FXO · Expected Move
First Trust Financials AlphaDEX Fund · ETF
The expected move for FXO 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).
FXO 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 FXO Expected Move
30-Day Straddle
$2.72
7-Day Straddle
$2.72
30-Day ATM IV
16.2%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to FXO'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.
FXO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.72 | $2.72 | 16.2% | 48% |
| 20261020 | $2.77 | $2.77 | 16.6% | 55% |
| 20261019 | $3.03 | $3.03 | 16.6% | 56% |
| 20261016 | $2.77 | $5.00 | 16.9% | 61% |
| 20261015 | $2.88 | $1.85 | 16.7% | 57% |
| 20261014 | $2.98 | $1.88 | 17.6% | 72% |
| 20261013 | $2.98 | $1.85 | 16.7% | 57% |
| 20261012 | $3.15 | $2.05 | 17.8% | 76% |
| 20261009 | $3.15 | $2.12 | 17.6% | 73% |
| 20261008 | $3.15 | $2.03 | 19.2% | 94% |
| 20261007 | $3.17 | $2.25 | 17.3% | 63% |
| 20261006 | $3.20 | $2.20 | 17.0% | 58% |
| 20261005 | $3.17 | $2.25 | 17.4% | 65% |
| 20261002 | $2.35 | $2.35 | 17.6% | 69% |
| 20261001 | $2.27 | $2.27 | 19.0% | 92% |
| 20260930 | $2.35 | $2.35 | 17.7% | 69% |
| 20260929 | $2.45 | $2.45 | 18.0% | 74% |
| 20260928 | $2.53 | $2.53 | 17.5% | 66% |
| 20260925 | $2.40 | $2.40 | 16.9% | 57% |
| 20260924 | $2.48 | $2.48 | 17.9% | 74% |
| 20260923 | $2.67 | $2.67 | 17.6% | 69% |
| 20260922 | $2.55 | $2.55 | 17.0% | 58% |
| 20260921 | $2.58 | $2.58 | 15.5% | 34% |
| 20260918 | $2.95 | $5.00 | 16.0% | 42% |
| 20260917 | $3.08 | $1.98 | 16.4% | 49% |
| 20260916 | $2.83 | $2.15 | 16.9% | 57% |
| 20260915 | $3.23 | $2.27 | 16.4% | 48% |
| 20260914 | $3.10 | $2.20 | 15.6% | 35% |
| 20260911 | $3.10 | $2.20 | 16.6% | 52% |
| 20260910 | $3.30 | $2.45 | 16.5% | 51% |
| 20260909 | $3.40 | $2.45 | 16.5% | 43% |
| 20260908 | $3.35 | $2.50 | 16.5% | 44% |
| 20260904 | $3.45 | $2.50 | 15.1% | 24% |
| 20260903 | $3.40 | $2.55 | 14.8% | 19% |
| 20260902 | $2.45 | $2.45 | 15.3% | 26% |
| 20260901 | $2.65 | $2.65 | 15.3% | 26% |
| 20260831 | $2.67 | $2.67 | 14.6% | 17% |
| 20260828 | $2.70 | $2.70 | 14.2% | 10% |
| 20260827 | $2.60 | $2.60 | 14.3% | 12% |
| 20260826 | $2.60 | $2.60 | 14.8% | 20% |
| 20260825 | $2.58 | $2.58 | 15.0% | 23% |
| 20260824 | $2.65 | $2.65 | 14.6% | 16% |
| 20260821 | $2.67 | $3.48 | 14.2% | 10% |
| 20260820 | $2.78 | $1.95 | 14.3% | 12% |
| 20260819 | $2.58 | $2.00 | 14.4% | 11% |
| 20260818 | $2.80 | $2.00 | 14.5% | 12% |
| 20260817 | $3.03 | $2.15 | 14.3% | 10% |
| 20260814 | $2.98 | $2.22 | 13.6% | 1% |
| 20260813 | $2.98 | $2.23 | 13.5% | 0% |
| 20260812 | $3.10 | $2.30 | 14.2% | 1% |
| 20260811 | $3.25 | $2.40 | 14.7% | 5% |
| 20260810 | $3.45 | $2.53 | 14.9% | 6% |
| 20260807 | — | — | 14.7% | 4% |
| 20260806 | $3.60 | $2.67 | 15.3% | 7% |
| 20260805 | $2.67 | $2.67 | 15.6% | 9% |
| 20260804 | $2.62 | $2.62 | 14.1% | 0% |
| 20260803 | $2.72 | $2.72 | 14.1% | 0% |
| 20260731 | $2.83 | $2.83 | 15.1% | 0% |
| 20260730 | $2.83 | $2.83 | 17.9% | 16% |
| 20260729 | $3.00 | $3.00 | 16.9% | 10% |
More on FXO
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.