FYC · Expected Move
First Trust Small Cap Growth AlphaDEX Fund · ETF
The expected move for FYC 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).
FYC 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 FYC Expected Move
30-Day Straddle
$6.05
7-Day Straddle
$6.05
30-Day ATM IV
23.0%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FYC'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.
FYC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.05 | $6.05 | 23.0% | 100% |
| 20261021 | $5.55 | $5.55 | 20.9% | 85% |
| 20261020 | $5.58 | $5.58 | 21.1% | 69% |
| 20261019 | $5.65 | $5.65 | 21.3% | 72% |
| 20261016 | $6.05 | $5.00 | 22.1% | 80% |
| 20261015 | $5.80 | $2.23 | 20.2% | 60% |
| 20261014 | $6.03 | $1.90 | 21.4% | 73% |
| 20261013 | $6.03 | $2.02 | 20.4% | 63% |
| 20261012 | $6.20 | $1.88 | 20.7% | 65% |
| 20261009 | $6.60 | $2.20 | 20.6% | 64% |
| 20261008 | $6.58 | $2.70 | 21.0% | 69% |
| 20261007 | $6.85 | $2.80 | 21.3% | 71% |
| 20261006 | $6.80 | $3.23 | 20.9% | 68% |
| 20261005 | $6.97 | $3.85 | 20.7% | 65% |
| 20261002 | $3.80 | $3.80 | 20.1% | 59% |
| 20261001 | $4.15 | $4.15 | 22.0% | 79% |
| 20260930 | $4.28 | $4.28 | 21.4% | 73% |
| 20260929 | $4.50 | $4.50 | 21.5% | 74% |
| 20260928 | $4.65 | $4.65 | 21.7% | 76% |
| 20260925 | $5.10 | $5.10 | 20.8% | 67% |
| 20260924 | $5.15 | $5.15 | 20.8% | 67% |
| 20260923 | $4.90 | $4.90 | 20.1% | 59% |
| 20260922 | $4.50 | $4.50 | 18.9% | 47% |
| 20260921 | $4.67 | $4.67 | 18.6% | 43% |
| 20260918 | $5.33 | $5.00 | 18.4% | 42% |
| 20260917 | $5.05 | $1.55 | 18.8% | 45% |
| 20260916 | $4.75 | $1.55 | 17.4% | 31% |
| 20260915 | $4.95 | $2.08 | 17.5% | 32% |
| 20260914 | $5.17 | $2.15 | 16.5% | 21% |
| 20260911 | $5.53 | $2.25 | 16.9% | 25% |
| 20260910 | $5.30 | $3.05 | 17.6% | 33% |
| 20260909 | $5.18 | $2.80 | 17.3% | 30% |
| 20260908 | $4.72 | $2.58 | 15.6% | 12% |
| 20260904 | $4.88 | $2.62 | 14.7% | 3% |
| 20260903 | $5.25 | $2.88 | 15.5% | 11% |
| 20260902 | $3.10 | $3.10 | 15.6% | 12% |
| 20260901 | $3.62 | $3.62 | 17.1% | 28% |
| 20260831 | $3.25 | $3.25 | 15.5% | 10% |
| 20260828 | $3.40 | $3.40 | 15.6% | 11% |
| 20260827 | $3.45 | $3.45 | 15.0% | 6% |
| 20260826 | $3.73 | $3.73 | 15.5% | 11% |
| 20260825 | $3.83 | $3.83 | 15.5% | 11% |
| 20260824 | $4.05 | $4.05 | 16.0% | 16% |
| 20260821 | $4.15 | $4.70 | 15.5% | 10% |
| 20260820 | $4.50 | $1.18 | 16.4% | 20% |
| 20260819 | $4.25 | $1.27 | 15.1% | 6% |
| 20260818 | $4.33 | $1.40 | 14.8% | 4% |
| 20260817 | $4.55 | $1.55 | 15.4% | 10% |
| 20260814 | $4.58 | $1.68 | 14.5% | 0% |
| 20260813 | $4.78 | $1.77 | 15.2% | 0% |
| 20260812 | $5.05 | $2.03 | 15.7% | 0% |
| 20260811 | $5.25 | $2.38 | 16.3% | 3% |
| 20260810 | $5.22 | $2.47 | 16.1% | 1% |
| 20260807 | — | — | 16.1% | 1% |
| 20260806 | $5.57 | $3.00 | 16.1% | 1% |
| 20260805 | $2.98 | $2.98 | 16.0% | 0% |
| 20260804 | $3.55 | $3.55 | 17.0% | 6% |
| 20260803 | $3.40 | $3.40 | 16.4% | 2% |
| 20260731 | $3.78 | $3.78 | 17.0% | 6% |
| 20260730 | $4.32 | $4.32 | 17.7% | 11% |
More on FYC
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.