FSS · Expected Move
Federal Signal Corp.
The expected move for FSS 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).
FSS 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 FSS Expected Move
30-Day Straddle
$9.00
7-Day Straddle
$9.00
30-Day ATM IV
35.8%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to FSS'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.
FSS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $9.00 | $9.00 | 35.8% | 18% |
| 20261029 | $7.90 | $7.90 | 34.3% | 13% |
| 20261028 | $11.45 | $11.45 | 45.0% | 50% |
| 20261027 | $12.40 | $12.40 | 48.8% | 63% |
| 20261026 | $12.05 | $12.05 | 47.7% | 59% |
| 20261023 | $12.65 | $12.65 | 48.7% | 63% |
| 20261022 | $13.05 | $13.05 | 49.4% | 65% |
| 20261021 | $13.05 | $13.05 | 47.9% | 60% |
| 20261020 | $12.20 | $12.20 | 45.9% | 53% |
| 20261019 | $12.82 | $12.82 | 49.2% | 64% |
| 20261016 | $12.80 | $2.35 | 45.8% | 52% |
| 20261015 | $13.15 | $3.60 | 45.9% | 53% |
| 20261014 | $13.45 | $4.60 | 46.7% | 56% |
| 20261013 | $13.60 | $4.65 | 45.9% | 53% |
| 20261012 | $13.60 | $4.58 | 45.6% | 52% |
| 20261009 | $14.10 | $4.92 | 43.9% | 46% |
| 20261008 | $13.85 | $6.00 | 43.0% | 43% |
| 20261007 | $13.70 | $5.72 | 43.0% | 43% |
| 20261006 | $14.15 | $6.18 | 41.4% | 37% |
| 20261005 | $14.30 | $6.33 | 41.7% | 38% |
| 20261002 | $6.62 | $6.62 | 39.9% | 32% |
| 20261001 | $7.05 | $7.05 | 41.9% | 39% |
| 20260930 | $6.28 | $6.28 | 39.9% | 32% |
| 20260929 | $6.90 | $6.90 | 41.4% | 37% |
| 20260928 | $6.62 | $6.62 | 39.9% | 32% |
| 20260925 | $6.80 | $6.80 | 36.6% | 20% |
| 20260924 | $7.53 | $7.53 | 37.0% | 22% |
| 20260923 | $7.35 | $7.35 | 36.0% | 18% |
| 20260922 | $7.65 | $7.65 | 34.4% | 13% |
| 20260921 | $8.50 | $8.50 | 37.3% | 23% |
| 20260918 | $9.10 | $1.62 | 35.6% | 17% |
| 20260917 | $8.95 | $2.20 | 34.5% | 13% |
| 20260916 | $9.53 | $3.65 | 36.1% | 19% |
| 20260915 | $9.68 | $4.28 | 35.3% | 16% |
| 20260914 | $9.30 | $4.93 | 33.9% | 11% |
| 20260911 | $8.95 | $5.20 | 32.3% | 6% |
| 20260910 | $10.00 | $5.20 | 34.8% | 14% |
| 20260909 | $10.62 | $6.00 | 35.5% | 17% |
| 20260908 | $10.50 | $6.10 | 34.4% | 13% |
| 20260904 | $10.80 | $6.33 | 33.3% | 9% |
| 20260903 | $10.45 | $6.95 | 33.0% | 8% |
| 20260902 | $6.55 | $6.55 | 34.1% | 12% |
| 20260901 | $6.88 | $6.88 | 32.4% | 6% |
| 20260831 | $7.12 | $7.12 | 33.2% | 9% |
| 20260828 | $7.32 | $7.32 | 31.9% | 4% |
| 20260827 | $6.88 | $6.88 | 30.7% | 0% |
| 20260826 | $7.30 | $7.30 | 31.8% | 0% |
| 20260825 | $7.85 | $7.85 | 32.3% | 0% |
| 20260824 | $8.47 | $8.47 | 34.2% | 6% |
| 20260821 | $9.10 | $3.40 | 32.5% | 0% |
| 20260820 | $9.53 | $3.65 | 34.3% | 5% |
| 20260819 | $9.72 | $4.20 | 33.9% | 3% |
| 20260818 | $9.93 | $3.95 | 33.1% | 0% |
| 20260817 | $10.18 | $4.53 | 33.7% | 0% |
| 20260814 | $10.75 | $5.15 | 34.1% | 1% |
| 20260813 | $11.15 | $5.62 | 34.7% | 4% |
| 20260812 | $11.60 | $5.78 | 35.7% | 7% |
| 20260811 | $11.90 | $7.22 | 36.3% | 10% |
| 20260810 | $12.75 | $7.50 | 38.2% | 17% |
| 20260807 | — | — | 37.3% | 14% |
More on FSS
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.