FSMB · Expected Move
First Trust Short Duration Managed Municipal ETF · ETF
The expected move for FSMB 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).
FSMB 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 FSMB Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.50
30-Day ATM IV
19.2%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to FSMB'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.
FSMB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.50 | $1.50 | 19.2% | 9% |
| 20261020 | $1.50 | $1.50 | 21.1% | 13% |
| 20261019 | $1.52 | $1.52 | 24.0% | 18% |
| 20261016 | $1.52 | $1.48 | 17.7% | 6% |
| 20261015 | $1.58 | $1.48 | 19.8% | 10% |
| 20261014 | $1.60 | $1.50 | 14.6% | 1% |
| 20261013 | $1.60 | $3.12 | 21.4% | 13% |
| 20261012 | $1.62 | $1.52 | 14.2% | 0% |
| 20261009 | $1.68 | $1.52 | 24.5% | 10% |
| 20261008 | $1.12 | $1.00 | 26.9% | 15% |
| 20261007 | $1.15 | $1.00 | 23.5% | 8% |
| 20261006 | $3.50 | $3.42 | 30.1% | 22% |
| 20261005 | $2.35 | $2.12 | 68.5% | 100% |
| 20261002 | $3.12 | $3.12 | 41.1% | 100% |
| 20261001 | $1.52 | $1.52 | 37.9% | 87% |
| 20260930 | $0.97 | $0.97 | 40.6% | 100% |
| 20260929 | $0.97 | $0.97 | 35.3% | 94% |
| 20260928 | $0.97 | $0.97 | 35.0% | 93% |
| 20260925 | $1.00 | $1.00 | 31.3% | 70% |
| 20260924 | $1.55 | $1.55 | 32.2% | 75% |
| 20260923 | $1.58 | $1.58 | 24.0% | 26% |
| 20260922 | $3.15 | $3.15 | 29.0% | 57% |
| 20260921 | $1.55 | $1.55 | 30.1% | 63% |
| 20260918 | $3.17 | $3.35 | 30.2% | 64% |
| 20260917 | $1.55 | $1.52 | 29.9% | 62% |
| 20260916 | $1.55 | $1.52 | 28.3% | 53% |
| 20260915 | $1.55 | $1.52 | 27.9% | 50% |
| 20260914 | $1.55 | $1.50 | 27.3% | 47% |
| 20260911 | $1.58 | $1.52 | 27.3% | 47% |
| 20260910 | $1.60 | $1.52 | 27.1% | 46% |
| 20260909 | $1.55 | $1.48 | 31.0% | 69% |
| 20260908 | $1.55 | $1.48 | 24.5% | 31% |
| 20260904 | $1.57 | $1.45 | 21.6% | 14% |
| 20260903 | $1.57 | $1.45 | 26.2% | 41% |
| 20260902 | $1.45 | $1.45 | 23.3% | 24% |
| 20260901 | $1.45 | $1.45 | 22.5% | 19% |
| 20260831 | $1.45 | $1.45 | 23.1% | 23% |
| 20260828 | $1.45 | $1.45 | 24.6% | 32% |
| 20260827 | $1.45 | $1.45 | 25.6% | 37% |
| 20260826 | $1.43 | $1.43 | 26.0% | 55% |
| 20260825 | $1.45 | $1.45 | 24.8% | 49% |
| 20260824 | $1.45 | $1.45 | 25.2% | 51% |
| 20260821 | $1.45 | $3.27 | 24.5% | 48% |
| 20260820 | $1.45 | $1.45 | 23.5% | 43% |
| 20260819 | $1.43 | $1.45 | 24.3% | 47% |
| 20260818 | $1.45 | $1.45 | 22.6% | 16% |
| 20260817 | $1.48 | $1.43 | 20.9% | 13% |
| 20260814 | $1.48 | $1.43 | 23.6% | 17% |
| 20260813 | $1.50 | $1.43 | 23.7% | 18% |
| 20260812 | $1.48 | $1.40 | 22.2% | 15% |
| 20260811 | $1.15 | $1.40 | 25.1% | 20% |
| 20260810 | $1.30 | $1.15 | 21.6% | 14% |
| 20260806 | $1.33 | $1.18 | 22.7% | 16% |
| 20260805 | $1.18 | $1.18 | 21.5% | 14% |
| 20260804 | $1.18 | $1.18 | 22.4% | 15% |
| 20260803 | $1.20 | $1.20 | 21.7% | 14% |
| 20260731 | $1.23 | $1.23 | 23.4% | 17% |
| 20260730 | $1.23 | $1.23 | 23.2% | 17% |
| 20260729 | $1.23 | $1.23 | 21.2% | 13% |
| 20260728 | $1.23 | $1.23 | 21.5% | 14% |
More on FSMB
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.