FLEE · Expected Move

Franklin FTSE Europe ETF · ETF

The expected move for FLEE 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).

FLEE 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 FLEE Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$1.80
30-Day ATM IV
24.1%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to FLEE'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.
FLEE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.80 $1.80 24.1% 33%
20261021 $0.00 $0.00 26.9% 41%
20261020 $0.00 $0.00 26.3% 39%
20261019 $0.00 $0.00 21.4% 25%
20261016 $1.85 $4.45 24.2% 33%
20261015 $1.83 $1.35 23.8% 32%
20261014 $1.97 $1.48 20.3% 22%
20261013 $1.88 $1.40 20.4% 23%
20261012 $2.00 $1.55 19.5% 20%
20261009 $2.00 $1.58 33.0% 58%
20261008 $1.98 $1.48 28.6% 46%
20261007 $2.08 $1.57 29.0% 47%
20261006 $2.00 $1.50 28.4% 45%
20261005 $2.02 $1.60 30.7% 52%
20261002 $1.62 $1.62 31.1% 53%
20261001 $1.65 $1.65 30.6% 51%
20260930 $1.58 $1.58 35.5% 65%
20260929 $1.68 $1.68 29.4% 48%
20260928 $1.70 $1.70 27.3% 42%
20260925 $1.67 $1.67 27.6% 43%
20260924 $1.75 $1.75 29.8% 49%
20260923 $1.70 $1.70 31.4% 53%
20260922 $1.62 $1.62 26.1% 39%
20260921 $1.73 $1.73 26.1% 39%
20260918 $1.88 $3.30 31.7% 54%
20260917 $1.77 $1.38 27.8% 43%
20260916 $1.77 $1.48 29.2% 45%
20260915 $1.90 $1.55 27.8% 42%
20260914 $1.85 $1.48 26.7% 37%
20260911 $1.90 $1.52 31.2% 49%
20260910 $1.95 $1.55 29.4% 44%
20260909 $2.00 $1.62 34.2% 56%
20260908 $1.93 $1.55 40.5% 72%
20260904 $1.98 $1.55 44.0% 82%
20260903 $1.95 $1.60 43.4% 80%
20260902 $1.70 $1.70 38.0% 66%
20260901 $1.73 $1.73 39.7% 70%
20260831 $1.60 $1.60 40.0% 71%
20260828 $1.60 $1.60 46.3% 87%
20260827 $1.65 $1.65 45.1% 84%
20260826 $1.70 $1.70 43.1% 79%
20260825 $1.80 $1.80 42.0% 76%
20260824 $1.75 $1.75 43.3% 80%
20260821 $1.85 $3.17 43.6% 80%
20260820 $1.82 $1.38 44.8% 84%
20260819 $1.80 $1.40 44.8% 76%
20260818 $1.83 $1.42 42.5% 71%
20260817 $1.88 $1.45 43.4% 73%
20260814 $1.90 $1.50 44.0% 74%
20260813 $1.90 $1.52 44.0% 74%
20260812 $1.88 $1.50 44.0% 74%
20260811 $2.48 $2.05 43.8% 74%
20260810 $2.73 $2.27 41.7% 69%
20260807 — — 42.9% 72%
20260806 $3.75 $3.52 32.2% 47%
20260805 $2.33 $2.33 43.8% 74%
20260804 $2.35 $2.35 44.0% 74%
20260803 $2.38 $2.38 39.8% 64%
20260731 $2.45 $2.45 37.1% 58%
20260730 $2.48 $2.48 27.7% 36%

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.