FSMD · Expected Move
Fidelity Small-Mid Multifactor ETF · ETF
The expected move for FSMD 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).
FSMD 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 FSMD Expected Move
30-Day Straddle
$2.12
7-Day Straddle
$2.12
30-Day ATM IV
48.4%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FSMD'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.
FSMD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.12 | $2.12 | 48.4% | 100% |
| 20261021 | $1.02 | $1.02 | 47.0% | 100% |
| 20261020 | $2.10 | $2.10 | 46.6% | 100% |
| 20261019 | $0.00 | $0.00 | 39.9% | 86% |
| 20261016 | $2.25 | $3.28 | 38.3% | 80% |
| 20261015 | $2.20 | $1.57 | 43.0% | 99% |
| 20261014 | $2.33 | $1.57 | 38.4% | 81% |
| 20261013 | $2.25 | $1.57 | 43.2% | 100% |
| 20261012 | $2.33 | $1.65 | 41.8% | 100% |
| 20261009 | $2.40 | $1.73 | 41.3% | 100% |
| 20261008 | $2.30 | $1.68 | 38.1% | 98% |
| 20261007 | $2.42 | $1.73 | 38.4% | 100% |
| 20261006 | $2.50 | $1.85 | 38.3% | 100% |
| 20261005 | $2.45 | $1.75 | 38.1% | 100% |
| 20261002 | $1.88 | $1.88 | 36.4% | 92% |
| 20261001 | $1.83 | $1.83 | 32.5% | 72% |
| 20260930 | $2.00 | $2.00 | 33.4% | 76% |
| 20260929 | $1.95 | $1.95 | 30.1% | 60% |
| 20260928 | $1.95 | $1.95 | 30.5% | 62% |
| 20260925 | $1.93 | $1.93 | 28.9% | 54% |
| 20260924 | $1.95 | $1.95 | 27.4% | 47% |
| 20260923 | $2.05 | $2.05 | 26.3% | 41% |
| 20260922 | $2.05 | $2.05 | 27.2% | 46% |
| 20260921 | $2.00 | $2.00 | 26.0% | 40% |
| 20260918 | $2.02 | $3.17 | 19.9% | 9% |
| 20260917 | $2.10 | $1.52 | 20.5% | 12% |
| 20260916 | $2.05 | $1.50 | 19.8% | 8% |
| 20260915 | $2.27 | $1.73 | 20.0% | 9% |
| 20260914 | $2.27 | $1.77 | 20.4% | 11% |
| 20260911 | $2.25 | $1.73 | 21.4% | 16% |
| 20260910 | $2.35 | $1.90 | 21.5% | 17% |
| 20260909 | $2.25 | $1.80 | 20.7% | 13% |
| 20260908 | $2.30 | $1.85 | 22.7% | 23% |
| 20260904 | $2.40 | $1.88 | 22.6% | 22% |
| 20260903 | $2.38 | $1.90 | 22.8% | 23% |
| 20260902 | $1.88 | $1.88 | 23.3% | 26% |
| 20260901 | $1.90 | $1.90 | 22.7% | 23% |
| 20260831 | $1.95 | $1.95 | 23.6% | 27% |
| 20260828 | $1.95 | $1.95 | 22.6% | 23% |
| 20260827 | $2.08 | $2.08 | 24.1% | 30% |
| 20260826 | $2.08 | $2.08 | 24.4% | 31% |
| 20260825 | $2.12 | $2.12 | 24.0% | 29% |
| 20260824 | $2.12 | $2.12 | 24.4% | 31% |
| 20260821 | $2.17 | $4.80 | 25.5% | 37% |
| 20260820 | $2.15 | $1.52 | 25.3% | 36% |
| 20260819 | $2.15 | $1.55 | 25.6% | 37% |
| 20260818 | $2.27 | $1.70 | 24.4% | 32% |
| 20260817 | $2.33 | $1.73 | 22.9% | 24% |
| 20260814 | $2.33 | $1.70 | 22.6% | 22% |
| 20260813 | $2.35 | $1.80 | 24.6% | 32% |
| 20260812 | $2.35 | $1.80 | 23.5% | 27% |
| 20260811 | $2.35 | $1.77 | 23.7% | 28% |
| 20260810 | $3.67 | $1.83 | 25.5% | 37% |
| 20260807 | — | — | 23.0% | 24% |
| 20260806 | $3.62 | $3.42 | 23.3% | 26% |
| 20260805 | $1.95 | $1.95 | 24.7% | 33% |
| 20260804 | $1.85 | $1.85 | 22.6% | 22% |
| 20260803 | $1.98 | $1.98 | 26.8% | 43% |
| 20260731 | $2.05 | $2.05 | 33.4% | 77% |
| 20260730 | $2.00 | $2.00 | 33.6% | 78% |
More on FSMD
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.