FNK · Expected Move
First Trust Mid Cap Value AlphaDEX Fund · ETF
The expected move for FNK 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).
FNK 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 FNK Expected Move
30-Day Straddle
$3.90
7-Day Straddle
$3.90
30-Day ATM IV
25.3%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to FNK'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.
FNK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.90 | $3.90 | 25.3% | 36% |
| 20261021 | $3.65 | $3.65 | 19.2% | 2% |
| 20261020 | $3.60 | $3.60 | 18.8% | 0% |
| 20261019 | $3.90 | $3.90 | 26.0% | 39% |
| 20261016 | $3.75 | $3.77 | 22.2% | 17% |
| 20261015 | $3.95 | $2.70 | 19.1% | 0% |
| 20261014 | $4.05 | $2.80 | 21.6% | 2% |
| 20261013 | $3.85 | $2.80 | 21.8% | 3% |
| 20261012 | $4.15 | $2.97 | 21.8% | 4% |
| 20261009 | $4.15 | $3.03 | 21.3% | 0% |
| 20261008 | $4.00 | $2.85 | 31.3% | 54% |
| 20261007 | $4.20 | $3.00 | 31.8% | 58% |
| 20261006 | $4.25 | $3.17 | 31.4% | 55% |
| 20261005 | $4.20 | $3.00 | 31.1% | 53% |
| 20261002 | $3.20 | $3.20 | 31.2% | 54% |
| 20261001 | $3.15 | $3.15 | 30.7% | 49% |
| 20260930 | $3.30 | $3.30 | 30.7% | 49% |
| 20260929 | $3.40 | $3.40 | 30.2% | 44% |
| 20260928 | $3.35 | $3.35 | 28.3% | 29% |
| 20260925 | $3.45 | $3.45 | 28.7% | 32% |
| 20260924 | $3.50 | $3.50 | 28.2% | 28% |
| 20260923 | $3.50 | $3.50 | 27.7% | 24% |
| 20260922 | $3.60 | $3.60 | 28.9% | 34% |
| 20260921 | $3.55 | $3.55 | 29.1% | 36% |
| 20260918 | $3.80 | $3.90 | 28.9% | 34% |
| 20260917 | $3.80 | $2.90 | 27.9% | 25% |
| 20260916 | $3.75 | $2.83 | 27.0% | 17% |
| 20260915 | $4.10 | $3.17 | 31.0% | 51% |
| 20260914 | $4.05 | $3.20 | 30.2% | 44% |
| 20260911 | $4.20 | $3.30 | 31.6% | 57% |
| 20260910 | $4.30 | $3.40 | 30.9% | 50% |
| 20260909 | $4.20 | $3.35 | 33.5% | 73% |
| 20260908 | $4.15 | $3.35 | 34.6% | 83% |
| 20260904 | $4.30 | $3.30 | 32.1% | 61% |
| 20260903 | $4.40 | $3.50 | 32.4% | 63% |
| 20260902 | $3.45 | $3.45 | 32.0% | 60% |
| 20260901 | $3.45 | $3.45 | 32.5% | 65% |
| 20260831 | $3.65 | $3.65 | 32.1% | 61% |
| 20260828 | $3.50 | $3.50 | 31.5% | 56% |
| 20260827 | $3.45 | $3.45 | 31.7% | 58% |
| 20260826 | $3.50 | $3.50 | 31.8% | 59% |
| 20260825 | $3.50 | $3.50 | 31.6% | 57% |
| 20260824 | $3.55 | $3.55 | 31.5% | 56% |
| 20260821 | $3.60 | $3.80 | 31.4% | 55% |
| 20260820 | $3.70 | $2.78 | 31.5% | 56% |
| 20260819 | $3.60 | $2.65 | 31.3% | 54% |
| 20260818 | $3.70 | $2.85 | 31.1% | 53% |
| 20260817 | $3.85 | $2.90 | 29.9% | 38% |
| 20260814 | $3.95 | $2.98 | 30.6% | 43% |
| 20260813 | $3.90 | $3.00 | 30.5% | 42% |
| 20260812 | $3.95 | $3.08 | 30.4% | 41% |
| 20260811 | $4.15 | $3.28 | 31.0% | 46% |
| 20260810 | $4.35 | $3.40 | 32.3% | 56% |
| 20260807 | — | — | 31.8% | 47% |
| 20260806 | $4.60 | $3.60 | 30.0% | 34% |
| 20260805 | $3.55 | $3.55 | 29.9% | 34% |
| 20260804 | $3.50 | $3.50 | 25.0% | 0% |
| 20260803 | $3.65 | $3.65 | 28.4% | 9% |
| 20260731 | $3.90 | $3.90 | 29.4% | 17% |
| 20260730 | $3.90 | $3.90 | 29.4% | 16% |
More on FNK
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.