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
$2.98
7-Day Straddle
$1.50
Avg IV
0.4%
IV Rank
10%
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
20260904 $2.98 $1.50 0.4% 10%
20260903 $2.23 $1.20 0.4% 5%
20260902 $1.68 $1.68 0.6% 41%
20260901 $1.48 $1.48 0.7% 46%
20260831 $2.35 $2.35 0.6% 29%
20260828 $2.02 $2.02 0.6% 38%
20260827 $1.67 $1.67 0.5% 16%
20260826 $1.92 $1.92 0.5% 25%
20260825 $1.98 $1.98 0.6% 32%
20260824 $1.73 $1.73 0.5% 19%
20260821 $2.95 $0.93 0.6% 41%
20260820 $3.00 $1.52 0.6% 36%
20260819 $3.47 $2.20 0.6% 35%
20260818 $3.38 $1.82 0.5% 27%
20260817 $2.60 $1.23 0.5% 19%
20260814 $2.17 $1.72 0.5% 25%
20260813 $2.80 $2.23 0.5% 18%
20260812 $2.77 $2.07 0.5% 15%
20260811 $3.10 $1.50 0.4% 11%
20260810 $3.00 $1.95 0.5% 13%
20260806 $2.45 $2.27 0.4% 9%
20260805 $2.80 $2.80 0.7% 58%
20260804 $2.75 $2.75 0.7% 52%
20260803 $3.00 $3.00 0.6% 40%
20260731 $3.32 $3.32 0.7% 45%
20260730 $3.40 $3.40 0.6% 39%
20260729 $3.05 $3.05 0.7% 44%
20260728 $3.60 $3.60 0.7% 47%
20260727 $2.45 $2.45 0.6% 38%
20260724 $2.88 $2.88 0.6% 34%
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%