FXF · Expected Move
Invesco CurrencyShares Swiss Franc Trust · ETF
The expected move for FXF 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).
FXF 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 FXF Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$1.30
30-Day ATM IV
8.1%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to FXF'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.
FXF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $2.00 | $1.30 | 8.1% | 19% |
| 20261112 | $2.20 | $1.48 | 8.7% | 23% |
| 20261111 | $2.15 | $2.92 | 9.6% | 29% |
| 20261110 | $3.08 | $1.98 | 10.1% | 33% |
| 20261109 | $3.00 | $1.55 | 12.8% | 51% |
| 20261106 | $2.82 | $2.25 | 9.1% | 24% |
| 20261105 | $3.05 | $2.05 | 13.2% | 50% |
| 20261104 | $2.20 | $2.20 | 8.7% | 22% |
| 20261103 | $2.55 | $2.55 | 9.8% | 29% |
| 20261102 | $1.88 | $1.88 | 8.8% | 22% |
| 20261030 | $1.73 | $1.73 | 8.4% | 20% |
| 20261029 | $1.75 | $1.75 | 8.5% | 20% |
| 20261028 | $2.92 | $2.92 | 8.2% | 18% |
| 20261027 | $2.72 | $2.72 | 9.4% | 24% |
| 20261026 | $1.80 | $1.80 | 15.0% | 55% |
| 20261023 | $2.03 | $2.03 | 8.5% | 18% |
| 20261022 | $2.73 | $2.73 | 10.3% | 28% |
| 20261021 | $1.88 | $1.88 | 8.5% | 18% |
| 20261020 | $2.55 | $2.55 | 14.9% | 54% |
| 20261019 | $2.72 | $2.72 | 11.8% | 37% |
| 20261016 | $2.27 | $1.95 | 9.3% | 23% |
| 20261015 | $2.55 | $1.00 | 8.4% | 18% |
| 20261014 | $1.98 | $0.80 | 7.6% | 13% |
| 20261013 | $2.05 | $1.02 | 8.1% | 16% |
| 20261012 | $2.03 | $1.27 | 8.3% | 17% |
| 20260302 | $8.47 | $8.47 | 16.6% | 64% |
| 20260227 | $3.00 | $3.00 | 11.3% | 34% |
| 20260226 | $2.00 | $2.00 | 8.8% | 20% |
| 20260225 | $2.15 | $2.15 | 11.4% | 35% |
| 20260224 | $2.17 | $2.17 | 9.3% | 23% |
| 20260223 | $2.00 | $2.00 | 10.6% | 30% |
| 20260221 | $2.30 | $2.30 | — | — |
| 20260220 | $2.30 | $0.32 | 9.8% | 26% |
| 20260219 | $2.98 | $1.12 | 11.5% | 35% |
| 20260218 | $2.95 | $1.30 | 20.1% | 83% |
| 20260217 | $2.38 | $2.08 | 8.6% | 19% |
| 20260213 | $2.05 | $1.70 | 18.0% | 72% |
| 20260212 | $2.42 | $2.10 | 8.9% | 20% |
| 20260211 | $2.80 | $1.80 | 12.8% | 42% |
| 20260210 | $2.83 | $2.12 | 13.9% | 49% |
| 20260209 | $2.75 | $2.02 | 9.5% | 24% |
| 20260206 | $2.42 | $1.88 | 9.4% | 23% |
| 20260205 | $2.70 | $2.62 | 9.3% | 23% |
| 20260204 | $2.10 | $2.10 | 9.0% | 21% |
| 20260203 | $1.98 | $1.98 | 14.9% | 54% |
| 20260202 | $2.88 | $2.88 | 10.6% | 30% |
| 20260130 | $2.05 | $2.05 | 9.5% | 24% |
| 20260129 | $2.02 | $2.02 | 10.4% | 29% |
| 20260128 | $2.23 | $2.23 | 18.9% | 77% |
| 20260127 | $2.95 | $2.95 | 11.8% | 37% |
| 20260126 | $2.40 | $2.40 | 10.6% | 30% |
| 20260123 | $2.27 | $2.27 | 9.0% | 21% |
| 20260122 | $2.05 | $2.05 | 13.5% | 46% |
| 20260121 | $1.77 | $1.77 | 7.9% | 15% |
| 20260120 | $2.10 | $2.10 | 7.8% | 14% |
| 20260116 | $2.00 | $0.62 | 7.7% | 14% |
| 20260115 | $1.88 | $0.75 | 6.7% | 8% |
| 20260114 | $1.77 | $1.08 | 14.1% | 50% |
| 20260113 | $1.45 | $1.15 | 6.2% | 5% |
| 20260112 | $2.10 | $0.72 | 7.0% | 10% |
More on FXF
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.