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
$3.02
7-Day Straddle
$2.35
Avg IV
0.5%
IV Rank
29%
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
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%
20260429 $2.70 $2.70 1.0% 98%
20260428 $2.90 $2.90 1.0% 100%
20260427 $2.62 $2.62 1.0% 100%
20260424 $2.30 $2.30 0.9% 85%
20260423 $2.65 $2.65 0.7% 68%
20260422 $2.40 $2.40 0.9% 84%
20260421 $2.58 $2.58 0.9% 87%
20260420 $2.48 $2.48 0.9% 88%
20260417 $3.90 $2.33 0.8% 71%
20260416 $4.12 $1.85 0.8% 73%
20260415 $3.08 $1.98 0.8% 70%
20260414 $3.05 $2.12 0.7% 61%
20260413 $3.42 $2.25 0.8% 74%
20260410 $3.20 $4.20 0.8% 72%
20260409 $3.77 $2.52 0.7% 69%
20260408 $3.65 $2.52 0.7% 56%
20260407 $3.90 $2.77 0.7% 60%
20260406 $3.65 $2.23 0.7% 60%
20260402 $3.58 $2.50 0.6% 52%
20260401 $2.08 $2.08 0.6% 48%
20260331 $1.98 $1.98 0.5% 38%
20260330 $2.25 $2.25 0.7% 59%
20260327 $1.97 $1.97 0.5% 38%
20260326 $2.12 $2.12 0.5% 41%
20260325 $2.23 $2.23 0.6% 45%
20260324 $2.25 $2.25 0.6% 47%
20260323 $2.05 $2.05 0.5% 34%
20260320 $2.38 $0.95 0.7% 56%
20260319 $2.67 $1.40 0.6% 44%
20260318 $2.98 $2.30 0.6% 46%
20260317 $2.38 $1.68 0.5% 37%