FNX · Expected Move
First Trust Mid Cap Core AlphaDEX Fund · ETF
The expected move for FNX 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).
FNX 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 FNX Expected Move
30-Day Straddle
$5.90
7-Day Straddle
$5.90
30-Day ATM IV
18.3%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to FNX'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.
FNX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.90 | $5.90 | 18.3% | 75% |
| 20261020 | $4.83 | $4.83 | 14.9% | 16% |
| 20261019 | $5.18 | $5.18 | 15.9% | 29% |
| 20261016 | $5.47 | $3.45 | 16.2% | 33% |
| 20261015 | $5.93 | $1.82 | 17.1% | 45% |
| 20261014 | $5.38 | $1.72 | 15.6% | 24% |
| 20261013 | $5.45 | $1.85 | 15.3% | 20% |
| 20261012 | $5.88 | $2.00 | 16.4% | 36% |
| 20261009 | $6.03 | $2.53 | 16.2% | 33% |
| 20261008 | $5.92 | $2.30 | 15.7% | 26% |
| 20261007 | $6.35 | $2.65 | 16.7% | 39% |
| 20261006 | $6.25 | $2.73 | 15.9% | 28% |
| 20261005 | $6.22 | $2.92 | 16.0% | 30% |
| 20261002 | $3.22 | $3.22 | 15.8% | 28% |
| 20261001 | $3.55 | $3.55 | 16.8% | 40% |
| 20260930 | $3.48 | $3.48 | 15.9% | 29% |
| 20260929 | $3.52 | $3.52 | 15.6% | 25% |
| 20260928 | $3.95 | $3.95 | 16.1% | 31% |
| 20260925 | $4.03 | $4.03 | 15.5% | 23% |
| 20260924 | $4.15 | $4.15 | 16.1% | 31% |
| 20260923 | $4.22 | $4.22 | 15.5% | 23% |
| 20260922 | $4.05 | $4.05 | 14.1% | 4% |
| 20260921 | $4.03 | $4.03 | 14.0% | 3% |
| 20260918 | $4.55 | $5.00 | 14.7% | 13% |
| 20260917 | $4.70 | $1.60 | 14.9% | 15% |
| 20260916 | $5.40 | $1.75 | 15.8% | 27% |
| 20260915 | $5.35 | $2.15 | 16.2% | 32% |
| 20260914 | $5.40 | $2.20 | 16.1% | 31% |
| 20260911 | $5.47 | $2.38 | 15.5% | 23% |
| 20260910 | $5.85 | $2.88 | 16.5% | 37% |
| 20260909 | $5.72 | $2.88 | 15.6% | 25% |
| 20260908 | $5.55 | $2.92 | 15.0% | 16% |
| 20260904 | $5.78 | $2.90 | 14.4% | 7% |
| 20260903 | $5.80 | $3.20 | 14.5% | 9% |
| 20260902 | $3.35 | $3.35 | 14.4% | 8% |
| 20260901 | $3.55 | $3.55 | 15.0% | 16% |
| 20260831 | $3.73 | $3.73 | 14.6% | 11% |
| 20260828 | $3.88 | $3.88 | 14.1% | 3% |
| 20260827 | $3.80 | $3.80 | 13.8% | 0% |
| 20260826 | $4.38 | $4.38 | 15.1% | 15% |
| 20260825 | $4.47 | $4.47 | 15.0% | 14% |
| 20260824 | $4.38 | $4.38 | 14.4% | 6% |
| 20260821 | $4.75 | $5.00 | 14.8% | 11% |
| 20260820 | $5.05 | $1.42 | 15.5% | 21% |
| 20260819 | $4.70 | $1.65 | 14.0% | 0% |
| 20260818 | $4.92 | $1.70 | 14.4% | 0% |
| 20260817 | $5.05 | $1.98 | 14.6% | 1% |
| 20260814 | $5.30 | $2.03 | 14.5% | 0% |
| 20260813 | $5.50 | $2.40 | 14.7% | 0% |
| 20260812 | $5.60 | $2.42 | 14.9% | 0% |
| 20260811 | $6.03 | $2.90 | 15.5% | 6% |
| 20260810 | $6.10 | $3.05 | 15.6% | 8% |
| 20260807 | — | — | 14.9% | 0% |
| 20260806 | $6.40 | $3.67 | 15.7% | 1% |
| 20260805 | $3.83 | $3.83 | 16.1% | 4% |
| 20260804 | $4.20 | $4.20 | 16.0% | 3% |
| 20260803 | $4.00 | $4.00 | 15.6% | 0% |
| 20260731 | $4.72 | $4.72 | 17.0% | 9% |
| 20260730 | $4.28 | $4.28 | 16.5% | 5% |
| 20260729 | $5.03 | $5.03 | 17.6% | 14% |
More on FNX
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.