FXH · Expected Move
First Trust Health Care AlphaDEX Fund · ETF
The expected move for FXH 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).
FXH 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 FXH Expected Move
30-Day Straddle
$7.07
7-Day Straddle
$7.07
30-Day ATM IV
22.3%
IV Rank
91%
Implied one-standard-deviation move through the next 30 days. Compare to FXH'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.
FXH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.07 | $7.07 | 22.3% | 91% |
| 20261021 | $6.35 | $6.35 | 20.6% | 65% |
| 20261020 | $6.65 | $6.65 | 21.2% | 73% |
| 20261019 | $6.83 | $6.83 | 22.1% | 88% |
| 20261016 | $6.95 | $4.95 | 20.7% | 66% |
| 20261015 | $7.52 | $2.75 | 21.2% | 74% |
| 20261014 | $7.32 | $3.55 | 22.0% | 86% |
| 20261013 | $7.17 | $3.10 | 21.4% | 76% |
| 20261012 | $5.95 | $2.67 | 17.3% | 12% |
| 20261009 | $7.17 | $3.83 | 21.0% | 70% |
| 20261008 | $7.12 | $3.68 | 20.3% | 60% |
| 20261007 | $7.62 | $4.35 | 21.9% | 84% |
| 20261006 | $8.03 | $4.25 | 22.0% | 86% |
| 20261005 | $6.83 | $3.15 | 18.3% | 28% |
| 20261002 | $4.25 | $4.25 | 21.4% | 76% |
| 20261001 | $4.67 | $4.67 | 20.6% | 64% |
| 20260930 | $4.67 | $4.67 | 21.2% | 74% |
| 20260929 | $5.40 | $5.40 | 22.3% | 91% |
| 20260928 | $4.78 | $4.78 | 20.5% | 63% |
| 20260925 | $5.08 | $5.08 | 20.6% | 64% |
| 20260924 | $4.05 | $4.05 | 18.7% | 33% |
| 20260923 | $5.62 | $5.62 | 20.1% | 56% |
| 20260922 | $6.05 | $6.05 | 21.5% | 78% |
| 20260921 | $6.00 | $6.00 | 21.3% | 75% |
| 20260918 | $5.78 | $3.05 | 19.7% | 49% |
| 20260917 | $6.20 | $3.48 | 20.8% | 67% |
| 20260916 | $5.00 | $2.62 | 16.7% | 2% |
| 20260915 | $5.95 | $4.40 | 19.4% | 46% |
| 20260914 | $6.90 | $3.35 | 22.3% | 91% |
| 20260911 | $6.85 | $3.10 | 21.3% | 74% |
| 20260910 | $6.62 | $3.33 | 20.9% | 68% |
| 20260909 | $7.25 | $3.70 | 21.9% | 85% |
| 20260908 | $7.72 | $3.95 | 22.3% | 90% |
| 20260904 | $7.60 | $4.72 | 21.2% | 74% |
| 20260903 | $6.85 | $3.80 | 17.8% | 20% |
| 20260902 | $4.55 | $4.55 | 20.0% | 54% |
| 20260901 | $5.08 | $5.08 | 20.0% | 55% |
| 20260831 | $5.05 | $5.05 | 20.1% | 57% |
| 20260828 | $5.05 | $5.05 | 18.8% | 34% |
| 20260827 | $4.40 | $4.40 | 18.8% | 35% |
| 20260826 | $6.40 | $6.40 | 22.9% | 96% |
| 20260825 | $6.22 | $6.22 | 21.1% | 69% |
| 20260824 | $5.50 | $5.50 | 19.9% | 51% |
| 20260821 | $6.05 | $3.17 | 20.4% | 59% |
| 20260820 | $6.45 | $2.17 | 21.0% | 68% |
| 20260819 | $6.03 | $3.55 | 19.6% | 46% |
| 20260818 | $6.25 | $3.12 | 18.5% | 30% |
| 20260817 | $6.82 | $3.55 | 21.0% | 68% |
| 20260814 | $6.88 | $3.45 | 20.1% | 50% |
| 20260813 | $6.60 | $3.22 | 19.2% | 34% |
| 20260812 | $7.35 | $3.88 | 21.4% | 58% |
| 20260811 | $7.20 | $5.65 | 20.8% | 51% |
| 20260810 | $6.88 | $4.12 | 19.3% | 32% |
| 20260807 | — | — | 19.8% | 38% |
| 20260806 | $6.10 | $3.67 | 18.2% | 16% |
| 20260805 | $4.35 | $4.35 | 20.3% | 36% |
| 20260804 | $5.20 | $5.20 | 20.1% | 35% |
| 20260803 | $5.00 | $5.00 | 20.9% | 43% |
| 20260731 | $5.70 | $5.70 | 21.4% | 47% |
| 20260730 | $5.20 | $5.20 | 20.2% | 36% |
More on FXH
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.