FXG · Expected Move
First Trust Consumer Staples AlphaDEX Fund · ETF
The expected move for FXG 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).
FXG 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 FXG Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
19.9%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to FXG'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.
FXG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.00 | $0.00 | 19.9% | 51% |
| 20261106 | $0.00 | $0.00 | 22.2% | 70% |
| 20261105 | $0.00 | $0.00 | 21.0% | 60% |
| 20261104 | $0.00 | $0.00 | 19.0% | 44% |
| 20261103 | $0.00 | $0.00 | 20.2% | 54% |
| 20261102 | $0.00 | $0.00 | 19.2% | 46% |
| 20261030 | $0.00 | $0.00 | 22.1% | 69% |
| 20261029 | $0.00 | $0.00 | 22.9% | 75% |
| 20261028 | $0.00 | $0.00 | 22.7% | 73% |
| 20261027 | $0.00 | $0.00 | 21.8% | 67% |
| 20261026 | $0.00 | $0.00 | 22.1% | 68% |
| 20261023 | $0.00 | $0.00 | 22.6% | 73% |
| 20261022 | $1.35 | $1.35 | 19.4% | 47% |
| 20261021 | $0.00 | $0.00 | 23.3% | 78% |
| 20261020 | $0.00 | $0.00 | 22.5% | 72% |
| 20261019 | $0.00 | $0.00 | 22.7% | 73% |
| 20261016 | $2.73 | $2.90 | 20.9% | 59% |
| 20261015 | $2.80 | $1.62 | 21.2% | 62% |
| 20261014 | $2.58 | $1.73 | 18.5% | 40% |
| 20261013 | $2.67 | $1.82 | 19.3% | 47% |
| 20261012 | $2.75 | $1.85 | 19.8% | 50% |
| 20261009 | $2.77 | $2.00 | 23.7% | 82% |
| 20261008 | $2.67 | $1.90 | 26.1% | 100% |
| 20261007 | $2.73 | $1.97 | 18.1% | 48% |
| 20261006 | $2.95 | $2.02 | 17.4% | 40% |
| 20261005 | $2.80 | $2.02 | 17.1% | 37% |
| 20261002 | $2.05 | $2.05 | 18.0% | 46% |
| 20261001 | $2.23 | $2.23 | 19.2% | 58% |
| 20260930 | $2.10 | $2.10 | 22.0% | 87% |
| 20260929 | $2.17 | $2.17 | 16.5% | 32% |
| 20260928 | $2.22 | $2.22 | 16.9% | 35% |
| 20260925 | $2.23 | $2.23 | 16.3% | 29% |
| 20260924 | $2.12 | $2.12 | 16.9% | 35% |
| 20260923 | $2.15 | $2.15 | 21.5% | 82% |
| 20260922 | $2.25 | $2.25 | 23.3% | 99% |
| 20260921 | $2.25 | $2.25 | 17.0% | 36% |
| 20260918 | $2.33 | $3.22 | 17.2% | 38% |
| 20260917 | $2.45 | $1.57 | 13.5% | 1% |
| 20260916 | $2.52 | $1.65 | 13.4% | 0% |
| 20260915 | $2.60 | $1.75 | 13.9% | 0% |
| 20260914 | $2.62 | $1.90 | 17.5% | 36% |
| 20260911 | $2.62 | $1.85 | 14.3% | 0% |
| 20260910 | $2.73 | $1.95 | 14.5% | 0% |
| 20260909 | $2.75 | $1.92 | 16.5% | 11% |
| 20260908 | $2.67 | $2.00 | 16.8% | 16% |
| 20260904 | $2.77 | $2.00 | 16.0% | 6% |
| 20260903 | $2.88 | $2.05 | 16.0% | 5% |
| 20260902 | $2.00 | $2.00 | 16.5% | 11% |
| 20260901 | $2.15 | $2.15 | 16.7% | 14% |
| 20260831 | $2.12 | $2.12 | 17.0% | 18% |
| 20260828 | $2.20 | $2.20 | 15.6% | 0% |
| 20260827 | $2.20 | $2.20 | 18.1% | 30% |
| 20260826 | $2.28 | $2.28 | 16.4% | 18% |
| 20260825 | $2.35 | $2.35 | 16.7% | 22% |
| 20260824 | $2.45 | $2.45 | 18.0% | 38% |
| 20260821 | $2.52 | $3.20 | 17.4% | 31% |
| 20260820 | $2.50 | $1.62 | 17.7% | 39% |
| 20260819 | $2.60 | $1.70 | 17.3% | 38% |
| 20260818 | $2.40 | $1.73 | 18.0% | 45% |
| 20260817 | $2.48 | $1.70 | 17.3% | 38% |
More on FXG
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.