FSZ · Expected Move
First Trust Switzerland AlphaDEX Fund · ETF
The expected move for FSZ 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).
FSZ 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 FSZ Expected Move
30-Day Straddle
$3.52
7-Day Straddle
$3.52
30-Day ATM IV
18.7%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to FSZ'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.
FSZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.52 | $3.52 | 18.7% | 28% |
| 20261021 | $1.57 | $1.57 | 17.4% | 22% |
| 20261020 | $3.38 | $3.38 | 17.4% | 22% |
| 20261019 | $3.50 | $3.50 | 18.8% | 29% |
| 20261016 | $3.50 | $9.50 | 18.0% | 25% |
| 20261015 | $3.33 | $1.62 | 16.7% | 19% |
| 20261014 | $3.50 | $1.73 | 17.7% | 23% |
| 20261013 | $3.55 | $1.95 | 17.5% | 23% |
| 20261012 | $3.88 | $2.02 | 18.5% | 27% |
| 20261009 | $3.67 | $2.10 | 19.7% | 33% |
| 20261008 | $3.97 | $2.12 | 21.5% | 41% |
| 20261007 | $4.05 | $2.30 | 21.3% | 40% |
| 20261006 | $3.83 | $2.20 | 19.6% | 32% |
| 20261005 | $3.98 | $2.30 | 20.0% | 34% |
| 20261002 | $2.42 | $2.42 | 20.0% | 34% |
| 20261001 | $2.50 | $2.50 | 21.7% | 42% |
| 20260930 | $2.62 | $2.62 | 20.9% | 38% |
| 20260929 | $2.42 | $2.42 | 20.1% | 35% |
| 20260928 | $2.48 | $2.48 | 20.2% | 35% |
| 20260925 | $2.58 | $2.58 | 19.8% | 33% |
| 20260924 | $2.65 | $2.65 | 19.8% | 33% |
| 20260923 | $2.58 | $2.58 | 20.6% | 37% |
| 20260922 | $2.67 | $2.67 | 22.9% | 47% |
| 20260921 | $2.88 | $2.88 | 23.6% | 50% |
| 20260918 | $2.95 | $9.00 | 23.2% | 49% |
| 20260917 | $2.88 | $1.73 | 22.7% | 47% |
| 20260916 | $3.15 | $2.08 | 19.3% | 31% |
| 20260915 | $2.78 | $2.00 | 17.2% | 21% |
| 20260914 | $2.70 | $1.98 | 16.0% | 16% |
| 20260911 | $2.77 | $2.05 | 16.1% | 16% |
| 20260910 | $2.83 | $2.10 | 16.8% | 19% |
| 20260909 | $2.75 | $2.05 | 16.1% | 16% |
| 20260908 | $2.83 | $2.12 | 20.5% | 36% |
| 20260904 | $2.92 | $2.15 | 19.6% | 32% |
| 20260903 | $2.92 | $2.17 | 24.1% | 53% |
| 20260902 | $2.33 | $2.33 | 18.3% | 26% |
| 20260901 | $2.25 | $2.25 | 17.8% | 24% |
| 20260831 | $2.30 | $2.30 | 20.5% | 36% |
| 20260828 | $2.12 | $2.12 | 22.1% | 44% |
| 20260827 | $2.27 | $2.27 | 14.4% | 8% |
| 20260826 | $2.27 | $2.27 | 14.5% | 9% |
| 20260825 | $2.42 | $2.42 | 14.3% | 8% |
| 20260824 | $2.40 | $2.40 | 18.9% | 29% |
| 20260821 | $2.45 | $6.03 | 14.4% | 9% |
| 20260820 | $2.45 | $1.73 | 14.7% | 10% |
| 20260819 | $2.50 | $1.68 | 14.0% | 7% |
| 20260818 | $2.55 | $1.77 | 18.2% | 26% |
| 20260817 | $2.58 | $1.77 | 13.5% | 4% |
| 20260814 | $2.65 | $1.90 | 13.6% | 5% |
| 20260813 | $2.62 | $2.00 | 13.3% | 3% |
| 20260812 | $2.62 | $1.85 | 14.4% | 9% |
| 20260811 | $2.38 | $1.57 | 14.5% | 9% |
| 20260810 | $6.30 | $5.90 | 23.3% | 49% |
| 20260807 | — | — | 13.7% | 5% |
| 20260806 | $2.75 | $1.98 | 20.9% | 38% |
| 20260805 | $1.93 | $1.93 | 14.7% | 10% |
| 20260804 | $1.93 | $1.93 | 14.7% | 10% |
| 20260803 | $1.95 | $1.95 | 16.6% | 18% |
| 20260731 | $1.98 | $1.98 | 16.3% | 17% |
| 20260730 | $2.02 | $2.02 | 16.1% | 16% |
More on FSZ
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.