FTSM · Expected Move
First Trust Enhanced Short Maturity ETF · ETF
The expected move for FTSM 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).
FTSM 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 FTSM Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
20.2%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to FTSM'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.
FTSM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $0.00 | $0.00 | 20.2% | 35% |
| 20260707 | $0.00 | $0.00 | 20.0% | 34% |
| 20260706 | $0.00 | $0.00 | 19.8% | 33% |
| 20260702 | $0.00 | $0.00 | 19.0% | 29% |
| 20260701 | $0.00 | $0.00 | 18.9% | 28% |
| 20260630 | $0.00 | $0.00 | 18.7% | 28% |
| 20260629 | $0.00 | $0.00 | 18.2% | 25% |
| 20260626 | $0.00 | $0.00 | 17.7% | 23% |
| 20260625 | $0.00 | $0.00 | 17.6% | 23% |
| 20260624 | $0.00 | $0.00 | 17.5% | 22% |
| 20260623 | $0.00 | $0.00 | 17.4% | 21% |
| 20260622 | $0.00 | $0.00 | 17.2% | 21% |
| 20260618 | $0.00 | $0.00 | — | — |
| 20260617 | $0.00 | $0.00 | — | — |
| 20260616 | $0.00 | $0.00 | — | — |
| 20260615 | $0.00 | $0.00 | — | — |
| 20260613 | $0.00 | $0.00 | — | — |
| 20260612 | $0.00 | $0.00 | — | — |
| 20260611 | $0.00 | $0.00 | — | — |
| 20260610 | $0.00 | $0.00 | — | — |
| 20260609 | $0.00 | $0.00 | — | — |
| 20260608 | $0.00 | $0.00 | — | — |
| 20260605 | $0.00 | $0.00 | — | — |
| 20260604 | $0.00 | $0.00 | — | — |
| 20260603 | $0.00 | $0.00 | — | — |
| 20260602 | $0.00 | $0.00 | — | — |
| 20260601 | $0.00 | $0.00 | — | — |
| 20260529 | $0.00 | $0.00 | — | — |
| 20260528 | $0.00 | $0.00 | — | — |
| 20260527 | $0.00 | $0.00 | — | — |
| 20260526 | $0.00 | $0.00 | — | — |
| 20260522 | $0.00 | $0.00 | — | — |
| 20260521 | $0.00 | $0.00 | — | — |
| 20260520 | $0.00 | $0.00 | — | — |
| 20260519 | $0.00 | $0.00 | — | — |
| 20260518 | $0.00 | $0.00 | — | — |
| 20260515 | $0.00 | $0.00 | — | — |
| 20260514 | $0.00 | $0.00 | — | — |
| 20260513 | $0.00 | $0.00 | — | — |
| 20260512 | $0.00 | $0.00 | — | — |
| 20260511 | $0.00 | $0.00 | — | — |
| 20260510 | $0.00 | $0.00 | — | — |
| 20260508 | $0.00 | $0.00 | 33.9% | 100% |
| 20260507 | $0.00 | $0.00 | 31.6% | 100% |
| 20260506 | $2.78 | $0.00 | 13.8% | 11% |
| 20260505 | $2.78 | $2.33 | 14.5% | 20% |
| 20260504 | $2.78 | $2.33 | 15.2% | 28% |
| 20260502 | $2.38 | $2.38 | — | — |
| 20260501 | $2.38 | $2.38 | 14.9% | 25% |
| 20260430 | $2.38 | $2.38 | 14.7% | 23% |
| 20260429 | $2.45 | $2.45 | 15.6% | 33% |
| 20260428 | $2.50 | $2.50 | 15.4% | 31% |
| 20260427 | $2.47 | $2.47 | 15.1% | 27% |
| 20260424 | $2.53 | $2.53 | 21.0% | 100% |
| 20260423 | $2.53 | $2.53 | 16.7% | 53% |
| 20260422 | $2.55 | $2.55 | 16.7% | 56% |
| 20260421 | $2.58 | $2.58 | 20.2% | 98% |
| 20260420 | $2.58 | $2.58 | 19.8% | 93% |
| 20260417 | $2.60 | $2.17 | 18.4% | 76% |
| 20260416 | $2.58 | $2.20 | 17.7% | 68% |
More on FTSM
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.