FXF (Invesco CurrencyShares Swiss Franc Trust)

Expected Move & Straddle Price History

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).

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.

Current FXF Expected Move
30-Day Straddle
$8.47
7-Day Straddle
$8.47
Avg IV
0.2%
IV Rank
62%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260302 $8.47 $8.47 0.2% 62%
20260227 $3.00 $3.00 0.2% 73%
20260226 $2.00 $2.00 0.2% 60%
20260225 $2.15 $2.15 0.2% 57%
20260224 $2.17 $2.17 0.2% 62%
20260223 $2.00 $2.00 0.2% 68%
20260221 $2.30 $2.30 0.2% 63%
20260220 $2.30 $0.32 0.2% 61%
20260219 $2.98 $1.12 0.2% 80%
20260218 $2.95 $1.30 0.2% 55%
20260217 $2.38 $2.08 0.1% 37%
20260213 $2.05 $1.70 0.2% 53%
20260212 $2.42 $2.10 0.2% 54%
20260211 $2.80 $1.80 0.2% 49%
20260210 $2.83 $2.12 0.2% 68%
20260209 $2.75 $2.02 0.2% 52%
20260206 $2.42 $1.88 0.2% 46%
20260205 $2.70 $2.62 0.2% 49%
20260204 $2.10 $2.10 0.2% 54%
20260203 $1.98 $1.98 0.1% 29%
20260202 $2.88 $2.88 0.1% 32%
20260130 $2.05 $2.05 0.2% 60%
20260129 $2.02 $2.02 0.1% 24%
20260128 $2.23 $2.23 0.2% 44%
20260127 $2.95 $2.95 0.1% 30%
20260126 $2.40 $2.40 0.1% 21%
20260123 $2.27 $2.27 0.1% 27%
20260122 $2.05 $2.05 0.2% 38%
20260121 $1.77 $1.77 0.1% 17%
20260120 $2.10 $2.10 0.1% 18%
20260116 $2.00 $0.62 0.1% 31%
20260115 $1.88 $0.75 0.1% 35%
20260114 $1.77 $1.08 0.1% 18%
20260113 $1.45 $1.15 0.1% 29%
20260112 $2.10 $0.72 0.1% 0%
20260109 $1.55 $0.90 0.1% 0%
20260108 $2.38 $1.53 0.1% 0%
20260107 $2.70 $1.90 0.1% 18%
20260106 $3.12 $2.05 0.1% 16%
20260105 $2.38 $1.70 0.1% 4%
20260102 $1.75 $1.75 0.3% 83%
20251231 $1.60 $1.60 0.2% 75%
20251230 $1.90 $1.90 0.3% 100%
20251229 $1.25 $1.25 0.2% 43%
20251226 $1.35 $1.35 0.2% 83%
20251224 $1.70 $1.70 0.2% 62%
20251223 $1.35 $1.35 0.2% 77%
20251222 $1.27 $1.27 0.2% 62%
20251219 $1.77 $1.40 0.2% 71%
20251218 $2.33 $0.80 0.2% 42%
20251217 $1.95 $0.75 0.2% 34%
20251216 $2.48 $2.55 0.2% 55%
20251215 $1.43 $1.40 0.2% 52%
20251212 $3.05 $0.90 0.2% 41%
20251211 $2.50 $1.67 0.2% 39%
20251210 $1.95 $1.95 0.2% 57%
20251209 $2.10 $1.15 0.2% 40%
20251208 $1.90 $1.75 0.2% 48%
20251205 $1.65 $2.17 0.2% 34%
20251204 $2.50 $1.65 0.2% 34%