FTLS · Expected Move
First Trust Long/Short Equity ETF · ETF
The expected move for FTLS 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).
FTLS 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 FTLS Expected Move
30-Day Straddle
$2.55
7-Day Straddle
$2.55
30-Day ATM IV
20.5%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to FTLS'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.
FTLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.55 | $2.55 | 20.5% | 16% |
| 20261020 | $2.67 | $2.67 | 26.4% | 68% |
| 20261019 | $2.77 | $2.77 | 25.9% | 63% |
| 20261016 | $2.67 | $5.00 | 24.9% | 54% |
| 20261015 | $2.83 | $2.03 | 26.4% | 67% |
| 20261014 | $2.75 | $1.93 | 25.8% | 62% |
| 20261013 | $2.83 | $2.02 | 25.4% | 58% |
| 20261012 | $2.85 | $2.10 | 25.1% | 57% |
| 20261009 | $2.90 | $2.10 | 25.5% | 59% |
| 20261008 | $3.03 | $2.20 | 26.7% | 70% |
| 20261007 | $3.03 | $2.28 | 26.5% | 68% |
| 20261006 | $3.05 | $2.22 | 24.6% | 51% |
| 20261005 | $3.98 | $2.22 | 24.2% | 48% |
| 20261002 | $2.35 | $2.35 | 29.2% | 92% |
| 20261001 | $2.30 | $2.30 | 23.7% | 44% |
| 20260930 | $2.30 | $2.30 | 23.7% | 44% |
| 20260929 | $2.38 | $2.38 | 22.5% | 34% |
| 20260928 | $2.38 | $2.38 | 23.1% | 39% |
| 20260925 | $2.38 | $2.38 | 22.4% | 32% |
| 20260924 | $2.35 | $2.35 | 21.0% | 20% |
| 20260923 | $2.47 | $2.47 | 20.9% | 20% |
| 20260922 | $2.78 | $2.78 | 21.6% | 25% |
| 20260921 | $2.67 | $2.67 | 20.3% | 14% |
| 20260918 | $2.70 | $3.67 | 22.0% | 29% |
| 20260917 | $2.70 | $2.30 | 21.6% | 26% |
| 20260916 | $2.70 | $2.12 | 18.6% | 0% |
| 20260915 | $2.83 | $2.28 | 19.8% | 7% |
| 20260914 | $2.80 | $2.30 | 19.0% | 0% |
| 20260911 | $2.78 | $2.25 | 22.6% | 22% |
| 20260910 | $3.00 | $2.40 | 22.4% | 19% |
| 20260909 | $2.97 | $2.40 | 23.4% | 30% |
| 20260908 | $2.95 | $2.38 | 23.6% | 32% |
| 20260904 | $2.88 | $2.28 | 24.9% | 46% |
| 20260903 | $2.90 | $2.33 | 25.7% | 53% |
| 20260902 | $2.47 | $2.47 | 27.0% | 67% |
| 20260901 | $2.45 | $2.45 | 27.2% | 69% |
| 20260831 | $2.45 | $2.45 | 27.4% | 71% |
| 20260828 | $2.50 | $2.50 | 28.3% | 81% |
| 20260827 | $2.52 | $2.52 | 28.9% | 87% |
| 20260826 | $2.50 | $2.50 | 29.0% | 75% |
| 20260825 | $2.65 | $2.65 | 28.8% | 73% |
| 20260824 | $2.60 | $2.60 | 28.8% | 73% |
| 20260821 | $2.62 | $5.00 | 29.4% | 79% |
| 20260820 | $2.55 | $1.95 | 29.0% | 76% |
| 20260819 | $2.50 | $1.93 | 29.6% | 80% |
| 20260818 | $2.62 | $2.17 | 29.8% | 82% |
| 20260817 | $2.67 | $2.20 | 29.3% | 78% |
| 20260814 | $2.78 | $2.20 | 30.2% | 85% |
| 20260813 | $2.65 | $2.08 | 30.0% | 84% |
| 20260812 | $2.70 | $2.05 | 30.0% | 84% |
| 20260811 | $2.65 | $2.02 | 28.8% | 74% |
| 20260810 | $3.65 | $3.03 | 30.0% | 84% |
| 20260807 | — | — | 29.8% | 83% |
| 20260806 | $3.85 | $3.25 | 29.8% | 83% |
| 20260805 | $3.15 | $3.15 | 29.4% | 79% |
| 20260804 | $3.15 | $3.15 | 29.5% | 80% |
| 20260803 | $3.20 | $3.20 | 28.3% | 69% |
| 20260731 | $3.30 | $3.30 | 28.7% | 73% |
| 20260730 | $3.45 | $3.45 | 28.9% | 74% |
| 20260729 | $3.52 | $3.52 | 28.6% | 72% |
More on FTLS
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.