FYT · Expected Move
First Trust Small Cap Value AlphaDEX Fund · ETF
The expected move for FYT 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).
FYT 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 FYT Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$3.10
30-Day ATM IV
19.6%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to FYT'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.
FYT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.10 | $3.10 | 19.6% | 10% |
| 20261021 | $3.05 | $3.05 | 22.8% | 34% |
| 20261020 | $3.00 | $3.00 | 20.1% | 14% |
| 20261019 | $3.00 | $3.00 | 19.3% | 7% |
| 20261016 | $3.40 | $3.42 | 19.1% | 6% |
| 20261015 | $3.17 | $1.67 | 18.8% | 4% |
| 20261014 | $3.35 | $1.68 | 21.1% | 20% |
| 20261013 | $3.17 | $1.88 | 18.2% | 0% |
| 20261012 | $3.15 | $1.75 | 18.3% | 0% |
| 20261009 | $3.55 | $1.97 | 21.7% | 2% |
| 20261008 | $3.50 | $1.90 | 22.9% | 11% |
| 20261007 | $3.62 | $2.12 | 21.4% | 0% |
| 20261006 | $3.55 | $2.00 | 23.7% | 17% |
| 20261005 | $3.60 | $1.97 | 24.0% | 20% |
| 20261002 | $2.17 | $2.17 | 22.9% | 11% |
| 20261001 | $2.17 | $2.17 | 21.4% | 0% |
| 20260930 | $2.35 | $2.35 | 23.4% | 12% |
| 20260929 | $2.35 | $2.35 | 24.3% | 17% |
| 20260928 | $2.33 | $2.33 | 21.4% | 0% |
| 20260925 | $2.50 | $2.50 | 24.4% | 11% |
| 20260924 | $2.50 | $2.50 | 23.9% | 8% |
| 20260923 | $2.73 | $2.73 | 22.7% | 0% |
| 20260922 | $2.75 | $2.75 | 25.2% | 17% |
| 20260921 | $2.75 | $2.75 | 25.4% | 18% |
| 20260918 | $3.35 | $5.00 | 22.7% | 0% |
| 20260917 | $3.40 | $2.23 | 29.2% | 38% |
| 20260916 | $3.30 | $2.17 | 29.4% | 40% |
| 20260915 | $3.60 | $2.67 | 29.2% | 39% |
| 20260914 | $3.50 | $2.58 | 24.3% | 4% |
| 20260911 | $3.65 | $2.67 | 26.2% | 17% |
| 20260910 | $3.90 | $2.83 | 27.0% | 23% |
| 20260909 | $3.65 | $2.75 | 26.9% | 22% |
| 20260908 | $3.75 | $2.83 | 28.5% | 33% |
| 20260904 | $3.85 | $2.83 | 27.4% | 26% |
| 20260903 | $3.95 | $2.95 | 27.4% | 26% |
| 20260902 | $3.25 | $3.25 | 28.8% | 36% |
| 20260901 | $3.23 | $3.23 | 29.0% | 37% |
| 20260831 | $3.35 | $3.35 | 28.8% | 36% |
| 20260828 | $3.35 | $3.35 | 27.9% | 29% |
| 20260827 | $3.35 | $3.35 | 28.0% | 30% |
| 20260826 | $3.55 | $3.55 | 27.8% | 29% |
| 20260825 | $3.60 | $3.60 | 27.2% | 24% |
| 20260824 | $3.60 | $3.60 | 27.8% | 28% |
| 20260821 | $3.70 | $3.77 | 25.4% | 11% |
| 20260820 | $3.70 | $2.30 | 27.6% | 27% |
| 20260819 | $3.65 | $2.25 | 24.7% | 6% |
| 20260818 | $3.98 | $2.27 | 27.5% | 26% |
| 20260817 | $3.80 | $2.47 | 26.1% | 17% |
| 20260814 | $4.00 | $2.62 | 25.8% | 14% |
| 20260813 | $4.05 | $2.58 | 23.8% | 0% |
| 20260812 | $3.98 | $2.60 | 27.2% | 25% |
| 20260811 | $4.53 | $2.88 | 25.4% | 11% |
| 20260810 | $4.35 | $2.83 | 25.4% | 11% |
| 20260807 | — | — | 25.9% | 12% |
| 20260806 | $4.75 | $3.25 | 26.3% | 14% |
| 20260805 | $3.17 | $3.17 | 26.4% | 14% |
| 20260804 | $3.15 | $3.15 | 23.8% | 0% |
| 20260803 | $3.35 | $3.35 | 25.9% | 9% |
| 20260731 | $3.50 | $3.50 | 29.1% | 27% |
| 20260730 | $3.85 | $3.85 | 27.1% | 16% |
More on FYT
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.