FTGC · Expected Move

First Trust Global Tactical Commodity Strategy Fund · ETF

The expected move for FTGC 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).

FTGC 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 FTGC Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
30-Day ATM IV
31.0%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to FTGC'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.
FTGC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.05 $1.05 31.0% 29%
20261020 $0.00 $0.00 31.0% 29%
20261019 $0.00 $0.00 30.6% 28%
20261016 $2.28 $3.25 29.1% 24%
20261015 $2.40 $1.70 28.8% 23%
20261014 $2.42 $1.73 28.3% 22%
20261013 $2.45 $1.85 29.9% 26%
20261012 $2.55 $1.90 29.0% 24%
20261009 $2.50 $1.85 32.8% 30%
20261008 $2.50 $1.85 32.4% 29%
20261007 $2.50 $1.90 31.9% 27%
20261006 $2.52 $1.93 32.0% 27%
20261005 $2.58 $1.98 30.4% 24%
20261002 $2.08 $2.08 29.3% 17%
20261001 $2.00 $2.00 28.8% 16%
20260930 $2.02 $2.02 38.7% 32%
20260929 $1.70 $1.70 38.4% 32%
20260928 $2.12 $2.12 39.6% 34%
20260925 $2.10 $2.10 35.7% 27%
20260924 $2.17 $2.17 34.2% 25%
20260923 $2.27 $2.27 31.3% 20%
20260922 $2.35 $2.35 30.7% 19%
20260921 $3.62 $3.62 34.9% 26%
20260918 $2.33 $3.33 32.5% 22%
20260917 $2.38 $2.75 31.9% 21%
20260916 $6.17 $3.42 35.5% 27%
20260915 $2.70 $1.10 30.8% 19%
20260914 $2.50 $0.65 35.0% 26%
20260911 $3.62 $1.35 40.8% 36%
20260910 $2.75 $1.32 28.4% 16%
20260909 $2.62 $1.45 39.8% 34%
20260908 $2.60 $1.50 41.0% 36%
20260904 $2.78 $2.23 30.0% 18%
20260903 $2.77 $1.45 25.6% 11%
20260902 $1.60 $1.60 50.9% 52%
20260901 $1.53 $1.53 45.1% 43%
20260831 $1.60 $1.60 25.9% 11%
20260828 $1.70 $1.70 52.6% 55%
20260827 $2.45 $2.45 52.1% 54%
20260826 $2.12 $2.12 25.5% 11%
20260825 $3.08 $3.08 61.5% 69%
20260824 $1.68 $1.68 55.1% 59%
20260821 $1.98 $3.42 18.7% 0%
20260820 $2.20 $1.77 52.0% 50%
20260819 $3.12 $1.45 60.2% 64%
20260818 $3.08 $1.75 57.3% 59%
20260817 $2.23 $1.75 — —
20260814 $2.25 $1.90 59.6% 63%
20260813 $2.25 $1.88 55.0% 55%
20260812 $2.35 $2.00 59.0% 62%
20260811 $2.12 $1.95 54.8% 54%
20260810 $2.40 $1.75 48.4% 43%
20260807 — — 50.6% 47%
20260806 $3.50 $3.42 59.4% 63%
20260805 $1.85 $1.85 58.1% 60%
20260804 $1.98 $1.98 48.1% 43%
20260803 $1.88 $1.88 48.4% 43%
20260731 $1.98 $1.98 50.1% 46%
20260730 $1.98 $1.98 50.2% 46%
20260729 $1.98 $1.98 55.6% 56%

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.