FPX · Expected Move

First Trust US Equity Opportunities ETF · ETF

The expected move for FPX 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).

FPX straddle price & implied vol

60 sessions

Bars: 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 FPX Expected Move
30-Day Straddle
$12.20
7-Day Straddle
$12.20
30-Day ATM IV
32.3%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to FPX'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.
FPX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $12.20 $12.20 32.3% 66%
20261021 $0.00 $0.00 27.0% 12%
20261020 $0.00 $0.00 28.6% 29%
20261019 $0.00 $0.00 27.6% 18%
20261016 $13.65 $4.90 32.6% 68%
20261015 $11.95 $4.95 27.2% 14%
20261014 $12.20 $7.28 27.1% 13%
20261013 $12.00 $4.90 26.4% 6%
20261012 $12.50 $7.48 26.5% 7%
20261009 $12.65 $7.48 27.4% 16%
20261008 $13.70 $10.07 30.8% 51%
20261007 $13.50 $10.07 29.6% 44%
20261006 $12.55 $7.48 27.6% 26%
20261005 $13.10 $7.48 26.5% 16%
20261002 $10.18 $10.18 27.7% 27%
20261001 $10.05 $10.05 28.2% 31%
20260930 $10.07 $10.07 28.7% 35%
20260929 $10.23 $10.23 31.4% 61%
20260928 $10.85 $10.85 31.3% 60%
20260925 $10.12 $10.12 29.9% 47%
20260924 $11.55 $11.55 30.9% 56%
20260923 $11.60 $11.60 31.0% 57%
20260922 $11.05 $11.05 29.1% 40%
20260921 $12.45 $12.45 31.5% 61%
20260918 $12.50 $4.80 31.6% 63%
20260917 $12.90 $4.80 32.5% 71%
20260916 $12.90 $6.53 32.2% 68%
20260915 $13.20 $4.80 32.2% 68%
20260914 $12.65 $7.32 30.4% 52%
20260911 $12.20 $7.22 29.6% 44%
20260910 $14.05 $9.62 32.1% 67%
20260909 $14.60 $9.90 32.1% 67%
20260908 $14.20 $9.65 30.9% 56%
20260904 $14.60 $8.40 30.2% 50%
20260903 $14.30 $8.05 29.0% 39%
20260902 $8.05 $8.05 29.0% 38%
20260901 $8.05 $8.05 30.3% 50%
20260831 $8.18 $8.18 28.2% 31%
20260828 $9.70 $9.70 29.1% 40%
20260827 $10.40 $10.40 29.8% 46%
20260826 $12.00 $12.00 28.4% 33%
20260825 $11.03 $11.03 29.8% 46%
20260824 $10.32 $10.32 27.5% 37%
20260821 $11.95 $4.80 29.2% 49%
20260820 $12.15 $4.82 29.2% 49%
20260819 $12.30 $6.53 29.6% 53%
20260818 $12.25 $7.05 27.9% 39%
20260817 $12.65 $6.53 27.3% 35%
20260814 $13.30 $6.82 28.6% 45%
20260813 $13.50 $7.50 28.5% 44%
20260812 $13.90 $9.10 30.1% 56%
20260811 $14.25 $7.80 30.4% 59%
20260810 $15.00 $8.18 31.8% 69%
20260807 — — 31.2% 65%
20260806 $15.90 $9.50 32.0% 71%
20260805 $11.05 $11.05 34.1% 87%
20260804 $10.68 $10.68 33.1% 80%
20260803 $11.05 $11.05 33.6% 84%
20260731 $12.35 $12.35 33.4% 82%
20260730 $12.28 $12.28 34.3% 89%

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.