FXR · Expected Move
First Trust Industrials/Producer Durables AlphaDEX Fund · ETF
The expected move for FXR 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).
FXR 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 FXR Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
34.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FXR'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.
FXR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 34.8% | 100% |
| 20261020 | $2.33 | $2.33 | 22.6% | 34% |
| 20261019 | $0.00 | $0.00 | 23.8% | 45% |
| 20261016 | $4.62 | $4.90 | 22.6% | 34% |
| 20261015 | $5.03 | $1.80 | 23.6% | 30% |
| 20261014 | $4.88 | $2.00 | 23.4% | 29% |
| 20261013 | $4.80 | $2.17 | 22.5% | 23% |
| 20261012 | $5.05 | $2.33 | 22.8% | 25% |
| 20261009 | $5.05 | $2.40 | 23.6% | 30% |
| 20261008 | $5.05 | $2.48 | 23.2% | 28% |
| 20261007 | $5.12 | $2.42 | 23.1% | 27% |
| 20261006 | $5.40 | $2.47 | 23.1% | 27% |
| 20261005 | $5.67 | $2.50 | 24.1% | 34% |
| 20261002 | $3.02 | $3.02 | 24.2% | 35% |
| 20261001 | $2.92 | $2.92 | 22.8% | 25% |
| 20260930 | $3.27 | $3.27 | 22.4% | 22% |
| 20260929 | $3.10 | $3.10 | 23.0% | 27% |
| 20260928 | $3.25 | $3.25 | 22.6% | 24% |
| 20260925 | $3.20 | $3.20 | 21.0% | 13% |
| 20260924 | $3.38 | $3.38 | 21.5% | 17% |
| 20260923 | $3.60 | $3.60 | 22.1% | 20% |
| 20260922 | $3.48 | $3.48 | 21.8% | 19% |
| 20260921 | $3.67 | $3.67 | 23.0% | 27% |
| 20260918 | $3.92 | $3.45 | 22.5% | 23% |
| 20260917 | $4.25 | $2.05 | 23.2% | 28% |
| 20260916 | $4.55 | $2.15 | 22.9% | 26% |
| 20260915 | $4.40 | $2.42 | 22.8% | 25% |
| 20260914 | $4.40 | $2.55 | 21.8% | 19% |
| 20260911 | $4.47 | $2.60 | 22.4% | 23% |
| 20260910 | $4.80 | $2.73 | 22.7% | 24% |
| 20260909 | $4.80 | $2.72 | 22.6% | 24% |
| 20260908 | $4.97 | $2.90 | 22.5% | 23% |
| 20260904 | $4.90 | $2.92 | 22.6% | 24% |
| 20260903 | $4.80 | $3.20 | 21.3% | 15% |
| 20260902 | $3.03 | $3.03 | 19.9% | 6% |
| 20260901 | $3.20 | $3.20 | 19.0% | 0% |
| 20260831 | $3.20 | $3.20 | 19.7% | 4% |
| 20260828 | $3.62 | $3.62 | 19.7% | 5% |
| 20260827 | $3.40 | $3.40 | 20.4% | 9% |
| 20260826 | $3.47 | $3.47 | 20.6% | 10% |
| 20260825 | $3.80 | $3.80 | 20.5% | 10% |
| 20260824 | $3.78 | $3.78 | 20.1% | 7% |
| 20260821 | $3.95 | $3.55 | 20.1% | 7% |
| 20260820 | $4.00 | $2.10 | 20.1% | 7% |
| 20260819 | $3.97 | $2.20 | 19.0% | 0% |
| 20260818 | $4.12 | $2.30 | 19.5% | 0% |
| 20260817 | $4.53 | $2.55 | 20.4% | 3% |
| 20260814 | $4.55 | $2.60 | 20.0% | 0% |
| 20260813 | $4.75 | $2.65 | 20.6% | 0% |
| 20260812 | $4.90 | $2.62 | 21.0% | 0% |
| 20260811 | $5.20 | $2.90 | 23.2% | 11% |
| 20260810 | $5.22 | $3.65 | 24.9% | 25% |
| 20260807 | — | — | 23.7% | 14% |
| 20260806 | $5.65 | $4.10 | 24.3% | 18% |
| 20260805 | $4.03 | $4.03 | 25.7% | 28% |
| 20260804 | $3.83 | $3.83 | 25.4% | 26% |
| 20260803 | $3.95 | $3.95 | 26.3% | 32% |
| 20260731 | $4.38 | $4.38 | 25.5% | 26% |
| 20260730 | $4.38 | $4.38 | 25.9% | 29% |
| 20260729 | $4.90 | $4.90 | 28.3% | 47% |
More on FXR
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.