FPXI · Expected Move

First Trust Exchange-Traded Fund II First Trust International Equity Opportunities ETF · ETF

The expected move for FPXI 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).

FPXI 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 FPXI Expected Move
30-Day Straddle
$3.05
7-Day Straddle
$3.05
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to FPXI'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.
FPXI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20251121 $3.05 $3.05 — —
20251120 $3.25 $3.25 — —
20251119 $4.45 $4.45 — —
20251118 $4.45 $4.45 — —
20251117 $5.17 $5.17 — —
20251114 $5.97 $5.97 71.2% 82%
20251113 $6.07 $6.07 60.8% 66%
20251112 $6.52 $6.52 65.4% 73%
20251111 $6.07 $6.07 83.1% 100%
20251110 $6.42 $6.42 81.5% 100%
20251107 $4.98 $4.98 50.2% 59%
20251106 $5.65 $5.65 50.3% 59%
20251105 $6.38 $6.38 49.2% 57%
20251104 $6.75 $6.75 56.5% 71%
20251103 $8.25 $8.25 72.4% 100%
20251031 $8.05 $8.05 49.3% 65%
20251030 $7.70 $7.70 51.2% 68%
20251029 $8.00 $8.00 46.6% 59%
20251028 $6.88 $6.88 57.2% 81%
20251027 $6.78 $6.78 37.1% 40%
20251024 $6.58 $6.58 41.4% 49%
20251023 $5.85 $5.85 35.4% 37%
20251022 $0.00 $0.00 42.5% 51%
20251021 $6.62 $6.62 36.2% 39%
20251020 $7.67 $7.67 39.9% 46%
20251017 $7.12 $7.12 36.1% 38%
20251016 $8.12 $8.12 41.0% 48%
20251015 $7.88 $7.88 35.2% 37%
20251014 $7.17 $7.17 37.2% 41%
20251013 $7.53 $7.53 46.9% 60%
20251010 $6.02 $6.02 31.7% 30%
20251009 $8.12 $8.12 37.8% 42%
20251008 $9.22 $9.22 40.4% 47%
20251007 $8.28 $8.28 37.0% 40%
20251006 $9.07 $9.07 37.1% 40%
20251003 $7.92 $7.92 33.5% 33%
20251002 $7.88 $7.88 35.0% 36%
20251001 $7.50 $7.50 33.2% 32%
20250930 $6.97 $6.97 28.6% 23%
20250929 $6.95 $6.95 27.8% 22%
20250926 $6.20 $6.20 27.5% 21%
20250925 $6.32 $6.32 27.6% 21%
20250924 $6.45 $6.45 28.4% 23%
20250923 $7.02 $7.02 28.8% 24%
20250922 $7.40 $7.40 27.7% 22%
20250919 $6.88 $6.88 — —
20250918 $7.00 $7.00 — —
20250917 $6.77 $6.77 — —
20250916 $6.82 $6.82 — —
20250915 $7.00 $7.00 — —
20250912 $6.95 $6.95 — —
20250911 $7.25 $7.25 — —
20250910 $6.90 $6.90 — —
20250909 $6.83 $6.83 — —
20250908 $6.68 $6.68 — —
20250905 $6.60 $6.60 — —
20250904 $6.35 $6.35 — —
20250903 $6.15 $6.15 — —
20250902 $6.05 $6.05 — —
20250829 $6.53 $6.53 — —

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.