FRT · Expected Move
Federal Realty Investment Trust
The expected move for FRT 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).
FRT 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 FRT Expected Move
30-Day Straddle
$4.17
7-Day Straddle
$3.08
30-Day ATM IV
15.3%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to FRT'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.
FRT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.17 | $3.08 | 15.3% | 9% |
| 20261015 | $4.92 | $2.72 | 18.4% | 38% |
| 20261014 | $5.55 | $2.15 | 21.0% | 61% |
| 20261013 | $5.80 | $3.08 | 20.5% | 57% |
| 20261012 | $6.35 | $3.52 | 21.5% | 66% |
| 20261009 | $5.60 | $3.12 | 18.9% | 42% |
| 20261008 | $5.95 | $3.00 | 20.1% | 53% |
| 20261007 | $5.45 | $3.50 | 18.8% | 41% |
| 20261006 | $6.30 | $3.62 | 21.0% | 62% |
| 20261005 | $6.28 | $3.70 | 20.3% | 55% |
| 20261002 | $4.33 | $4.33 | 19.2% | 45% |
| 20261001 | $3.62 | $3.62 | 19.4% | 47% |
| 20260930 | $3.48 | $3.48 | 16.6% | 21% |
| 20260929 | $3.40 | $3.40 | 17.4% | 28% |
| 20260928 | $3.42 | $3.42 | 18.3% | 36% |
| 20260925 | $3.55 | $3.55 | 16.4% | 19% |
| 20260924 | $3.55 | $3.55 | 17.3% | 28% |
| 20260923 | $4.05 | $4.05 | 17.8% | 32% |
| 20260922 | $4.00 | $4.00 | 18.0% | 34% |
| 20260921 | $2.90 | $2.90 | 14.3% | 0% |
| 20260918 | $3.73 | $2.25 | 15.1% | 0% |
| 20260917 | $4.92 | $4.33 | 19.0% | 33% |
| 20260916 | $5.20 | $3.95 | 19.1% | 34% |
| 20260915 | $5.43 | $3.50 | 20.5% | 50% |
| 20260914 | $4.90 | $2.08 | 18.3% | 26% |
| 20260911 | $5.22 | $2.55 | 18.8% | 30% |
| 20260910 | $5.50 | $2.92 | 19.5% | 38% |
| 20260909 | $5.62 | $2.52 | 19.1% | 34% |
| 20260908 | $5.65 | $4.45 | 18.3% | 26% |
| 20260904 | $6.22 | $4.62 | 17.9% | 21% |
| 20260903 | $6.58 | $4.88 | 18.3% | 25% |
| 20260902 | $3.65 | $3.65 | 17.1% | 13% |
| 20260901 | $4.93 | $4.93 | 16.9% | 10% |
| 20260831 | $4.32 | $4.32 | 16.3% | 3% |
| 20260828 | $4.28 | $4.28 | 16.2% | 2% |
| 20260827 | $4.17 | $4.17 | 16.7% | 7% |
| 20260826 | $3.60 | $3.60 | 17.4% | 16% |
| 20260825 | $5.17 | $5.17 | 17.8% | 19% |
| 20260824 | $4.45 | $4.45 | 16.4% | 5% |
| 20260821 | $4.55 | $2.67 | 16.0% | 0% |
| 20260820 | $5.60 | $2.90 | 20.1% | 42% |
| 20260819 | $4.75 | $4.38 | 16.5% | 0% |
| 20260818 | $5.80 | $4.45 | 17.0% | 0% |
| 20260817 | $4.92 | $3.33 | 17.4% | 1% |
| 20260814 | $6.22 | $3.88 | 20.1% | 35% |
| 20260813 | $5.22 | $3.60 | 18.4% | 14% |
| 20260812 | $6.18 | $3.92 | 19.6% | 30% |
| 20260811 | $6.60 | $3.65 | 19.5% | 28% |
| 20260810 | $7.00 | $3.85 | 20.7% | 43% |
| 20260807 | — | — | 19.8% | 32% |
| 20260806 | $6.08 | $4.92 | 20.0% | 35% |
| 20260805 | $5.25 | $5.25 | 21.2% | 50% |
| 20260804 | $5.10 | $5.10 | 21.8% | 57% |
| 20260803 | $3.83 | $3.83 | 18.7% | 18% |
| 20260731 | $4.85 | $4.85 | 19.9% | 33% |
| 20260730 | $4.45 | $4.45 | 20.5% | 41% |
| 20260729 | $5.58 | $5.58 | 20.9% | 46% |
| 20260728 | $6.10 | $6.10 | 22.2% | 62% |
| 20260727 | $5.65 | $5.65 | 20.2% | 37% |
| 20260724 | $6.20 | $6.20 | 21.2% | 50% |
More on FRT
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.