FMAG · Expected Move
Fidelity Magellan ETF · ETF
The expected move for FMAG 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).
FMAG 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 FMAG Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.82
30-Day ATM IV
19.3%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to FMAG'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.
FMAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.82 | $1.82 | 19.3% | 29% |
| 20261021 | $1.95 | $1.95 | 23.7% | 46% |
| 20261020 | $1.45 | $1.45 | 17.7% | 24% |
| 20261019 | $1.92 | $1.92 | 23.4% | 45% |
| 20261016 | $1.83 | $3.50 | 17.1% | 21% |
| 20261015 | $1.90 | $5.65 | 21.1% | 36% |
| 20261014 | $1.67 | $1.08 | 16.8% | 20% |
| 20261013 | $1.75 | $1.45 | 15.7% | 16% |
| 20261012 | $1.77 | $2.00 | 15.8% | 17% |
| 20261009 | $1.75 | $1.25 | 16.4% | 19% |
| 20261008 | $1.73 | $2.27 | 18.9% | 28% |
| 20261007 | $1.77 | $1.35 | 16.7% | 20% |
| 20261006 | $1.98 | $1.70 | 16.6% | 19% |
| 20261005 | $3.45 | $1.32 | 18.5% | 26% |
| 20261002 | $2.02 | $2.02 | 18.5% | 26% |
| 20261001 | $1.48 | $1.48 | 17.2% | 22% |
| 20260930 | $0.95 | $0.95 | 17.4% | 22% |
| 20260929 | $1.25 | $1.25 | 16.1% | 17% |
| 20260928 | $1.50 | $1.50 | 15.8% | 16% |
| 20260925 | $1.40 | $1.40 | 16.4% | 18% |
| 20260924 | $1.52 | $1.52 | 16.3% | 18% |
| 20260923 | $5.83 | $5.83 | 38.2% | 100% |
| 20260922 | $1.62 | $1.62 | 26.6% | 72% |
| 20260921 | $1.60 | $1.60 | 28.3% | 80% |
| 20260918 | $1.77 | $3.50 | 12.8% | 7% |
| 20260917 | $3.38 | $1.27 | 26.6% | 72% |
| 20260916 | $1.65 | $1.30 | 15.7% | 20% |
| 20260915 | $1.65 | $1.30 | 15.1% | 17% |
| 20260914 | $1.75 | $1.02 | 15.0% | 17% |
| 20260911 | $1.73 | $1.35 | 14.5% | 15% |
| 20260910 | $1.82 | $1.50 | 19.7% | 39% |
| 20260909 | $1.77 | $1.45 | 17.0% | 26% |
| 20260908 | $1.88 | $1.38 | 21.9% | 50% |
| 20260904 | $1.77 | $1.38 | 13.2% | 8% |
| 20260903 | $1.70 | $1.20 | 14.4% | 14% |
| 20260902 | $1.43 | $1.43 | 19.0% | 36% |
| 20260901 | $2.00 | $2.00 | 15.0% | 17% |
| 20260831 | $1.48 | $1.48 | 15.8% | 21% |
| 20260828 | $5.80 | $5.80 | 15.3% | 18% |
| 20260827 | $1.50 | $1.50 | 14.3% | 14% |
| 20260826 | $1.62 | $1.62 | 12.9% | 7% |
| 20260825 | $1.52 | $1.52 | 29.7% | 87% |
| 20260824 | $1.75 | $1.75 | 18.9% | 35% |
| 20260821 | $1.57 | $4.50 | 18.6% | 34% |
| 20260820 | $1.77 | $1.10 | 13.4% | 9% |
| 20260819 | $1.62 | $1.23 | 15.8% | 21% |
| 20260818 | $1.68 | $1.33 | 16.1% | 22% |
| 20260817 | $1.75 | $1.25 | 13.8% | 12% |
| 20260814 | $1.68 | $1.23 | 14.1% | 13% |
| 20260813 | $1.75 | $1.23 | 14.1% | 13% |
| 20260812 | $3.38 | $1.25 | 21.8% | 49% |
| 20260811 | $1.80 | $1.23 | 26.3% | 70% |
| 20260810 | — | — | 22.8% | 54% |
| 20260807 | — | — | 16.4% | 24% |
| 20260806 | $3.85 | $2.12 | 21.6% | 32% |
| 20260805 | $2.08 | $2.08 | 17.5% | 19% |
| 20260804 | $2.10 | $2.10 | 20.4% | 28% |
| 20260803 | $2.25 | $2.25 | 18.7% | 23% |
| 20260731 | $2.00 | $2.00 | 17.8% | 20% |
| 20260730 | $3.75 | $3.75 | 17.7% | 19% |
More on FMAG
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.