FPE · Expected Move
First Trust Preferred Securities and Income ETF · ETF
The expected move for FPE 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).
FPE 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 FPE Expected Move
30-Day Straddle
$0.97
7-Day Straddle
$0.97
30-Day ATM IV
22.4%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to FPE'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.
FPE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.97 | $0.97 | 22.4% | 22% |
| 20261020 | $0.97 | $0.97 | 14.9% | 1% |
| 20261019 | $1.00 | $1.00 | 27.9% | 38% |
| 20261016 | $1.00 | $1.50 | 15.6% | 3% |
| 20261015 | $1.00 | $0.85 | 21.2% | 19% |
| 20261014 | $1.00 | $0.85 | 15.2% | 1% |
| 20261013 | $1.02 | $0.85 | 28.5% | 40% |
| 20261012 | $1.02 | $0.85 | 14.7% | 0% |
| 20261009 | $1.05 | $0.85 | 16.8% | 4% |
| 20261008 | $1.05 | $0.88 | 18.2% | 8% |
| 20261007 | $1.05 | $0.88 | 18.4% | 9% |
| 20261006 | $1.08 | $0.88 | 19.3% | 11% |
| 20261005 | $1.10 | $0.90 | 18.8% | 10% |
| 20261002 | $0.93 | $0.93 | 16.6% | 3% |
| 20261001 | $0.90 | $0.90 | 15.5% | 0% |
| 20260930 | $0.93 | $0.93 | 22.2% | 15% |
| 20260929 | $0.95 | $0.95 | 23.6% | 20% |
| 20260928 | $0.95 | $0.95 | 25.1% | 24% |
| 20260925 | $0.97 | $0.97 | 22.1% | 15% |
| 20260924 | $1.02 | $1.02 | 25.0% | 24% |
| 20260923 | $1.10 | $1.10 | 21.7% | 13% |
| 20260922 | $2.92 | $2.92 | 20.9% | 11% |
| 20260921 | $0.85 | $0.85 | 21.1% | 12% |
| 20260918 | $1.10 | $4.65 | 23.2% | 18% |
| 20260917 | $0.82 | $0.73 | 22.1% | 15% |
| 20260916 | $1.07 | $1.05 | 19.4% | 6% |
| 20260915 | $1.07 | $1.05 | 17.7% | 1% |
| 20260914 | $1.07 | $1.05 | 17.4% | 0% |
| 20260911 | $1.12 | $3.20 | 18.6% | 4% |
| 20260910 | $1.12 | $2.90 | 26.2% | 27% |
| 20260909 | $1.10 | $3.15 | 22.6% | 16% |
| 20260908 | $2.90 | $3.12 | 21.9% | 14% |
| 20260904 | $1.08 | $3.12 | 23.2% | 18% |
| 20260903 | $2.90 | $3.12 | 26.0% | 27% |
| 20260902 | $3.12 | $3.12 | 19.8% | 7% |
| 20260901 | $3.05 | $3.05 | 30.0% | 39% |
| 20260831 | $3.10 | $3.10 | 26.6% | 29% |
| 20260828 | $3.08 | $3.08 | 26.8% | 29% |
| 20260827 | $5.00 | $5.00 | 24.5% | 22% |
| 20260826 | $3.12 | $3.12 | 24.9% | 23% |
| 20260825 | $5.00 | $5.00 | 24.3% | 22% |
| 20260824 | $0.72 | $0.72 | 24.4% | 22% |
| 20260821 | $1.00 | $2.00 | 30.0% | 39% |
| 20260820 | $2.80 | $1.02 | 20.4% | 7% |
| 20260819 | $1.07 | $1.07 | 29.1% | 27% |
| 20260818 | $1.02 | $1.02 | 17.5% | 0% |
| 20260817 | $1.00 | $1.00 | 26.3% | 19% |
| 20260814 | $0.97 | $0.65 | 23.5% | 13% |
| 20260813 | $3.10 | $1.00 | 18.2% | 0% |
| 20260812 | $0.97 | $0.95 | 20.4% | 5% |
| 20260811 | $0.95 | $0.95 | 27.9% | 23% |
| 20260810 | $3.02 | $1.23 | 23.7% | 13% |
| 20260806 | $3.25 | $4.90 | 40.9% | 53% |
| 20260805 | $1.23 | $1.23 | 23.6% | 13% |
| 20260804 | $1.23 | $1.23 | 23.2% | 12% |
| 20260803 | $1.25 | $1.25 | 28.6% | 24% |
| 20260731 | $1.30 | $1.30 | 23.5% | 12% |
| 20260730 | $0.82 | $0.82 | 25.8% | 18% |
| 20260729 | $1.32 | $1.32 | 29.6% | 27% |
| 20260728 | $1.32 | $1.32 | 26.6% | 20% |
More on FPE
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.