FRI · Expected Move
First Trust S&P REIT Index Fund · ETF
The expected move for FRI 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).
FRI 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 FRI Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
82.4%
IV Rank
96%
Implied one-standard-deviation move through the next 30 days. Compare to FRI'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.
FRI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 82.4% | 96% |
| 20261021 | $0.00 | $0.00 | 26.3% | 12% |
| 20261020 | $0.00 | $0.00 | 84.9% | 100% |
| 20261019 | $0.00 | $0.00 | 21.7% | 11% |
| 20261016 | $1.42 | $2.93 | 23.6% | 17% |
| 20261015 | $1.43 | $1.02 | 21.8% | 11% |
| 20261014 | $1.62 | $1.18 | 20.5% | 7% |
| 20261013 | $1.45 | $1.00 | 21.9% | 12% |
| 20261012 | $1.50 | $1.07 | 19.7% | 4% |
| 20261009 | $1.58 | $1.20 | 21.2% | 9% |
| 20261008 | $1.55 | $1.10 | 20.6% | 7% |
| 20261007 | $1.60 | $1.12 | 22.8% | 14% |
| 20261006 | $1.52 | $1.15 | 21.1% | 9% |
| 20261005 | $1.70 | $1.27 | 23.8% | 18% |
| 20261002 | $1.23 | $1.23 | 24.4% | 20% |
| 20261001 | $1.23 | $1.23 | 23.2% | 16% |
| 20260930 | $1.23 | $1.23 | 26.2% | 26% |
| 20260929 | $1.23 | $1.23 | 18.8% | 1% |
| 20260928 | $1.20 | $1.20 | 48.6% | 100% |
| 20260925 | $1.25 | $1.25 | 18.4% | 0% |
| 20260924 | $1.25 | $1.25 | 23.5% | 22% |
| 20260923 | $1.30 | $1.30 | 19.1% | 0% |
| 20260922 | $1.40 | $1.40 | 21.6% | 4% |
| 20260921 | $1.43 | $1.43 | 22.8% | 11% |
| 20260918 | $1.40 | $3.05 | 21.7% | 5% |
| 20260917 | $1.45 | $1.10 | 22.1% | 7% |
| 20260916 | $1.42 | $1.10 | 20.8% | 0% |
| 20260915 | $1.42 | $1.10 | 23.3% | 11% |
| 20260914 | $1.38 | $1.02 | 21.3% | 0% |
| 20260911 | $1.43 | $1.12 | 24.8% | 18% |
| 20260910 | $1.38 | $1.07 | 24.1% | 14% |
| 20260909 | $1.45 | $1.10 | 25.3% | 23% |
| 20260908 | $1.50 | $1.18 | 24.9% | 20% |
| 20260904 | $1.55 | $1.18 | 26.4% | 29% |
| 20260903 | $1.55 | $1.20 | 26.8% | 31% |
| 20260902 | $1.23 | $1.23 | 27.6% | 36% |
| 20260901 | $1.27 | $1.27 | 27.5% | 35% |
| 20260831 | $1.25 | $1.25 | 28.5% | 40% |
| 20260828 | $1.23 | $1.23 | 27.9% | 37% |
| 20260827 | $1.25 | $1.25 | 29.1% | 44% |
| 20260826 | $1.30 | $1.30 | 28.7% | 42% |
| 20260825 | $1.30 | $1.30 | 27.5% | 35% |
| 20260824 | $1.27 | $1.27 | 28.3% | 39% |
| 20260821 | $1.30 | $0.88 | 31.3% | 56% |
| 20260820 | $1.30 | $0.93 | 31.7% | 58% |
| 20260819 | $1.35 | $1.00 | 32.4% | 62% |
| 20260818 | $1.38 | $0.95 | 32.1% | 60% |
| 20260817 | $1.38 | $1.02 | 31.5% | 57% |
| 20260814 | $1.38 | $1.10 | 30.8% | 53% |
| 20260813 | $1.40 | $1.12 | 31.4% | 56% |
| 20260812 | $1.48 | $1.15 | 30.7% | 53% |
| 20260811 | $1.60 | $1.02 | 29.2% | 44% |
| 20260810 | $1.55 | $2.92 | 31.6% | 58% |
| 20260807 | — | — | 30.9% | 54% |
| 20260806 | $1.67 | $1.35 | 29.4% | 46% |
| 20260805 | $1.25 | $1.25 | 28.7% | 41% |
| 20260804 | $1.25 | $1.25 | 30.0% | 49% |
| 20260803 | $1.48 | $1.48 | 29.5% | 46% |
| 20260731 | $1.48 | $1.48 | 29.5% | 46% |
| 20260730 | $1.48 | $1.48 | 29.2% | 44% |
More on FRI
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.