55 | $1.83 | 24.2% | 14% |
| 20261014 | $4.80 | $2.15 | 24.1% | 14% |
| 20261013 | $4.90 | $2.15 | 23.9% | 13% |
| 20261012 | $5.07 | $2.30 | 24.5% | 16% |
| 20261009 | $5.05 | $2.30 | 25.8% | 22% |
| 20261008 | $5.30 | $2.65 | 25.8% | 22% |
| 20261007 | $5.38 | $2.67 | 26.2% | 25% |
| 20261006 | $5.12 | $2.70 | 24.9% | 18% |
| 20261005 | $5.12 | $2.75 | 24.3% | 15% |
| 20261002 | $2.67 | $2.67 | 23.3% | 10% |
| 20261001 | $2.83 | $2.83 | 23.7% | 12% |
| 20260930 | $6.42 | $6.42 | 25.6% | 21% |
| 20260929 | $2.92 | $2.92 | 25.2% | 20% |
| 20260928 | $3.05 | $3.05 | 23.3% | 10% |
| 20260925 | $3.35 | $3.35 | 23.3% | 10% |
| 20260924 | $3.50 | $3.50 | 23.5% | 11% |
| 20260923 | $3.58 | $3.58 | 23.1% | 9% |
| 20260922 | $3.58 | $3.58 | 22.1% | 4% |
| 20260921 | $3.50 | $3.50 | 22.3% | 5% |
| 20260918 | $4.05 | $6.25 | 23.2% | 9% |
| 20260917 | $4.25 | $2.22 | 23.6% | 12% |
| 20260916 | $4.30 | $2.05 | 24.0% | 14% |
| 20260915 | $4.60 | $2.50 | 25.1% | 19% |
| 20260914 | $4.58 | $2.47 | 25.0% | 18% |
| 20260911 | $4.57 | $2.55 | 25.0% | 18% |
| 20260910 | $4.67 | $2.62 | 25.3% | 20% |
| 20260909 | $4.88 | $2.70 | 25.8% | 22% |
| 20260908 | $4.75 | $2.83 | 25.0% | 18% |
| 20260904 | $4.65 | $2.75 | 23.4% | 11% |
| 20260903 | $4.47 | $2.77 | 22.8% | 8% |
| 20260902 | $2.83 | $2.83 | 22.0% | 4% |
| 20260901 | $3.08 | $3.08 | 22.6% | 7% |
| 20260831 | $2.90 | $2.90 | 21.3% | 0% |
| 20260828 | $3.35 | $3.35 | 22.2% | 0% |
| 20260827 | $3.40 | $3.40 | 24.4% | 4% |
| 20260826 | $3.62 | $3.62 | 23.8% | 1% |
| 20260825 | $3.92 | $3.92 | 24.9% | 7% |
| 20260824 | $3.88 | $3.88 | 24.6% | 5% |
| 20260821 | $4.08 | $9.50 | 24.2% | 3% |
| 20260820 | $4.30 | $2.10 | 25.4% | 10% |
| 20260819 | $4.25 | $2.45 | 24.7% | 6% |
| 20260818 | $4.65 | $2.70 | 26.7% | 17% |
| 20260817 | $4.47 | $2.70 | 23.7% | 0% |
More on FJP
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.