FRDM · Expected Move

Freedom 100 Emerging Markets ETF · ETF

The expected move for FRDM 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).

FRDM 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 FRDM Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
37.8%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to FRDM'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.
FRDM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 37.8% 66%
20261020 $4.28 $4.28 28.4% 24%
20261019 $0.00 $0.00 32.9% 41%
20261016 $4.57 $4.90 29.1% 25%
20261015 $4.42 $1.77 27.1% 17%
20261014 $4.45 $1.88 26.7% 16%
20261013 $4.35 $2.05 24.7% 7%
20261012 $4.50 $2.15 25.0% 9%
20261009 $4.80 $2.27 27.3% 18%
20261008 $4.88 $2.20 28.1% 21%
20261007 $5.15 $2.38 27.2% 17%
20261006 $5.35 $2.72 26.7% 15%
20261005 $5.47 $2.75 28.1% 21%
20261002 $2.65 $2.65 26.3% 14%
20261001 $3.00 $3.00 27.5% 19%
20260930 $3.10 $3.10 27.6% 19%
20260929 $3.27 $3.27 27.1% 17%
20260928 $3.27 $3.27 27.4% 18%
20260925 $3.27 $3.27 25.5% 11%
20260924 $3.70 $3.70 27.2% 17%
20260923 $3.83 $3.83 26.9% 16%
20260922 $3.83 $3.83 25.7% 11%
20260921 $3.88 $3.88 25.8% 12%
20260918 $3.98 $3.27 25.5% 11%
20260917 $4.12 $1.85 26.2% 13%
20260916 $4.30 $1.85 27.4% 18%
20260915 $4.33 $3.67 26.7% 16%
20260914 $4.38 $2.22 26.7% 15%
20260911 $4.42 $1.98 25.6% 11%
20260910 $4.62 $2.15 27.2% 17%
20260909 $4.72 $2.85 26.2% 13%
20260908 $4.67 $2.75 25.8% 12%
20260904 $5.30 $2.20 25.7% 11%
20260903 $4.47 $2.75 23.3% 2%
20260902 $2.73 $2.73 24.2% 5%
20260901 $2.75 $2.75 22.9% 0%
20260831 $2.98 $2.98 25.4% 0%
20260828 $3.15 $3.15 25.6% 0%
20260827 $3.40 $3.40 25.5% 0%
20260826 $3.67 $3.67 26.7% 0%
20260825 $3.77 $3.77 27.0% 0%
20260824 $3.92 $3.92 27.9% 1%
20260821 $4.12 $2.92 28.4% 5%
20260820 $4.30 $2.08 28.2% 4%
20260819 $5.03 $1.78 30.9% 17%
20260818 $5.10 $2.47 31.6% 21%
20260817 $4.70 $2.52 28.7% 6%
20260814 $4.30 $2.95 27.6% 1%
20260813 $5.28 $2.98 31.7% 22%
20260812 $5.22 $3.17 31.6% 21%
20260811 $5.30 $2.90 33.6% 31%
20260810 $6.22 $3.35 36.2% 44%
20260807 — — 35.4% 40%
20260806 $6.40 $4.05 37.4% 50%
20260805 $4.35 $4.35 36.5% 46%
20260804 $4.40 $4.40 36.6% 46%
20260803 $4.58 $4.58 38.6% 56%
20260731 $4.80 $4.80 39.4% 60%
20260730 $4.88 $4.88 37.7% 51%
20260729 $5.15 $5.15 41.1% 69%

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.