FYLD · Expected Move
Cambria Foreign Shareholder Yield ETF · ETF
The expected move for FYLD 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).
FYLD 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 FYLD Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$2.08
30-Day ATM IV
38.7%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to FYLD'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.
FYLD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.08 | $2.08 | 38.7% | 59% |
| 20261020 | $1.53 | $1.53 | 37.9% | 56% |
| 20261019 | $2.10 | $2.10 | 46.1% | 86% |
| 20261016 | $2.15 | $4.85 | 44.2% | 79% |
| 20261015 | $2.12 | $1.60 | 43.4% | 76% |
| 20261014 | $2.20 | $1.68 | 42.1% | 71% |
| 20261013 | $2.23 | $1.67 | 42.3% | 72% |
| 20261012 | $2.17 | $1.15 | 35.3% | 47% |
| 20261009 | $2.25 | $1.88 | 37.3% | 54% |
| 20261008 | $2.35 | $1.80 | 33.6% | 40% |
| 20261007 | $2.35 | $1.27 | 25.7% | 12% |
| 20261006 | $2.30 | $1.85 | 42.5% | 73% |
| 20261005 | $2.33 | $1.82 | 34.3% | 43% |
| 20261002 | $1.88 | $1.88 | 40.6% | 66% |
| 20261001 | $1.93 | $1.93 | 31.5% | 33% |
| 20260930 | $1.82 | $1.82 | 47.4% | 91% |
| 20260929 | $1.90 | $1.90 | 49.4% | 98% |
| 20260928 | $1.95 | $1.95 | 50.0% | 100% |
| 20260925 | $1.95 | $1.95 | 35.2% | 61% |
| 20260924 | $2.00 | $2.00 | 32.7% | 50% |
| 20260923 | $1.95 | $1.95 | 38.7% | 79% |
| 20260922 | $2.08 | $2.08 | 35.3% | 62% |
| 20260921 | $1.88 | $1.88 | 35.2% | 62% |
| 20260918 | $2.30 | $3.55 | 37.0% | 70% |
| 20260917 | $2.27 | $3.40 | 43.2% | 100% |
| 20260916 | $2.22 | $1.43 | 42.6% | 100% |
| 20260915 | $2.50 | $1.45 | 41.8% | 100% |
| 20260914 | $2.48 | $1.45 | 34.6% | 64% |
| 20260911 | $2.53 | $1.52 | 35.8% | 70% |
| 20260910 | $2.58 | $1.57 | 36.1% | 71% |
| 20260909 | $2.55 | $1.48 | 41.2% | 98% |
| 20260908 | $2.58 | $3.48 | 38.4% | 83% |
| 20260904 | $2.62 | $1.50 | 28.0% | 29% |
| 20260903 | $2.70 | $1.50 | 28.4% | 31% |
| 20260902 | $1.65 | $1.65 | 29.4% | 36% |
| 20260901 | $1.62 | $1.62 | 31.0% | 45% |
| 20260831 | $1.68 | $1.68 | 34.9% | 65% |
| 20260828 | $2.12 | $2.12 | 35.3% | 67% |
| 20260827 | $2.15 | $2.15 | 33.0% | 55% |
| 20260826 | $2.20 | $2.20 | 35.3% | 67% |
| 20260825 | $1.75 | $1.75 | 26.3% | 20% |
| 20260824 | $3.70 | $3.70 | 25.8% | 18% |
| 20260821 | $1.65 | $1.12 | 24.2% | 9% |
| 20260820 | $2.30 | $3.30 | 24.6% | 11% |
| 20260819 | $2.48 | $1.15 | 34.8% | 65% |
| 20260818 | $2.35 | $1.12 | 35.2% | 67% |
| 20260817 | $2.33 | $1.23 | 33.9% | 60% |
| 20260814 | $2.35 | $0.70 | 33.1% | 56% |
| 20260813 | $2.30 | $1.23 | 34.9% | 65% |
| 20260812 | $2.30 | $1.27 | 34.8% | 64% |
| 20260811 | $1.75 | $3.25 | 23.2% | 4% |
| 20260810 | $1.90 | $3.30 | 24.0% | 8% |
| 20260807 | — | — | 23.4% | 5% |
| 20260806 | $2.10 | $1.73 | 26.7% | 22% |
| 20260805 | $1.57 | $1.57 | 27.4% | 25% |
| 20260804 | $1.58 | $1.58 | 26.7% | 22% |
| 20260803 | $1.62 | $1.62 | 27.7% | 27% |
| 20260731 | $1.70 | $1.70 | 25.3% | 15% |
| 20260730 | $1.70 | $1.70 | 24.6% | 11% |
| 20260729 | $1.68 | $1.68 | 29.5% | 37% |
More on FYLD
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.