FYEE · Expected Move

Fidelity Yield Enhanced Equity ETF · ETF

The expected move for FYEE 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).

FYEE 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 FYEE Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
30-Day ATM IV
17.5%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to FYEE'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.
FYEE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.30 $1.30 17.5% 16%
20261021 $3.10 $3.10 17.7% 16%
20261020 $5.60 $5.60 28.5% 46%
20261019 $1.43 $1.43 19.0% 20%
20261016 $2.17 $2.92 37.5% 71%
20261015 $1.30 $0.90 16.8% 14%
20261014 $1.48 $0.88 18.0% 17%
20261013 $2.42 $1.00 18.5% 19%
20261012 $4.50 $1.00 27.7% 44%
20261009 $1.40 $0.68 16.1% 12%
20261008 $1.35 $1.02 26.2% 40%
20261007 $1.38 $1.02 14.7% 8%
20261006 $3.15 $0.90 25.5% 38%
20261005 $3.15 $5.00 25.0% 36%
20261002 $1.08 $1.08 23.6% 33%
20261001 $3.12 $3.12 27.0% 30%
20260930 $5.00 $5.00 16.9% 9%
20260929 $5.00 $5.00 15.8% 7%
20260928 $1.12 $1.12 19.1% 10%
20260925 $3.02 $3.02 23.0% 16%
20260924 $1.15 $1.15 15.0% 5%
20260923 $1.18 $1.18 16.0% 6%
20260922 $3.10 $3.10 21.9% 14%
20260921 $1.12 $1.12 16.7% 7%
20260918 $1.20 $1.25 17.9% 9%
20260917 $1.33 $1.07 17.5% 8%
20260916 $1.30 $1.15 16.7% 7%
20260915 $3.02 $0.82 21.6% 14%
20260914 $5.00 $0.95 17.5% 8%
20260911 $3.25 $1.20 26.7% 21%
20260910 $1.40 $0.88 18.1% 9%
20260909 $1.40 $3.12 17.8% 9%
20260908 $1.40 $0.98 21.8% 14%
20260904 $1.48 $5.53 26.4% 21%
20260903 $1.48 $5.55 22.5% 15%
20260902 $1.23 $1.23 24.7% 18%
20260901 $10.00 $10.00 24.9% 19%
20260831 $1.30 $1.30 23.4% 16%
20260828 $1.25 $1.25 23.2% 16%
20260827 $1.27 $1.27 35.4% 33%
20260826 $1.10 $1.10 28.7% 24%
20260825 $1.35 $1.35 21.7% 14%
20260824 $1.15 $1.15 21.3% 14%
20260821 $3.23 $0.88 24.3% 18%
20260820 $1.35 $0.45 18.8% 10%
20260819 $1.40 $0.93 22.9% 16%
20260818 $1.45 $3.00 22.5% 15%
20260817 $2.20 $1.05 19.9% 12%
20260814 $1.65 $5.40 22.7% 15%
20260813 $1.45 $0.97 17.6% 8%
20260812 $5.72 $5.55 17.2% 8%
20260811 $3.27 $1.02 19.2% 11%
20260810 $2.47 $1.88 19.9% 12%
20260807 — — 19.8% 12%
20260806 $3.75 $5.00 19.7% 11%
20260805 $1.97 $1.97 19.9% 12%
20260804 $3.92 $3.92 19.0% 10%
20260803 $3.58 $3.58 22.9% 16%
20260731 $1.98 $1.98 32.9% 30%
20260730 $2.10 $2.10 32.6% 29%

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.