FN · Expected Move
Fabrinet
The expected move for FN 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).
FN 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 FN Expected Move
30-Day Straddle
$58.95
7-Day Straddle
$58.95
30-Day ATM IV
84.4%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to FN'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.
FN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $58.95 | $58.95 | 84.4% | 59% |
| 20261023 | $60.20 | $60.20 | 85.9% | 62% |
| 20261022 | $63.90 | $63.90 | 88.8% | 68% |
| 20261021 | $66.60 | $66.60 | 82.9% | 56% |
| 20261020 | $68.45 | $68.45 | 82.0% | 54% |
| 20261019 | $69.10 | $69.10 | 81.1% | 52% |
| 20261016 | $71.95 | $3.40 | 80.8% | 52% |
| 20261015 | $77.85 | $13.55 | 79.6% | 49% |
| 20261014 | $79.80 | $21.15 | 80.2% | 51% |
| 20261013 | $86.70 | $23.60 | 78.9% | 48% |
| 20261012 | $89.65 | $26.15 | 74.5% | 39% |
| 20261009 | $97.60 | $32.25 | 72.2% | 35% |
| 20261008 | $96.70 | $34.85 | 71.2% | 33% |
| 20261007 | $98.40 | $39.35 | 71.1% | 33% |
| 20261006 | $98.15 | $37.70 | 70.2% | 31% |
| 20261005 | $92.00 | $34.15 | 68.6% | 28% |
| 20261002 | $40.60 | $40.60 | 67.8% | 26% |
| 20261001 | $44.40 | $44.40 | 67.6% | 26% |
| 20260930 | $41.80 | $41.80 | 67.4% | 25% |
| 20260929 | $43.05 | $43.05 | 67.2% | 25% |
| 20260928 | $42.25 | $42.25 | 66.3% | 23% |
| 20260925 | $44.15 | $44.15 | 62.4% | 16% |
| 20260924 | $43.65 | $43.65 | 62.3% | 15% |
| 20260923 | $44.10 | $44.10 | 61.8% | 14% |
| 20260922 | $49.05 | $49.05 | 61.8% | 14% |
| 20260921 | $49.15 | $49.15 | 61.6% | 14% |
| 20260918 | $47.80 | $5.97 | 55.4% | 2% |
| 20260917 | $49.75 | $9.40 | 58.3% | 7% |
| 20260916 | $52.35 | $11.45 | 58.1% | 7% |
| 20260915 | $51.20 | $17.50 | 57.8% | 6% |
| 20260914 | $52.70 | $21.20 | 58.3% | 7% |
| 20260911 | $56.55 | $22.30 | 54.6% | 0% |
| 20260910 | $62.75 | $26.50 | 60.4% | 6% |
| 20260909 | $63.95 | $27.80 | 59.8% | 5% |
| 20260908 | $64.80 | $33.20 | 60.3% | 6% |
| 20260904 | $64.10 | $35.50 | 57.6% | 0% |
| 20260903 | $65.40 | $35.60 | 58.2% | 0% |
| 20260902 | $36.50 | $36.50 | 58.6% | 0% |
| 20260901 | $40.85 | $40.85 | 59.4% | 0% |
| 20260831 | $44.60 | $44.60 | 60.8% | 2% |
| 20260828 | $46.65 | $46.65 | 60.0% | 0% |
| 20260827 | $51.50 | $51.50 | 62.3% | 3% |
| 20260826 | $53.05 | $53.05 | 61.4% | 1% |
| 20260825 | $53.50 | $53.50 | 61.8% | 2% |
| 20260824 | $57.25 | $57.25 | 65.3% | 9% |
| 20260821 | $58.00 | $4.53 | 61.1% | 0% |
| 20260820 | $64.25 | $17.20 | 64.2% | 5% |
| 20260819 | $64.20 | $21.80 | 62.2% | 0% |
| 20260818 | $76.25 | $28.80 | 68.4% | 0% |
| 20260817 | $120.90 | $73.20 | 85.9% | 31% |
| 20260814 | $112.60 | $71.20 | 82.2% | 18% |
| 20260813 | $115.50 | $74.60 | 83.3% | 22% |
| 20260812 | $119.05 | $82.35 | 85.5% | 30% |
| 20260811 | $118.15 | $79.10 | 90.1% | 46% |
| 20260810 | $126.70 | $85.55 | 94.5% | 62% |
| 20260807 | — | — | 94.3% | 61% |
| 20260806 | $138.20 | $104.55 | 102.4% | 90% |
| 20260805 | $99.20 | $99.20 | 100.5% | 83% |
| 20260804 | $106.45 | $106.45 | 104.3% | 97% |
| 20260803 | $93.80 | $93.80 | 105.1% | 100% |
More on FN
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.