FXU · Expected Move

First Trust Utilities AlphaDEX Fund · ETF

The expected move for FXU 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).

FXU straddle price & implied vol

60 sessions

Bars: 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 FXU Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$2.10
30-Day ATM IV
29.2%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to FXU'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.
FXU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.10 $2.10 29.2% 86%
20261021 $0.00 $0.00 31.1% 100%
20261020 $0.00 $0.00 29.3% 95%
20261019 $0.00 $0.00 23.3% 47%
20261016 $2.12 $3.50 28.7% 90%
20261015 $2.23 $1.35 22.3% 39%
20261014 $2.12 $1.35 30.0% 100%
20261013 $2.15 $1.33 29.7% 100%
20261012 $2.20 $1.52 28.6% 96%
20261009 $2.30 $1.57 29.1% 100%
20261008 $2.40 $1.60 28.5% 100%
20261007 $2.50 $1.65 28.4% 100%
20261006 $2.38 $1.60 27.9% 100%
20261005 $2.58 $1.65 26.1% 100%
20261002 $1.85 $1.85 26.0% 100%
20261001 $1.80 $1.80 24.7% 91%
20260930 $1.85 $1.85 22.5% 64%
20260929 $1.83 $1.83 24.3% 85%
20260928 $1.93 $1.93 22.3% 60%
20260925 $1.88 $1.88 22.4% 62%
20260924 $1.85 $1.85 19.7% 28%
20260923 $1.95 $1.95 21.6% 52%
20260922 $1.95 $1.95 20.5% 38%
20260921 $1.95 $1.95 21.5% 50%
20260918 $2.08 $3.30 21.7% 53%
20260917 $2.02 $1.33 23.8% 79%
20260916 $2.08 $1.45 22.2% 59%
20260915 $2.08 $1.45 21.1% 46%
20260914 $2.02 $1.48 20.1% 33%
20260911 $2.10 $1.60 21.5% 50%
20260910 $2.10 $1.55 22.1% 58%
20260909 $2.08 $1.55 21.9% 31%
20260908 $2.17 $1.65 23.2% 39%
20260904 $2.27 $1.68 22.1% 32%
20260903 $2.33 $1.68 22.0% 31%
20260902 $1.75 $1.75 20.8% 23%
20260901 $1.75 $1.75 21.7% 29%
20260831 $1.80 $1.80 23.7% 42%
20260828 $1.85 $1.85 19.3% 13%
20260827 $1.88 $1.88 22.7% 36%
20260826 $1.88 $1.88 23.3% 40%
20260825 $1.92 $1.92 23.4% 41%
20260824 $1.92 $1.92 23.0% 38%
20260821 $2.23 $3.27 20.5% 21%
20260820 $2.15 $1.58 21.8% 30%
20260819 $1.97 $1.45 22.2% 33%
20260818 $1.98 $1.45 22.1% 31%
20260817 $2.08 $1.60 20.8% 23%
20260814 $2.10 $1.57 21.9% 31%
20260813 $2.15 $1.65 21.3% 26%
20260812 $2.25 $1.62 21.4% 27%
20260811 $2.17 $1.52 20.2% 19%
20260810 $2.33 $1.57 20.5% 21%
20260807 — — 19.5% 14%
20260806 $2.30 $1.68 18.3% 6%
20260805 $1.70 $1.70 18.9% 10%
20260804 $1.65 $1.65 19.9% 17%
20260803 $1.73 $1.73 21.5% 28%
20260731 $1.98 $1.98 21.9% 30%
20260730 $1.77 $1.77 22.8% 37%

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.