FTRI · Expected Move

First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF · ETF

The expected move for FTRI 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).

FTRI 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 FTRI Expected Move
30-Day Straddle
$0.78
7-Day Straddle
$0.78
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to FTRI'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.
FTRI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.78 $0.78 — —
20261021 $0.82 $0.82 26.3% 8%
20261020 $0.85 $0.85 21.9% 2%
20261019 $0.82 $0.82 25.1% 6%
20261016 $0.90 $4.50 23.7% 4%
20261015 $0.85 $1.38 21.4% 1%
20261014 $1.43 $0.75 39.2% 26%
20261013 $0.80 $0.75 21.0% 1%
20261012 $0.90 $0.75 22.2% 2%
20261009 $0.90 $0.75 29.8% 13%
20261008 $0.90 $0.80 37.3% 23%
20261007 $3.02 $2.92 71.8% 70%
20261006 $0.85 $0.75 30.2% 13%
20261005 $2.00 $1.38 29.0% 11%
20261002 $0.80 $0.80 53.4% 45%
20261001 $5.00 $5.00 62.7% 58%
20260930 $0.75 $0.75 55.2% 47%
20260929 $0.75 $0.75 41.4% 28%
20260928 $5.00 $5.00 31.0% 14%
20260925 $0.85 $0.85 34.5% 19%
20260924 $0.90 $0.90 30.6% 14%
20260923 $5.00 $5.00 58.2% 52%
20260922 $5.00 $5.00 65.5% 61%
20260921 $1.38 $1.38 36.5% 22%
20260918 $1.38 $4.50 38.0% 24%
20260917 $0.75 $0.75 37.0% 22%
20260916 $2.00 $5.00 36.9% 22%
20260915 $3.50 $0.75 38.1% 24%
20260914 $5.00 $2.88 20.8% 0%
20260911 $0.85 $0.80 28.6% 11%
20260910 $1.00 $0.82 30.1% 13%
20260909 $1.52 $1.38 31.1% 14%
20260908 $1.52 $1.48 35.9% 16%
20260904 $1.05 $0.95 26.7% 6%
20260903 $1.38 $0.85 27.8% 8%
20260902 $1.48 $1.48 33.1% 13%
20260901 $0.78 $0.78 24.5% 4%
20260831 $2.38 $2.38 61.0% 25%
20260828 $1.00 $1.00 37.9% 11%
20260827 $3.00 $3.00 28.5% 5%
20260826 $0.80 $0.80 26.9% 4%
20260825 $0.82 $0.82 30.5% 6%
20260824 $0.80 $0.80 22.5% 1%
20260821 $1.43 $0.50 21.5% 1%
20260820 $1.00 $0.70 34.9% 9%
20260819 $1.88 $0.75 29.9% 6%
20260818 $0.85 $5.00 49.4% 18%
20260817 $0.88 $2.92 — —
20260814 $1.52 $0.85 60.8% 25%
20260813 $1.05 $0.80 61.7% 25%
20260812 $3.02 $1.88 43.9% 14%
20260811 $5.00 $5.00 — —
20260810 $3.20 $0.95 42.2% 13%
20260807 — — 39.2% 11%
20260806 $0.95 $0.75 34.4% 8%
20260805 $0.75 $0.75 32.9% 8%
20260804 $0.80 $0.80 31.6% 7%
20260803 $0.90 $0.90 33.3% 8%
20260731 $0.95 $0.95 30.2% 6%
20260730 $0.95 $0.95 31.5% 7%

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.