FREL · Expected Move
Fidelity MSCI Real Estate Index ETF · ETF
The expected move for FREL 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).
FREL 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 FREL Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
29.8%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to FREL'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.
FREL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 29.8% | 57% |
| 20261020 | $0.00 | $0.00 | 28.3% | 47% |
| 20261019 | $0.00 | $0.00 | 26.0% | 34% |
| 20261016 | $1.55 | $2.55 | 27.3% | 42% |
| 20261015 | $1.60 | $1.05 | 25.7% | 31% |
| 20261014 | $1.67 | $1.25 | 25.4% | 29% |
| 20261013 | $1.60 | $1.20 | 24.9% | 16% |
| 20261012 | $1.68 | $1.27 | 27.0% | 24% |
| 20261009 | $1.73 | $1.33 | 30.5% | 36% |
| 20261008 | $1.70 | $1.00 | 29.1% | 31% |
| 20261007 | $1.73 | $1.27 | 30.4% | 36% |
| 20261006 | $1.73 | $1.30 | 28.8% | 30% |
| 20261005 | $1.75 | $1.35 | 27.0% | 24% |
| 20261002 | $1.38 | $1.38 | 27.9% | 27% |
| 20261001 | $1.30 | $1.30 | 26.7% | 23% |
| 20260930 | $1.38 | $1.38 | 36.6% | 59% |
| 20260929 | $1.40 | $1.40 | 25.4% | 18% |
| 20260928 | $1.45 | $1.45 | 25.4% | 18% |
| 20260925 | $1.42 | $1.42 | 20.5% | 0% |
| 20260924 | $1.40 | $1.40 | 22.8% | 7% |
| 20260923 | $1.35 | $1.35 | 23.9% | 12% |
| 20260922 | $1.43 | $1.43 | 24.9% | 15% |
| 20260921 | $1.45 | $1.45 | 26.9% | 23% |
| 20260918 | $1.45 | $1.15 | 36.4% | 58% |
| 20260917 | $1.58 | $1.30 | 27.3% | 24% |
| 20260916 | $1.52 | $1.23 | 26.0% | 19% |
| 20260915 | $1.60 | $1.45 | 29.7% | 33% |
| 20260914 | $1.55 | $1.35 | 26.1% | 20% |
| 20260911 | $1.60 | $1.40 | 29.8% | 33% |
| 20260910 | $1.57 | $1.50 | 24.7% | 15% |
| 20260909 | $1.57 | $1.38 | 25.4% | 17% |
| 20260908 | $1.65 | $1.40 | 28.6% | 29% |
| 20260904 | $1.68 | $1.45 | 28.5% | 29% |
| 20260903 | $1.73 | $1.43 | 29.2% | 31% |
| 20260902 | $1.45 | $1.45 | 28.0% | 27% |
| 20260901 | $1.48 | $1.48 | 25.4% | 8% |
| 20260831 | $1.50 | $1.50 | 26.3% | 10% |
| 20260828 | $1.52 | $1.52 | 24.9% | 7% |
| 20260827 | $1.50 | $1.50 | 25.3% | 8% |
| 20260826 | $1.55 | $1.55 | 25.7% | 9% |
| 20260825 | $1.58 | $1.58 | 26.5% | 10% |
| 20260824 | $1.48 | $1.48 | 25.6% | 12% |
| 20260821 | $1.55 | $1.55 | 26.4% | 13% |
| 20260820 | $1.50 | $1.10 | 26.7% | 14% |
| 20260819 | $1.57 | $1.18 | 27.7% | 16% |
| 20260818 | $1.60 | $1.18 | 25.8% | 12% |
| 20260817 | $1.62 | $1.27 | 33.4% | 25% |
| 20260814 | $1.65 | $1.23 | 27.1% | 15% |
| 20260813 | $1.68 | $1.23 | 26.4% | 13% |
| 20260812 | $1.75 | $1.38 | 29.8% | 19% |
| 20260811 | $1.75 | $1.38 | 32.8% | 24% |
| 20260810 | $2.25 | $1.80 | 29.8% | 19% |
| 20260807 | — | — | 31.4% | 22% |
| 20260806 | $2.17 | $1.67 | 31.3% | 22% |
| 20260805 | $1.67 | $1.67 | 32.0% | 23% |
| 20260804 | $1.67 | $1.67 | 32.1% | 23% |
| 20260803 | $1.77 | $1.77 | 32.2% | 23% |
| 20260731 | $1.82 | $1.82 | 32.0% | 23% |
| 20260730 | $1.75 | $1.75 | 32.3% | 23% |
| 20260729 | $1.85 | $1.85 | 28.3% | 17% |
More on FREL
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.