FTS (Fortis Inc. Common Shares)

Expected Move & Straddle Price History

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).

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.

Current FTS Expected Move
30-Day Straddle
$3.22
7-Day Straddle
$3.22
Avg IV
0.4%
IV Rank
0%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $3.22 $3.22 0.4% 0%
20260722 $2.92 $2.92 0.5% 8%
20260721 $3.27 $3.27 0.5% 14%
20260720 $2.38 $2.38 0.5% 14%
20260716 $3.65 $3.45 0.5% 16%
20260715 $3.92 $2.88 0.5% 15%
20260714 $3.35 $2.00 0.5% 14%
20260713 $4.35 $3.02 0.5% 14%
20260710 $3.67 $2.85 0.4% 3%
20260709 $3.75 $2.80 0.5% 13%
20260708 $3.67 $2.35 0.4% 4%
20260707 $3.97 $2.70 0.5% 13%
20260706 $4.43 $3.07 0.5% 18%
20260702 $2.65 $2.65 0.6% 51%
20260701 $2.83 $2.83 0.8% 76%
20260630 $2.95 $2.95 0.8% 70%
20260629 $2.85 $2.85 0.7% 62%
20260626 $2.50 $2.50 0.6% 44%
20260625 $3.40 $3.40 0.5% 36%
20260624 $3.62 $3.62 0.4% 22%
20260623 $3.83 $3.83 0.6% 46%
20260622 $2.50 $2.50 0.6% 50%
20260618 $2.55 $1.75 0.6% 40%
20260617 $2.70 $1.78 0.6% 47%
20260616 $3.78 $2.40 0.6% 44%
20260615 $3.85 $2.83 0.4% 24%
20260613 $4.22 $2.02 0.5% 32%
20260612 $4.22 $2.02 0.5% 32%
20260611 $3.08 $3.25 0.5% 29%
20260610 $3.80 $2.45 0.5% 27%
20260609 $3.08 $2.42 0.5% 32%
20260608 $3.02 $2.35 0.5% 29%
20260605 $3.00 $2.40 0.5% 30%
20260604 $2.50 $2.38 0.4% 21%
20260603 $2.58 $2.67 0.5% 33%
20260602 $1.73 $1.73 0.5% 38%
20260601 $1.65 $1.65 0.9% 90%
20260529 $2.15 $2.15 0.7% 56%
20260528 $1.80 $1.80 0.6% 48%
20260527 $2.45 $2.45 0.6% 40%
20260526 $2.62 $2.62 0.6% 43%
20260522 $2.38 $2.38 0.5% 39%
20260521 $2.38 $2.38 0.5% 26%
20260520 $2.45 $2.45 0.5% 28%
20260519 $2.38 $2.38 0.5% 35%
20260518 $3.30 $3.30 0.6% 42%
20260515 $2.40 $0.60 0.5% 32%
20260514 $2.58 $1.45 0.5% 34%
20260513 $2.55 $1.90 0.5% 34%
20260512 $2.90 $1.50 0.5% 28%
20260511 $3.03 $1.75 0.4% 24%
20260510 $2.80 $1.70 0.5% 30%
20260508 $2.80 $1.70 0.5% 29%
20260507 $3.12 $1.92 0.4% 24%
20260506 $4.03 $1.20 0.5% 29%
20260505 $4.47 $3.15 0.5% 29%
20260504 $3.40 $3.95 0.4% 25%
20260502 $3.00 $3.00 1.0% 100%
20260501 $3.00 $3.00 1.0% 99%
20260430 $2.45 $2.45 0.9% 92%