FTS · Expected Move
Fortis Inc. Common Shares
The expected move for FTS 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).
FTS 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 FTS Expected Move
30-Day Straddle
$3.38
7-Day Straddle
$3.38
30-Day ATM IV
21.4%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to FTS'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.
FTS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.38 | $3.38 | 21.4% | 43% |
| 20261021 | $3.35 | $3.35 | 20.9% | 41% |
| 20261020 | $3.27 | $3.27 | 24.7% | 58% |
| 20261019 | $1.52 | $1.52 | 12.0% | 0% |
| 20261016 | $3.17 | $0.95 | 23.0% | 44% |
| 20261015 | $2.15 | $0.45 | 16.3% | 10% |
| 20261014 | $2.38 | $1.25 | 17.3% | 16% |
| 20261013 | $3.02 | $3.92 | 21.9% | 39% |
| 20261012 | $3.15 | $1.85 | 22.7% | 43% |
| 20261009 | $3.02 | $1.80 | 24.4% | 52% |
| 20261008 | $2.88 | $1.70 | 19.5% | 27% |
| 20261007 | $3.42 | $2.33 | 24.5% | 52% |
| 20261006 | $3.22 | $2.17 | 20.9% | 34% |
| 20261005 | $4.28 | $2.73 | 24.8% | 54% |
| 20261002 | $2.33 | $2.33 | 27.3% | 67% |
| 20261001 | $2.45 | $2.45 | 21.3% | 36% |
| 20260930 | $2.08 | $2.08 | 21.6% | 38% |
| 20260929 | $2.48 | $2.48 | 22.2% | 40% |
| 20260928 | $2.85 | $2.85 | 21.1% | 35% |
| 20260925 | $2.25 | $2.25 | 26.1% | 61% |
| 20260924 | $2.67 | $2.67 | 21.9% | 39% |
| 20260923 | $2.12 | $2.12 | 17.7% | 18% |
| 20260922 | $1.70 | $1.70 | 25.8% | 59% |
| 20260921 | $2.35 | $2.35 | 21.9% | 39% |
| 20260918 | $2.17 | $2.25 | 17.9% | 19% |
| 20260917 | $1.73 | $1.40 | 15.5% | 6% |
| 20260916 | $2.60 | $2.73 | 20.8% | 33% |
| 20260915 | $1.90 | $1.35 | 24.0% | 49% |
| 20260914 | $2.25 | $1.38 | 19.1% | 25% |
| 20260911 | $2.05 | $1.27 | 17.0% | 14% |
| 20260910 | $2.17 | $1.10 | 17.5% | 17% |
| 20260909 | $2.70 | $1.35 | 19.3% | 26% |
| 20260908 | $3.05 | $1.23 | 21.5% | 37% |
| 20260904 | $2.98 | $1.50 | 19.4% | 26% |
| 20260903 | $2.23 | $1.20 | 15.1% | 4% |
| 20260902 | $1.68 | $1.68 | 16.1% | 10% |
| 20260901 | $1.48 | $1.48 | 17.5% | 17% |
| 20260831 | $2.35 | $2.35 | 20.9% | 34% |
| 20260828 | $2.02 | $2.02 | 20.3% | 31% |
| 20260827 | $1.67 | $1.67 | 14.3% | 0% |
| 20260826 | $1.92 | $1.92 | 18.7% | 13% |
| 20260825 | $1.98 | $1.98 | 17.5% | 6% |
| 20260824 | $1.73 | $1.73 | 16.5% | 0% |
| 20260821 | $2.95 | $0.93 | 24.0% | 43% |
| 20260820 | $3.00 | $1.52 | 22.4% | 34% |
| 20260819 | $3.47 | $2.20 | 26.8% | 59% |
| 20260818 | $3.38 | $1.82 | 20.5% | 23% |
| 20260817 | $2.60 | $1.23 | 20.1% | 21% |
| 20260814 | $2.17 | $1.72 | 23.2% | 39% |
| 20260813 | $2.80 | $2.23 | 22.7% | 28% |
| 20260812 | $2.77 | $2.07 | 19.7% | 15% |
| 20260811 | $3.10 | $1.50 | 26.3% | 44% |
| 20260810 | $3.00 | $1.95 | 21.7% | 23% |
| 20260807 | — | — | 23.7% | 33% |
| 20260806 | $2.45 | $2.27 | 17.3% | 4% |
| 20260805 | $2.80 | $2.80 | 20.2% | 17% |
| 20260804 | $2.75 | $2.75 | 33.9% | 78% |
| 20260803 | $3.00 | $3.00 | 30.3% | 62% |
| 20260731 | $3.32 | $3.32 | 29.1% | 57% |
| 20260730 | $3.40 | $3.40 | 23.1% | 30% |
More on FTS
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.