FNY · Expected Move
First Trust Mid Cap Growth AlphaDEX Fund · ETF
The expected move for FNY 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).
FNY 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 FNY Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.10
30-Day ATM IV
22.5%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to FNY'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.
FNY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.10 | $5.10 | 22.5% | 75% |
| 20261020 | $5.22 | $5.22 | 22.9% | 80% |
| 20261019 | $5.05 | $5.05 | 22.1% | 58% |
| 20261016 | $5.55 | $4.90 | 23.4% | 71% |
| 20261015 | $5.58 | $1.27 | 22.8% | 65% |
| 20261014 | $5.85 | $1.57 | 23.6% | 73% |
| 20261013 | $5.75 | $1.80 | 22.5% | 62% |
| 20261012 | $6.00 | $1.92 | 22.9% | 66% |
| 20261009 | $6.20 | $2.33 | 22.7% | 64% |
| 20261008 | $6.35 | $2.52 | 23.2% | 68% |
| 20261007 | $6.50 | $2.70 | 23.5% | 71% |
| 20261006 | $6.60 | $2.80 | 22.9% | 66% |
| 20261005 | $6.78 | $2.95 | 23.3% | 70% |
| 20261002 | $3.20 | $3.20 | 22.6% | 63% |
| 20261001 | $3.93 | $3.93 | 24.5% | 82% |
| 20260930 | $3.85 | $3.85 | 23.6% | 73% |
| 20260929 | $4.00 | $4.00 | 23.6% | 73% |
| 20260928 | $4.03 | $4.03 | 23.5% | 72% |
| 20260925 | $4.05 | $4.05 | 22.2% | 59% |
| 20260924 | $4.35 | $4.35 | 22.9% | 65% |
| 20260923 | $4.47 | $4.47 | 22.4% | 61% |
| 20260922 | $4.20 | $4.20 | 20.9% | 45% |
| 20260921 | $4.12 | $4.12 | 20.4% | 41% |
| 20260918 | $4.35 | $3.42 | 19.9% | 36% |
| 20260917 | $5.40 | $1.27 | 22.8% | 64% |
| 20260916 | $4.17 | $1.62 | 18.4% | 21% |
| 20260915 | $4.28 | $1.85 | 18.8% | 25% |
| 20260914 | $4.40 | $1.97 | 18.4% | 21% |
| 20260911 | $4.53 | $2.02 | 18.1% | 18% |
| 20260910 | $5.00 | $2.65 | 20.1% | 38% |
| 20260909 | $4.85 | $2.60 | 18.5% | 22% |
| 20260908 | $4.68 | $2.40 | 17.6% | 12% |
| 20260904 | $4.67 | $2.50 | 16.4% | 1% |
| 20260903 | $4.67 | $2.70 | 16.4% | 0% |
| 20260902 | $2.88 | $2.88 | 17.1% | 8% |
| 20260901 | $3.15 | $3.15 | 18.2% | 19% |
| 20260831 | $3.02 | $3.02 | 16.9% | 6% |
| 20260828 | $3.20 | $3.20 | 16.7% | 3% |
| 20260827 | $3.38 | $3.38 | 16.3% | 0% |
| 20260826 | $3.50 | $3.50 | 17.0% | 6% |
| 20260825 | $3.62 | $3.62 | 17.2% | 9% |
| 20260824 | $3.82 | $3.82 | 17.7% | 13% |
| 20260821 | $3.92 | $5.00 | 17.1% | 7% |
| 20260820 | $4.33 | $1.30 | 17.9% | 15% |
| 20260819 | $4.03 | $1.27 | 16.7% | 3% |
| 20260818 | $4.17 | $1.45 | 16.7% | 3% |
| 20260817 | $4.22 | $1.43 | 16.5% | 1% |
| 20260814 | $4.42 | $1.60 | 16.4% | 0% |
| 20260813 | $4.60 | $1.75 | 16.7% | 0% |
| 20260812 | $4.75 | $2.00 | 17.0% | 0% |
| 20260811 | $5.18 | $2.25 | 18.3% | 8% |
| 20260810 | $5.22 | $2.45 | 18.0% | 5% |
| 20260807 | — | — | 17.3% | 0% |
| 20260806 | $5.33 | $2.77 | 17.7% | 2% |
| 20260805 | $2.85 | $2.85 | 17.3% | 0% |
| 20260804 | $3.27 | $3.27 | 19.2% | 8% |
| 20260803 | $3.28 | $3.28 | 18.2% | 2% |
| 20260731 | $3.62 | $3.62 | 19.0% | 7% |
| 20260730 | $3.50 | $3.50 | 18.0% | 1% |
| 20260729 | $4.47 | $4.47 | 22.1% | 26% |
More on FNY
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.