FLRG · Expected Move

Fidelity U.S. Multifactor ETF · ETF

The expected move for FLRG 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).

FLRG 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 FLRG Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.40
30-Day ATM IV
21.2%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to FLRG'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.
FLRG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.40 $1.40 21.2% 22%
20261021 $3.20 $3.20 47.2% 94%
20261020 $3.23 $3.23 46.0% 89%
20261019 $3.10 $3.10 22.5% 25%
20261016 $1.38 $2.42 22.4% 25%
20261015 $4.90 $0.95 19.4% 17%
20261014 $2.50 $0.95 42.7% 80%
20261013 $1.48 $1.00 18.9% 15%
20261012 $1.55 $1.02 42.5% 79%
20261009 $1.60 $1.08 20.2% 19%
20261008 $3.25 $1.08 20.7% 20%
20261007 $3.23 $1.05 38.4% 68%
20261006 $4.90 $4.90 20.1% 19%
20261005 $3.23 $1.05 36.1% 62%
20261002 $3.10 $3.10 21.6% 23%
20261001 $1.33 $1.33 22.5% 25%
20260930 $1.33 $1.33 22.7% 26%
20260929 $1.30 $1.30 17.5% 12%
20260928 $1.30 $1.30 21.3% 22%
20260925 $1.30 $1.30 19.2% 16%
20260924 $1.30 $1.30 19.1% 16%
20260923 $1.30 $1.30 18.7% 15%
20260922 $1.27 $1.27 18.8% 15%
20260921 $3.00 $3.00 25.5% 33%
20260918 $1.23 $2.62 16.7% 9%
20260917 $3.08 $2.97 17.7% 12%
20260916 $1.27 $1.00 15.1% 5%
20260915 $1.38 $1.10 15.7% 7%
20260914 $4.80 $2.97 14.9% 5%
20260911 $1.43 $4.80 18.5% 14%
20260910 $3.12 $1.12 18.3% 14%
20260909 $1.43 $1.20 18.9% 15%
20260908 $1.45 $1.12 18.7% 15%
20260904 $1.60 $1.23 13.2% 0%
20260903 $1.43 $1.25 13.8% 0%
20260902 $2.92 $2.92 17.5% 8%
20260901 $2.95 $2.95 21.6% 20%
20260831 $1.25 $1.25 23.4% 25%
20260828 $1.27 $1.27 24.7% 29%
20260827 $1.30 $1.30 24.0% 27%
20260826 $1.27 $1.27 25.6% 31%
20260825 $3.00 $3.00 14.6% 0%
20260824 $4.75 $4.75 26.4% 34%
20260821 $5.75 $2.80 32.5% 50%
20260820 $1.43 $1.02 27.6% 37%
20260819 $1.35 $0.95 30.3% 44%
20260818 $5.00 $1.00 28.9% 40%
20260817 $1.32 $1.00 30.6% 45%
20260814 $1.42 $0.97 32.6% 51%
20260813 $1.42 $1.00 32.1% 49%
20260812 $1.48 $1.05 30.0% 43%
20260811 $2.25 $5.00 29.5% 42%
20260810 $2.42 $1.90 32.8% 51%
20260806 $3.60 $2.00 14.4% 0%
20260805 $2.10 $2.10 32.8% 46%
20260804 $1.55 $1.55 38.5% 64%
20260803 $1.95 $1.95 24.8% 21%
20260731 $1.88 $1.88 28.4% 32%
20260730 $2.20 $2.20 21.7% 11%
20260729 $2.08 $2.08 22.8% 15%

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.