FVD · Expected Move

First Trust Value Line Dividend Fund · ETF

The expected move for FVD 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).

FVD 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 FVD Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
22.1%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to FVD'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.
FVD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.23 $1.23 22.1% 35%
20261021 $1.23 $1.23 36.9% 95%
20261020 $1.25 $1.25 36.3% 92%
20261019 $0.00 $0.00 37.2% 96%
20261016 $2.35 $3.45 34.9% 87%
20261015 $2.38 $1.73 35.2% 88%
20261014 $2.35 $1.77 31.5% 73%
20261013 $2.33 $1.75 29.6% 65%
20261012 $2.40 $1.82 28.6% 61%
20261009 $2.47 $1.93 28.7% 62%
20261008 $2.45 $1.90 28.2% 60%
20261007 $2.58 $1.95 35.8% 91%
20261006 $2.60 $1.98 29.0% 63%
20261005 $2.55 $1.92 27.1% 55%
20261002 $2.02 $2.02 26.1% 51%
20261001 $2.02 $2.02 26.7% 54%
20260930 $2.02 $2.02 31.8% 74%
20260929 $2.05 $2.05 25.4% 48%
20260928 $2.15 $2.15 31.5% 73%
20260925 $2.10 $2.10 31.0% 71%
20260924 $2.12 $2.12 29.3% 64%
20260923 $2.08 $2.08 31.6% 73%
20260922 $2.20 $2.20 31.1% 72%
20260921 $2.20 $2.20 31.1% 71%
20260918 $2.40 $2.00 29.6% 65%
20260917 $2.35 $1.85 30.1% 67%
20260916 $2.35 $1.88 30.9% 71%
20260915 $2.47 $2.02 28.5% 61%
20260914 $2.42 $2.02 26.1% 51%
20260911 $2.42 $2.00 28.9% 63%
20260910 $2.52 $2.05 28.1% 59%
20260909 $2.55 $2.08 26.0% 51%
20260908 $2.55 $2.05 25.2% 48%
20260904 $2.62 $2.05 23.8% 42%
20260903 $2.65 $2.12 24.2% 43%
20260902 $2.12 $2.12 24.3% 44%
20260901 $2.10 $2.10 25.0% 47%
20260831 $2.17 $2.17 24.2% 44%
20260828 $2.25 $2.25 24.4% 44%
20260827 $2.33 $2.33 24.4% 44%
20260826 $2.30 $2.30 23.8% 42%
20260825 $2.30 $2.30 24.1% 43%
20260824 $2.33 $2.33 23.9% 42%
20260821 $2.33 $3.38 25.3% 48%
20260820 $2.30 $1.83 25.6% 49%
20260819 $2.35 $1.88 25.8% 50%
20260818 $2.38 $1.95 25.4% 48%
20260817 $2.35 $2.00 25.0% 47%
20260814 $2.27 $1.85 25.5% 49%
20260813 $2.25 $1.88 25.5% 49%
20260812 $2.35 $1.95 25.7% 50%
20260811 $2.02 $1.70 25.7% 49%
20260810 $2.15 $1.80 25.9% 50%
20260807 — — 25.3% 48%
20260806 $2.23 $1.73 25.3% 48%
20260805 $1.77 $1.77 25.7% 50%
20260804 $1.75 $1.75 25.6% 49%
20260803 $1.77 $1.77 26.4% 53%
20260731 $1.85 $1.85 27.1% 55%
20260730 $1.88 $1.88 27.1% 55%

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.