FTAG · Expected Move
First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF · ETF
The expected move for FTAG 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).
FTAG 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 FTAG Expected Move
30-Day Straddle
$2.83
7-Day Straddle
$1.65
30-Day ATM IV
29.5%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to FTAG'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.
FTAG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.83 | $1.65 | 29.5% | 57% |
| 20261008 | $2.83 | $2.22 | 32.1% | 71% |
| 20261007 | $2.88 | $2.17 | 33.4% | 78% |
| 20261006 | $2.98 | $2.25 | 31.4% | 67% |
| 20261005 | $2.85 | $2.17 | 35.7% | 91% |
| 20261002 | $2.30 | $2.30 | 31.6% | 68% |
| 20261001 | $2.30 | $2.30 | 35.2% | 88% |
| 20260930 | $2.27 | $2.27 | 33.0% | 76% |
| 20260929 | $2.35 | $2.35 | 34.9% | 87% |
| 20260928 | $2.42 | $2.42 | 31.3% | 67% |
| 20260925 | $2.38 | $2.38 | 30.8% | 64% |
| 20260924 | $2.35 | $2.35 | 35.3% | 88% |
| 20260923 | $2.50 | $2.50 | 31.9% | 70% |
| 20260922 | $2.45 | $2.45 | 37.2% | 99% |
| 20260921 | $2.42 | $2.42 | 36.6% | 96% |
| 20260918 | $2.40 | $1.85 | 26.0% | 38% |
| 20260917 | $2.47 | $2.00 | 31.7% | 69% |
| 20260916 | $2.42 | $1.93 | 34.9% | 87% |
| 20260915 | $2.53 | $2.03 | 30.9% | 65% |
| 20260914 | $2.55 | $2.05 | 31.8% | 70% |
| 20260911 | $2.55 | $2.02 | 30.8% | 64% |
| 20260910 | $2.58 | $2.08 | 32.9% | 76% |
| 20260909 | $2.40 | $2.15 | 31.3% | 67% |
| 20260908 | $2.67 | $2.17 | 33.9% | 81% |
| 20260904 | $2.78 | $2.27 | 33.4% | 78% |
| 20260903 | $2.70 | $2.15 | 33.7% | 80% |
| 20260902 | $2.17 | $2.17 | 31.3% | 67% |
| 20260901 | $2.20 | $2.20 | 32.1% | 71% |
| 20260831 | $2.23 | $2.23 | 27.8% | 48% |
| 20260828 | $2.22 | $2.22 | 29.1% | 55% |
| 20260827 | $2.17 | $2.17 | 25.2% | 34% |
| 20260826 | $2.25 | $2.25 | 26.9% | 43% |
| 20260825 | $2.28 | $2.28 | 27.9% | 48% |
| 20260824 | $2.30 | $2.30 | 28.1% | 49% |
| 20260821 | $2.25 | $3.40 | 26.1% | 39% |
| 20260820 | $2.25 | $1.80 | 31.2% | 66% |
| 20260819 | $2.30 | $1.90 | 24.5% | 30% |
| 20260818 | $2.30 | $1.83 | 25.2% | 33% |
| 20260817 | $2.42 | $0.97 | 26.6% | 41% |
| 20260814 | $2.52 | $2.00 | 26.2% | 39% |
| 20260813 | $2.50 | $1.43 | 25.4% | 35% |
| 20260812 | $2.58 | $2.10 | 26.7% | 42% |
| 20260811 | $1.80 | $0.95 | 23.2% | 23% |
| 20260810 | $1.83 | $1.07 | 21.4% | 13% |
| 20260807 | — | — | 21.1% | 11% |
| 20260806 | $1.85 | $1.08 | 21.1% | 11% |
| 20260805 | $1.20 | $1.20 | 21.7% | 15% |
| 20260804 | $0.97 | $0.97 | 21.6% | 14% |
| 20260803 | $1.12 | $1.12 | 21.8% | 15% |
| 20260731 | $1.15 | $1.15 | 19.0% | 0% |
| 20260730 | $1.27 | $1.27 | 20.4% | 0% |
| 20260729 | $1.35 | $1.35 | 22.9% | 13% |
| 20260728 | $1.25 | $1.25 | 20.7% | 14% |
| 20260727 | $1.40 | $1.40 | 21.2% | 17% |
| 20260724 | $1.45 | $1.45 | 21.5% | 18% |
| 20260723 | $1.43 | $1.43 | 20.7% | 14% |
| 20260722 | $1.48 | $1.48 | 21.2% | 16% |
| 20260721 | $1.50 | $1.50 | 21.4% | 18% |
| 20260720 | $1.62 | $1.62 | 23.5% | 29% |
| 20260716 | $1.70 | $0.65 | 21.7% | 19% |
More on FTAG
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.