FL · Expected Move
Foot Locker, Inc.
The expected move for FL 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).
FL 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 FL Expected Move
30-Day Straddle
$0.12
7-Day Straddle
$7.65
30-Day ATM IV
55.6%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to FL'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.
FL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250905 | $0.12 | $7.65 | 55.6% | 52% |
| 20250904 | $5.03 | $1.20 | 29.3% | 19% |
| 20250903 | $5.03 | $2.42 | 13.8% | 0% |
| 20250902 | $2.52 | $0.12 | 59.1% | 55% |
| 20250829 | $1.07 | $1.07 | 39.1% | 29% |
| 20250828 | $1.45 | $1.30 | 46.5% | 39% |
| 20250827 | $5.32 | $5.70 | 75.9% | 77% |
| 20250826 | $5.65 | $3.67 | 74.2% | 75% |
| 20250825 | $3.12 | $5.28 | 50.1% | 44% |
| 20250822 | $2.42 | $4.78 | 46.6% | 39% |
| 20250821 | $2.45 | $5.17 | 43.6% | 35% |
| 20250820 | $3.40 | $5.17 | 60.6% | 57% |
| 20250819 | $2.65 | $3.75 | 53.3% | 47% |
| 20250818 | $2.40 | $1.60 | 39.0% | 29% |
| 20250815 | $3.25 | $0.50 | 49.0% | 42% |
| 20250814 | $3.77 | $1.97 | 50.5% | 44% |
| 20250813 | $3.58 | $3.72 | 60.5% | 57% |
| 20250812 | $3.30 | $0.88 | 59.5% | 55% |
| 20250811 | $2.55 | $3.23 | 50.6% | 44% |
| 20250808 | $2.38 | $3.62 | 47.7% | 40% |
| 20250807 | $5.00 | $0.80 | 84.7% | 88% |
| 20250806 | $3.12 | $1.50 | 53.6% | 48% |
| 20250805 | $2.55 | $1.45 | 65.0% | 62% |
| 20250804 | $3.00 | $1.52 | 52.5% | 46% |
| 20250801 | $3.38 | $2.30 | 58.5% | 54% |
| 20250731 | $3.62 | $1.70 | 63.5% | 60% |
| 20250730 | $3.25 | $1.50 | 57.5% | 53% |
| 20250729 | $4.45 | $2.52 | 50.6% | 44% |
| 20250728 | $2.27 | $1.38 | 47.3% | 40% |
| 20250725 | $4.60 | $1.45 | 80.1% | 82% |
| 20250724 | $4.70 | $3.12 | 79.8% | 81% |
| 20250723 | $4.60 | $4.15 | 78.3% | 79% |
| 20250722 | $5.35 | $1.60 | 48.4% | 41% |
| 20250721 | $1.98 | $4.88 | 42.2% | 33% |
| 20250718 | $1.73 | $1.68 | 35.8% | 25% |
| 20250717 | $1.25 | $1.70 | 31.4% | 19% |
| 20250716 | $2.03 | $2.17 | 72.2% | 72% |
| 20250715 | $0.92 | $2.17 | 65.7% | 63% |
| 20250714 | $1.15 | $0.53 | 21.1% | 6% |
| 20250711 | $2.65 | $0.60 | 32.4% | 21% |
| 20250710 | $2.02 | $2.70 | 42.5% | 34% |
| 20250709 | $3.20 | $0.65 | 73.3% | 73% |
| 20250708 | $4.08 | $1.30 | 47.2% | 40% |
| 20250707 | $3.35 | $1.48 | 62.6% | 59% |
| 20250703 | $2.80 | $6.28 | 28.5% | 16% |
| 20250702 | $2.88 | $2.83 | 56.6% | 52% |
| 20250701 | $4.55 | $1.40 | 65.0% | 62% |
| 20250630 | $4.33 | $1.30 | 73.1% | 73% |
| 20250627 | $1.98 | $1.40 | 54.0% | 48% |
| 20250626 | $4.88 | $1.35 | 80.4% | 82% |
| 20250625 | $2.45 | $1.60 | 42.6% | 34% |
| 20250624 | $1.45 | $2.95 | 16.3% | 0% |
| 20250623 | $1.57 | $1.43 | 35.4% | 23% |
| 20250620 | $1.20 | $0.68 | 19.6% | 3% |
| 20250618 | $1.07 | $0.95 | 28.8% | 15% |
| 20250617 | $1.18 | $1.38 | 20.5% | 4% |
| 20250616 | $1.12 | $0.28 | 26.4% | 11% |
| 20250613 | $1.08 | $0.35 | 26.4% | 12% |
| 20250612 | $2.33 | $0.35 | 20.1% | 3% |
| 20250611 | $1.55 | $0.38 | 27.5% | 13% |
More on FL
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.