FQAL · Expected Move

Fidelity Quality Factor ETF · ETF

The expected move for FQAL 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).

FQAL 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 FQAL Expected Move
30-Day Straddle
$2.38
7-Day Straddle
$2.38
30-Day ATM IV
13.1%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to FQAL'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.
FQAL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.38 $2.38 13.1% 18%
20261021 $0.00 $0.00 12.6% 12%
20261020 $0.00 $0.00 12.0% 5%
20261019 $0.00 $0.00 12.6% 12%
20261016 $2.85 $3.70 12.6% 12%
20261015 $2.50 $1.25 11.8% 3%
20261014 $2.90 $1.50 13.1% 18%
20261013 $2.53 $1.40 13.0% 16%
20261012 $2.60 $1.45 13.0% 17%
20261009 $2.55 $1.48 13.2% 19%
20261008 $2.67 $1.58 13.4% 22%
20261007 $2.73 $1.58 13.5% 23%
20261006 $2.83 $1.60 13.8% 27%
20261005 $2.95 $1.55 13.5% 23%
20261002 $1.70 $1.70 14.0% 29%
20261001 $1.77 $1.77 14.0% 29%
20260930 $2.02 $2.02 15.1% 42%
20260929 $1.95 $1.95 14.2% 31%
20260928 $1.85 $1.85 14.5% 34%
20260925 $1.93 $1.93 13.6% 24%
20260924 $1.88 $1.88 14.1% 30%
20260923 $1.85 $1.85 14.3% 32%
20260922 $2.12 $2.12 12.4% 10%
20260921 $1.92 $1.92 11.6% 0%
20260918 $2.20 $4.40 13.4% 17%
20260917 $2.15 $1.35 13.3% 16%
20260916 $2.28 $1.35 12.0% 0%
20260915 $2.42 $1.73 13.0% 13%
20260914 $2.50 $1.62 13.5% 18%
20260911 $2.35 $1.65 14.3% 29%
20260910 $2.62 $1.83 14.7% 34%
20260909 $2.62 $1.83 14.2% 28%
20260908 $2.50 $1.73 13.5% 19%
20260904 $2.42 $1.75 13.0% 13%
20260903 $2.47 $1.75 12.2% 3%
20260902 $1.98 $1.98 14.9% 36%
20260901 $1.90 $1.90 16.0% 49%
20260831 $1.93 $1.93 14.0% 25%
20260828 $1.85 $1.85 13.4% 17%
20260827 $1.92 $1.92 12.7% 9%
20260826 $2.03 $2.03 13.6% 20%
20260825 $2.15 $2.15 13.8% 23%
20260824 $2.30 $2.30 14.3% 29%
20260821 $2.15 $3.22 14.1% 26%
20260820 $2.48 $1.17 16.2% 41%
20260819 $2.20 $1.27 13.9% 16%
20260818 $2.52 $1.42 15.1% 26%
20260817 $2.23 $1.35 14.6% 22%
20260814 $2.47 $1.48 12.5% 4%
20260813 $2.52 $1.48 12.2% 2%
20260812 $2.47 $1.52 12.0% 0%
20260811 $2.60 $1.60 14.0% 9%
20260810 $2.83 $1.90 14.4% 14%
20260807 — — 13.1% 1%
20260806 $3.00 $3.42 14.3% 13%
20260805 $2.12 $2.12 14.9% 18%
20260804 $1.88 $1.88 12.9% 0%
20260803 $2.02 $2.02 20.0% 62%
20260731 $2.05 $2.05 15.7% 20%
20260730 $2.28 $2.28 15.0% 13%

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.