FTA · Expected Move
First Trust Large Cap Value AlphaDEX Fund (based on the Defined Large Cap Value Index--symbol DEFILVOI) · ETF
The expected move for FTA 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).
FTA 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 FTA Expected Move
30-Day Straddle
$4.05
7-Day Straddle
$4.05
30-Day ATM IV
19.5%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to FTA'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.
FTA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.05 | $4.05 | 19.5% | 53% |
| 20261021 | $4.00 | $4.00 | 18.5% | 41% |
| 20261020 | $4.00 | $4.00 | 19.6% | 55% |
| 20261019 | $3.95 | $3.95 | 17.6% | 30% |
| 20261016 | $4.10 | $3.65 | 20.4% | 64% |
| 20261015 | $4.15 | $2.88 | 19.9% | 58% |
| 20261014 | $4.10 | $2.97 | 17.9% | 34% |
| 20261013 | $4.15 | $2.90 | 17.8% | 33% |
| 20261012 | $4.25 | $2.92 | 20.0% | 59% |
| 20261009 | $4.45 | $3.90 | 21.0% | 71% |
| 20261008 | $4.45 | $2.97 | 21.5% | 77% |
| 20261007 | $4.85 | $4.25 | 20.8% | 69% |
| 20261006 | $4.55 | $3.30 | 21.4% | 76% |
| 20261005 | $4.45 | $3.05 | 20.1% | 60% |
| 20261002 | $3.25 | $3.25 | 20.6% | 66% |
| 20261001 | $3.30 | $3.30 | 20.5% | 64% |
| 20260930 | $3.45 | $3.45 | 19.0% | 47% |
| 20260929 | $3.40 | $3.40 | 18.5% | 41% |
| 20260928 | $3.60 | $3.60 | 19.1% | 49% |
| 20260925 | $3.40 | $3.40 | 19.5% | 53% |
| 20260924 | $3.65 | $3.65 | 18.1% | 36% |
| 20260923 | $3.60 | $3.60 | 19.6% | 54% |
| 20260922 | $3.85 | $3.85 | 18.9% | 46% |
| 20260921 | $3.90 | $3.90 | 19.9% | 58% |
| 20260918 | $4.30 | $5.00 | 20.9% | 69% |
| 20260917 | $4.35 | $3.20 | 20.4% | 63% |
| 20260916 | $4.20 | $3.10 | 18.5% | 41% |
| 20260915 | $4.60 | $3.55 | 21.7% | 79% |
| 20260914 | $4.50 | $3.60 | 21.1% | 72% |
| 20260911 | $4.65 | $3.50 | 21.4% | 76% |
| 20260910 | $4.70 | $3.80 | 20.7% | 67% |
| 20260909 | $4.65 | $3.65 | 21.2% | 73% |
| 20260908 | $4.70 | $3.60 | 20.9% | 69% |
| 20260904 | $4.80 | $3.65 | 21.1% | 71% |
| 20260903 | $4.80 | $3.75 | 20.3% | 62% |
| 20260902 | $3.75 | $3.75 | 20.9% | 70% |
| 20260901 | $3.95 | $3.95 | 21.4% | 75% |
| 20260831 | $3.80 | $3.80 | 20.7% | 67% |
| 20260828 | $4.00 | $4.00 | 19.8% | 57% |
| 20260827 | $3.90 | $3.90 | 19.7% | 56% |
| 20260826 | $3.85 | $3.85 | 18.1% | 37% |
| 20260825 | $3.95 | $3.95 | 18.5% | 42% |
| 20260824 | $3.95 | $3.95 | 17.9% | 34% |
| 20260821 | $4.00 | $4.55 | 19.8% | 56% |
| 20260820 | $4.20 | $3.33 | 19.8% | 56% |
| 20260819 | $4.05 | $3.02 | 20.0% | 59% |
| 20260818 | $4.40 | $3.55 | 20.4% | 63% |
| 20260817 | $4.20 | $3.62 | 21.1% | 71% |
| 20260814 | $4.40 | $3.35 | 18.7% | 44% |
| 20260813 | $4.35 | $3.50 | 20.2% | 62% |
| 20260812 | $4.20 | $3.85 | 21.6% | 77% |
| 20260811 | $3.45 | $3.42 | 20.3% | 62% |
| 20260810 | $3.58 | $3.38 | 18.3% | 39% |
| 20260807 | — | — | 23.5% | 86% |
| 20260806 | $4.00 | $3.20 | 17.9% | 29% |
| 20260805 | $3.17 | $3.17 | 15.9% | 9% |
| 20260804 | $3.18 | $3.18 | 16.7% | 17% |
| 20260803 | $3.25 | $3.25 | 19.3% | 43% |
| 20260731 | $3.17 | $3.17 | 18.3% | 33% |
| 20260730 | $3.38 | $3.38 | 18.8% | 38% |
More on FTA
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.