FXL · Expected Move
First Trust Technology AlphaDEX Fund · ETF
The expected move for FXL 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).
FXL 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 FXL Expected Move
30-Day Straddle
$15.20
7-Day Straddle
$15.20
30-Day ATM IV
29.6%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to FXL'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.
FXL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $15.20 | $15.20 | 29.6% | 55% |
| 20261021 | $0.00 | $0.00 | 27.2% | 40% |
| 20261020 | $0.00 | $0.00 | 24.8% | 25% |
| 20261019 | $0.00 | $0.00 | 26.6% | 35% |
| 20261016 | $15.25 | $4.83 | 27.6% | 41% |
| 20261015 | $14.05 | $3.83 | 24.7% | 24% |
| 20261014 | $14.00 | $4.70 | 25.3% | 27% |
| 20261013 | $14.22 | $5.38 | 23.3% | 15% |
| 20261012 | $13.93 | $6.15 | 22.9% | 12% |
| 20261009 | $14.30 | $5.12 | 22.3% | 8% |
| 20261008 | $15.75 | $6.28 | 24.0% | 19% |
| 20261007 | $15.25 | $6.48 | 24.4% | 22% |
| 20261006 | $16.55 | $6.53 | 25.1% | 26% |
| 20261005 | $16.25 | $6.82 | 24.4% | 22% |
| 20261002 | $7.60 | $7.60 | 24.5% | 22% |
| 20261001 | $8.88 | $8.88 | 25.5% | 29% |
| 20260930 | $8.57 | $8.57 | 24.2% | 20% |
| 20260929 | $8.65 | $8.65 | 24.2% | 21% |
| 20260928 | $8.30 | $8.30 | 22.8% | 12% |
| 20260925 | $9.65 | $9.65 | 23.0% | 13% |
| 20260924 | $9.95 | $9.95 | 23.7% | 17% |
| 20260923 | $10.10 | $10.10 | 22.6% | 10% |
| 20260922 | $9.62 | $9.62 | 22.0% | 7% |
| 20260921 | $10.45 | $10.45 | 21.7% | 5% |
| 20260918 | $10.07 | $4.80 | 20.9% | 0% |
| 20260917 | $10.45 | $3.70 | 21.3% | 0% |
| 20260916 | $10.80 | $4.00 | 22.1% | 3% |
| 20260915 | $12.00 | $5.08 | 23.5% | 12% |
| 20260914 | $11.88 | $5.55 | 22.7% | 7% |
| 20260911 | $12.15 | $4.85 | 22.4% | 5% |
| 20260910 | $13.80 | $6.90 | 25.4% | 24% |
| 20260909 | $13.05 | $6.10 | 24.0% | 15% |
| 20260908 | $12.95 | $6.03 | 23.3% | 11% |
| 20260904 | $13.00 | $6.40 | 21.6% | 0% |
| 20260903 | $13.02 | $7.20 | 22.1% | 2% |
| 20260902 | $7.53 | $7.53 | 22.8% | 7% |
| 20260901 | $8.00 | $8.00 | 22.6% | 6% |
| 20260831 | $7.88 | $7.88 | 21.8% | 1% |
| 20260828 | $7.97 | $7.97 | 21.7% | 0% |
| 20260827 | $9.07 | $9.07 | 22.1% | 0% |
| 20260826 | $9.90 | $9.90 | 23.4% | 4% |
| 20260825 | $10.38 | $10.38 | 23.9% | 7% |
| 20260824 | $10.40 | $10.40 | 24.0% | 10% |
| 20260821 | $11.22 | $4.80 | 23.9% | 16% |
| 20260820 | $11.80 | $3.90 | 24.8% | 22% |
| 20260819 | $11.20 | $3.73 | 22.9% | 9% |
| 20260818 | $12.50 | $5.10 | 23.4% | 13% |
| 20260817 | $12.60 | $4.65 | 23.9% | 16% |
| 20260814 | $13.30 | $4.65 | 23.8% | 15% |
| 20260813 | $13.70 | $4.82 | 24.0% | 17% |
| 20260812 | $13.70 | $6.22 | 23.8% | 15% |
| 20260811 | $14.70 | $7.05 | 25.0% | 23% |
| 20260810 | $15.20 | $8.73 | 25.9% | 29% |
| 20260807 | — | — | 25.5% | 26% |
| 20260806 | $16.05 | $9.28 | 27.5% | 39% |
| 20260805 | $9.68 | $9.68 | 28.1% | 42% |
| 20260804 | $12.45 | $12.45 | 30.5% | 58% |
| 20260803 | $10.20 | $10.20 | 28.0% | 42% |
| 20260731 | $11.50 | $11.50 | 30.0% | 55% |
| 20260730 | $12.15 | $12.15 | 31.0% | 61% |
More on FXL
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.