FMDE · Expected Move
Fidelity Enhanced Mid Cap Core ETF · ETF
The expected move for FMDE 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).
FMDE 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 FMDE Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$3.70
30-Day ATM IV
30.5%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to FMDE'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.
FMDE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.70 | $3.70 | 30.5% | 46% |
| 20261021 | $5.83 | $5.83 | 17.6% | 10% |
| 20261020 | $5.97 | $5.97 | 24.9% | 30% |
| 20261019 | $5.92 | $5.92 | 22.5% | 24% |
| 20261016 | $6.10 | $5.00 | 21.6% | 13% |
| 20261015 | $1.73 | $1.17 | 19.3% | 9% |
| 20261014 | $1.88 | $0.82 | 19.2% | 9% |
| 20261013 | $6.08 | $10.00 | 20.4% | 11% |
| 20261012 | $6.12 | $5.80 | 27.6% | 23% |
| 20261009 | $5.85 | $1.45 | 21.1% | 12% |
| 20261008 | $5.95 | $1.45 | 28.8% | 25% |
| 20261007 | $6.05 | $5.83 | 27.7% | 23% |
| 20261006 | $2.12 | $10.00 | 21.3% | 12% |
| 20261005 | $2.20 | $1.42 | 21.3% | 12% |
| 20261002 | $5.70 | $5.70 | 21.9% | 13% |
| 20261001 | $1.60 | $1.60 | 17.9% | 7% |
| 20260930 | $6.00 | $6.00 | 33.9% | 33% |
| 20260929 | $5.90 | $5.90 | 22.3% | 14% |
| 20260928 | $1.52 | $1.52 | 18.7% | 8% |
| 20260925 | $1.52 | $1.52 | 20.1% | 11% |
| 20260924 | $10.00 | $10.00 | 20.8% | 12% |
| 20260923 | $1.60 | $1.60 | 27.6% | 23% |
| 20260922 | $1.65 | $1.65 | 22.6% | 15% |
| 20260921 | $1.85 | $1.85 | 24.4% | 18% |
| 20260918 | $1.83 | $3.20 | 21.9% | 13% |
| 20260917 | $6.03 | $1.48 | 21.1% | 12% |
| 20260916 | $1.95 | $1.55 | 21.3% | 12% |
| 20260915 | $2.05 | $1.58 | 15.2% | 2% |
| 20260914 | $2.00 | $1.62 | 18.2% | 7% |
| 20260911 | $6.12 | $6.00 | 28.5% | 24% |
| 20260910 | $2.08 | $1.67 | 29.3% | 26% |
| 20260909 | $2.08 | $1.73 | 24.5% | 18% |
| 20260908 | $2.02 | $1.65 | 23.6% | 16% |
| 20260904 | $6.00 | $1.73 | 27.4% | 23% |
| 20260903 | $2.05 | $1.65 | 24.0% | 17% |
| 20260902 | $5.90 | $5.90 | 26.6% | 21% |
| 20260901 | $1.65 | $1.65 | 40.8% | 45% |
| 20260831 | $5.85 | $5.85 | 31.2% | 29% |
| 20260828 | $5.95 | $5.95 | 34.2% | 34% |
| 20260827 | $6.05 | $6.05 | 27.1% | 22% |
| 20260826 | $5.85 | $5.85 | 20.1% | 10% |
| 20260825 | $5.85 | $5.85 | 13.8% | 0% |
| 20260824 | $6.00 | $6.00 | 19.0% | 0% |
| 20260821 | $10.00 | $3.33 | 30.4% | 7% |
| 20260820 | $1.92 | $7.50 | 32.7% | 12% |
| 20260819 | $1.98 | $1.60 | 30.0% | 6% |
| 20260818 | $2.10 | $1.55 | 31.1% | 9% |
| 20260817 | $1.97 | $1.50 | 34.7% | 16% |
| 20260814 | $10.00 | $10.00 | 34.5% | 16% |
| 20260813 | $2.02 | $5.80 | 38.9% | 25% |
| 20260812 | $10.00 | $5.88 | 28.6% | 3% |
| 20260811 | $2.12 | $5.00 | 30.8% | 8% |
| 20260810 | $1.50 | $2.20 | 35.8% | 19% |
| 20260807 | — | — | 50.4% | 50% |
| 20260806 | $6.45 | $6.15 | 33.3% | 13% |
| 20260805 | $6.22 | $6.22 | 37.3% | 22% |
| 20260804 | $6.17 | $6.17 | 27.1% | 0% |
| 20260803 | $2.33 | $2.33 | 38.3% | 23% |
| 20260731 | $2.35 | $2.35 | 42.1% | 31% |
| 20260730 | $2.38 | $2.38 | 38.9% | 24% |
More on FMDE
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.