FXD · Expected Move
First Trust Consumer Discretionary AlphaDEX Fund · ETF
The expected move for FXD 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).
FXD 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 FXD Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.88
30-Day ATM IV
22.6%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to FXD'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.
FXD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.88 | $3.88 | 22.6% | 34% |
| 20261021 | $0.00 | $0.00 | 22.4% | 33% |
| 20261020 | $2.00 | $2.00 | 25.3% | 48% |
| 20261019 | $2.00 | $2.00 | 22.2% | 32% |
| 20261016 | $4.10 | $2.75 | 30.9% | 76% |
| 20261015 | $4.15 | $2.60 | 27.7% | 60% |
| 20261014 | $4.25 | $2.88 | 25.9% | 51% |
| 20261013 | $4.28 | $2.88 | 25.9% | 51% |
| 20261012 | $4.40 | $3.10 | 27.5% | 59% |
| 20261009 | $4.60 | $3.25 | 27.9% | 61% |
| 20261008 | $4.40 | $3.08 | 27.9% | 61% |
| 20261007 | $4.68 | $3.25 | 25.3% | 48% |
| 20261006 | $4.70 | $3.25 | 24.7% | 45% |
| 20261005 | $4.60 | $3.30 | 25.0% | 46% |
| 20261002 | $3.45 | $3.45 | 27.8% | 61% |
| 20261001 | $3.45 | $3.45 | 27.5% | 59% |
| 20260930 | $3.60 | $3.60 | 27.3% | 58% |
| 20260929 | $3.65 | $3.65 | 27.8% | 61% |
| 20260928 | $3.65 | $3.65 | 26.2% | 52% |
| 20260925 | $3.55 | $3.55 | 25.7% | 50% |
| 20260924 | $3.62 | $3.62 | 26.2% | 52% |
| 20260923 | $3.65 | $3.65 | 26.6% | 54% |
| 20260922 | $3.75 | $3.75 | 27.9% | 61% |
| 20260921 | $3.75 | $3.75 | 29.5% | 69% |
| 20260918 | $4.05 | $3.80 | 29.4% | 68% |
| 20260917 | $4.15 | $3.03 | 22.0% | 31% |
| 20260916 | $4.15 | $3.08 | 21.6% | 29% |
| 20260915 | $4.40 | $3.03 | 21.6% | 29% |
| 20260914 | $3.90 | $3.10 | 26.2% | 52% |
| 20260911 | $4.10 | $3.20 | 24.7% | 44% |
| 20260910 | $4.15 | $3.35 | 27.5% | 59% |
| 20260909 | $4.05 | $3.30 | 27.5% | 59% |
| 20260908 | $4.10 | $3.23 | 27.3% | 58% |
| 20260904 | $4.30 | $3.35 | 25.2% | 47% |
| 20260903 | $4.20 | $3.30 | 24.6% | 44% |
| 20260902 | $3.52 | $3.52 | 23.7% | 40% |
| 20260901 | $3.40 | $3.40 | 30.2% | 73% |
| 20260831 | $3.60 | $3.60 | 31.5% | 79% |
| 20260828 | $3.65 | $3.65 | 30.8% | 76% |
| 20260827 | $3.65 | $3.65 | 29.7% | 70% |
| 20260826 | $3.70 | $3.70 | 31.5% | 79% |
| 20260825 | $3.65 | $3.65 | 31.7% | 80% |
| 20260824 | $3.80 | $3.80 | 31.4% | 79% |
| 20260821 | $3.90 | $4.80 | 31.8% | 81% |
| 20260820 | $3.85 | $2.92 | 31.8% | 81% |
| 20260819 | $3.85 | $3.00 | 31.7% | 80% |
| 20260818 | $3.90 | $2.55 | 31.3% | 78% |
| 20260817 | $3.90 | $3.10 | 34.1% | 93% |
| 20260814 | $4.00 | $3.25 | 28.6% | 64% |
| 20260813 | $3.00 | $2.60 | 18.3% | 12% |
| 20260812 | $4.15 | $3.30 | 19.8% | 20% |
| 20260811 | $3.02 | $2.03 | 17.6% | 9% |
| 20260810 | $3.15 | $2.05 | 18.2% | 11% |
| 20260807 | — | — | 18.6% | 14% |
| 20260806 | $3.42 | $2.30 | 18.3% | 12% |
| 20260805 | $2.23 | $2.23 | 18.2% | 12% |
| 20260804 | $2.15 | $2.15 | 17.1% | 6% |
| 20260803 | $1.95 | $1.95 | 15.9% | 0% |
| 20260731 | $2.47 | $2.47 | 19.7% | 19% |
| 20260730 | $2.65 | $2.65 | 21.5% | 28% |
More on FXD
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.