FV · Expected Move

First Trust Dorsey Wright Focus 5 ETF · ETF

The expected move for FV 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).

FV straddle price & implied vol

60 sessions

Bars: 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 FV Expected Move
30-Day Straddle
$2.83
7-Day Straddle
$2.83
30-Day ATM IV
16.6%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to FV'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.
FV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.83 $2.83 16.6% 21%
20261020 $3.08 $3.08 17.9% 31%
20261019 $3.00 $3.00 17.9% 32%
20261016 $3.58 $4.45 19.3% 43%
20261015 $3.30 $1.55 17.4% 28%
20261014 $3.30 $1.70 17.8% 31%
20261013 $3.27 $1.75 17.4% 27%
20261012 $3.23 $1.75 16.9% 24%
20261009 $3.35 $1.85 16.5% 20%
20261008 $3.55 $1.93 17.2% 26%
20261007 $3.58 $2.00 17.4% 28%
20261006 $3.85 $2.10 17.7% 30%
20261005 $3.67 $1.95 17.2% 26%
20261002 $2.28 $2.28 17.7% 30%
20261001 $2.35 $2.35 18.3% 35%
20260930 $2.52 $2.52 18.4% 36%
20260929 $2.52 $2.52 17.7% 30%
20260928 $2.47 $2.47 18.2% 34%
20260925 $2.58 $2.58 17.3% 27%
20260924 $2.47 $2.47 17.6% 29%
20260923 $2.62 $2.62 17.6% 29%
20260922 $2.70 $2.70 16.8% 22%
20260921 $2.55 $2.55 15.8% 14%
20260918 $2.88 $4.80 15.9% 15%
20260917 $3.08 $1.93 14.1% 0%
20260916 $3.00 $1.95 18.1% 18%
20260915 $3.15 $2.25 18.8% 25%
20260914 $3.10 $2.35 18.5% 23%
20260911 $3.33 $2.35 17.6% 14%
20260910 $3.42 $2.35 19.8% 35%
20260909 $3.48 $2.35 18.5% 22%
20260908 $3.30 $2.33 18.4% 21%
20260904 $3.42 $2.45 16.4% 1%
20260903 $3.42 $2.35 16.7% 4%
20260902 $2.52 $2.52 18.2% 19%
20260901 $2.75 $2.75 18.1% 19%
20260831 $2.55 $2.55 16.9% 6%
20260828 $2.60 $2.60 16.3% 0%
20260827 $2.85 $2.85 17.6% 14%
20260826 $2.98 $2.98 18.7% 25%
20260825 $3.05 $3.05 19.2% 30%
20260824 $3.03 $3.03 19.5% 33%
20260821 $2.92 $4.40 18.8% 25%
20260820 $3.15 $1.73 18.2% 19%
20260819 $2.90 $1.83 18.9% 27%
20260818 $3.08 $1.95 18.3% 20%
20260817 $3.00 $1.95 18.6% 23%
20260814 $3.10 $2.15 17.7% 14%
20260813 $3.08 $2.15 18.1% 18%
20260812 $3.25 $2.17 17.6% 13%
20260811 $3.30 $2.00 17.9% 17%
20260810 $3.35 $2.08 18.1% 18%
20260807 — — 18.1% 13%
20260806 $3.47 $3.47 19.0% 19%
20260805 $2.33 $2.33 19.7% 24%
20260804 $2.20 $2.20 17.1% 5%
20260803 $2.40 $2.40 19.5% 23%
20260731 $2.50 $2.50 20.1% 27%
20260730 $3.35 $3.35 22.0% 40%
20260729 $2.88 $2.88 21.5% 37%

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.