FSTA · Expected Move

Fidelity MSCI Consumer Staples Index ETF · ETF

The expected move for FSTA 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).

FSTA 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 FSTA Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$1.15
30-Day ATM IV
23.5%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to FSTA'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.
FSTA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.15 $1.15 23.5% 42%
20261020 $0.00 $0.00 19.8% 21%
20261019 $0.00 $0.00 20.4% 24%
20261016 $2.38 $3.20 18.7% 15%
20261015 $1.95 $1.33 19.6% 20%
20261014 $2.17 $1.35 16.1% 0%
20261013 $2.40 $1.58 18.9% 15%
20261012 $2.22 $1.45 16.7% 3%
20261009 $2.35 $1.65 19.9% 21%
20261008 $2.50 $1.55 19.8% 20%
20261007 $2.40 $1.70 22.1% 33%
20261006 $2.40 $1.68 22.0% 32%
20261005 $2.38 $1.65 19.5% 19%
20261002 $1.77 $1.77 17.9% 9%
20261001 $1.85 $1.85 17.3% 6%
20260930 $1.73 $1.73 16.2% 0%
20260929 $1.88 $1.88 18.5% 12%
20260928 $1.83 $1.83 18.5% 12%
20260925 $1.90 $1.90 18.7% 13%
20260924 $2.17 $2.17 17.2% 4%
20260923 $1.90 $1.90 17.2% 4%
20260922 $1.93 $1.93 16.5% 0%
20260921 $1.95 $1.95 17.3% 3%
20260918 $2.02 $3.12 16.8% 0%
20260917 $2.15 $1.50 19.9% 5%
20260916 $2.25 $1.65 19.7% 4%
20260915 $2.25 $1.20 20.6% 10%
20260914 $2.30 $1.23 22.0% 20%
20260911 $2.33 $1.75 21.1% 14%
20260910 $2.33 $1.82 20.5% 10%
20260909 $2.38 $1.88 20.4% 9%
20260908 $2.30 $1.82 22.2% 21%
20260904 $2.40 $1.85 23.0% 26%
20260903 $2.40 $1.90 22.6% 24%
20260902 $1.88 $1.88 22.7% 24%
20260901 $1.90 $1.90 23.2% 28%
20260831 $2.10 $2.10 24.9% 39%
20260828 $2.05 $2.05 23.9% 32%
20260827 $2.10 $2.10 26.2% 48%
20260826 $2.15 $2.15 21.0% 13%
20260825 $2.17 $2.17 21.0% 13%
20260824 $1.88 $1.88 19.7% 5%
20260821 $2.20 $1.32 22.2% 21%
20260820 $2.17 $1.45 25.0% 40%
20260819 $2.20 $1.50 20.3% 9%
20260818 $2.20 $1.27 26.8% 52%
20260817 $2.23 $1.15 28.1% 60%
20260814 $2.38 $1.43 23.5% 29%
20260813 $2.33 $1.40 23.7% 31%
20260812 $2.38 $1.65 26.3% 48%
20260811 $2.50 $1.85 26.6% 51%
20260810 $2.95 $1.80 29.1% 68%
20260807 — — 28.2% 61%
20260806 $4.00 $2.77 28.4% 62%
20260805 $2.40 $2.40 27.9% 59%
20260804 $2.33 $2.33 27.2% 55%
20260803 $2.35 $2.35 27.3% 55%
20260731 $2.45 $2.45 26.4% 49%
20260730 $2.50 $2.50 26.2% 48%
20260729 $2.48 $2.48 20.1% 7%

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.