FRNW · Expected Move

Fidelity Clean Energy ETF · ETF

The expected move for FRNW 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).

FRNW 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 FRNW Expected Move
30-Day Straddle
$4.35
7-Day Straddle
$4.10
30-Day ATM IV
95.2%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to FRNW'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.
FRNW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261111 $4.35 $4.10 95.2% 71%
20261110 $4.00 $3.40 90.8% 65%
20261109 $4.05 $3.45 80.1% 49%
20261106 $4.20 $3.55 81.4% 51%
20261105 $4.05 $3.35 85.2% 56%
20261104 $3.40 $3.40 79.3% 48%
20261103 $2.65 $2.65 80.2% 49%
20261102 $3.50 $3.50 81.7% 51%
20261030 $3.60 $3.60 80.8% 50%
20261029 $3.50 $3.50 78.7% 47%
20261028 $3.55 $3.55 77.5% 45%
20261027 $3.45 $3.45 76.3% 43%
20261026 $3.60 $3.60 77.4% 45%
20261023 $3.65 $3.65 71.7% 36%
20261022 $3.60 $3.60 70.1% 34%
20261021 $3.65 $3.65 71.9% 37%
20261020 $3.60 $3.60 90.8% 65%
20261019 $0.00 $0.00 114.7% 100%
20261016 $3.75 $3.70 68.3% 40%
20261015 $3.70 $3.05 70.5% 44%
20261014 $3.80 $3.12 100.3% 100%
20261013 $3.80 $3.05 57.8% 27%
20261012 $3.85 $3.10 54.0% 17%
20261009 $3.95 $3.20 72.3% 63%
20261008 $3.90 $3.15 71.7% 62%
20261007 $4.00 $3.25 73.6% 66%
20261006 $4.00 $3.25 69.0% 55%
20261005 $4.10 $3.20 74.3% 68%
20261002 $3.35 $3.35 71.9% 62%
20261001 $3.35 $3.35 77.3% 76%
20260930 $3.40 $3.40 76.1% 73%
20260929 $3.40 $3.40 77.7% 77%
20260928 $3.35 $3.35 78.7% 79%
20260925 $3.45 $3.45 76.2% 73%
20260924 $3.35 $3.35 79.5% 81%
20260923 $3.47 $3.47 72.8% 72%
20260922 $3.52 $3.52 68.5% 63%
20260921 $3.52 $3.52 74.0% 75%
20260918 $3.52 $3.85 80.6% 89%
20260917 $3.62 $3.05 80.7% 89%
20260916 $3.62 $3.15 79.8% 87%
20260915 $3.70 $2.58 85.7% 98%
20260914 $3.75 $3.17 79.0% 86%
20260911 $3.98 $3.30 75.0% 79%
20260910 $4.05 $3.40 81.0% 89%
20260909 $4.10 $3.35 72.3% 74%
20260908 $3.80 $3.25 68.5% 67%
20260904 $3.98 $3.30 72.2% 74%
20260903 $3.92 $3.30 72.2% 74%
20260902 $3.35 $3.35 73.8% 76%
20260901 $3.35 $3.35 73.5% 76%
20260831 $3.35 $3.35 72.6% 74%
20260828 $3.35 $3.35 69.2% 68%
20260827 $3.30 $3.30 64.0% 59%
20260826 $3.40 $3.40 66.6% 64%
20260825 $3.45 $3.45 65.4% 61%
20260824 $3.45 $3.45 70.8% 71%
20260821 $3.55 $4.15 64.5% 60%
20260820 $3.60 $3.17 63.8% 59%
20260819 $3.55 $3.10 58.3% 49%

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.