FXZ · Expected Move
First Trust Materials AlphaDEX Fund · ETF
The expected move for FXZ 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).
FXZ 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 FXZ Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
25.2%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to FXZ'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.
FXZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.90 | $4.90 | 25.2% | 36% |
| 20261021 | $2.45 | $2.45 | 23.9% | 24% |
| 20261020 | $2.35 | $2.35 | 24.0% | 25% |
| 20261019 | $0.00 | $0.00 | 24.8% | 32% |
| 20261016 | $4.97 | $4.90 | 26.6% | 48% |
| 20261015 | $5.42 | $3.25 | 26.9% | 50% |
| 20261014 | $5.05 | $3.15 | 24.3% | 28% |
| 20261013 | $5.28 | $3.35 | 25.5% | 38% |
| 20261012 | $5.12 | $3.50 | 28.1% | 61% |
| 20261009 | $5.75 | $3.70 | 31.1% | 86% |
| 20261008 | $5.75 | $3.75 | 28.5% | 64% |
| 20261007 | $5.97 | $3.95 | 28.4% | 63% |
| 20261006 | $6.22 | $4.00 | 32.6% | 99% |
| 20261005 | $6.25 | $3.90 | 32.7% | 100% |
| 20261002 | $4.30 | $4.30 | 32.2% | 98% |
| 20261001 | $4.15 | $4.15 | 28.4% | 65% |
| 20260930 | $4.33 | $4.33 | 24.6% | 31% |
| 20260929 | $4.40 | $4.40 | 25.7% | 40% |
| 20260928 | $4.15 | $4.15 | 25.7% | 41% |
| 20260925 | $4.15 | $4.15 | 24.9% | 34% |
| 20260924 | $4.30 | $4.30 | 24.4% | 30% |
| 20260923 | $4.30 | $4.30 | 25.5% | 39% |
| 20260922 | $4.35 | $4.35 | 24.8% | 33% |
| 20260921 | $4.45 | $4.45 | 23.4% | 20% |
| 20260918 | $4.88 | $4.05 | 25.9% | 42% |
| 20260917 | $4.80 | $3.35 | 31.8% | 95% |
| 20260916 | $4.80 | $3.25 | 24.7% | 32% |
| 20260915 | $4.80 | $3.45 | 26.6% | 48% |
| 20260914 | $4.92 | $3.70 | 25.4% | 38% |
| 20260911 | $5.03 | $3.70 | 30.8% | 85% |
| 20260910 | $5.03 | $3.80 | 31.7% | 93% |
| 20260909 | $5.17 | $3.95 | 28.5% | 65% |
| 20260908 | $5.32 | $4.15 | 28.0% | 61% |
| 20260904 | $5.28 | $4.10 | 27.8% | 59% |
| 20260903 | $5.38 | $4.10 | 27.3% | 55% |
| 20260902 | $4.25 | $4.25 | 26.7% | 50% |
| 20260901 | $4.35 | $4.35 | 30.9% | 86% |
| 20260831 | $4.40 | $4.40 | 32.5% | 100% |
| 20260828 | $4.25 | $4.25 | 26.5% | 53% |
| 20260827 | $4.30 | $4.30 | 24.5% | 33% |
| 20260826 | $4.50 | $4.50 | 26.6% | 54% |
| 20260825 | $4.40 | $4.40 | 24.3% | 32% |
| 20260824 | $4.40 | $4.40 | 27.5% | 63% |
| 20260821 | $4.55 | $3.95 | 23.9% | 28% |
| 20260820 | $4.50 | $3.05 | 31.3% | 100% |
| 20260819 | $4.25 | $2.92 | 25.4% | 47% |
| 20260818 | $4.62 | $3.20 | 23.3% | 24% |
| 20260817 | $4.70 | $3.50 | 21.6% | 6% |
| 20260814 | $3.05 | $3.75 | 26.2% | 55% |
| 20260813 | $4.85 | $3.80 | 21.3% | 2% |
| 20260812 | $5.12 | $3.95 | 23.0% | 21% |
| 20260811 | $4.55 | $2.47 | 21.3% | 2% |
| 20260810 | $4.90 | $2.45 | 22.3% | 12% |
| 20260807 | — | — | 21.6% | 4% |
| 20260806 | $5.05 | $2.92 | 22.3% | 10% |
| 20260805 | $3.02 | $3.02 | 22.1% | 8% |
| 20260804 | $3.25 | $3.25 | 22.8% | 13% |
| 20260803 | $2.70 | $2.70 | 21.1% | 0% |
| 20260731 | $3.45 | $3.45 | 22.9% | 3% |
| 20260730 | $3.65 | $3.65 | 23.2% | 5% |
More on FXZ
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.