FYX · Expected Move
First Trust Small Cap Core AlphaDEX Fund · ETF
The expected move for FYX 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).
FYX 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 FYX Expected Move
30-Day Straddle
$5.75
7-Day Straddle
$5.75
30-Day ATM IV
18.6%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to FYX'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.
FYX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.75 | $5.75 | 18.6% | 57% |
| 20261021 | $5.50 | $5.50 | 17.4% | 39% |
| 20261020 | $5.55 | $5.55 | 17.8% | 33% |
| 20261019 | $5.67 | $5.67 | 17.7% | 31% |
| 20261016 | $6.08 | $5.00 | 18.1% | 36% |
| 20261015 | $5.40 | $1.57 | 15.9% | 11% |
| 20261014 | $6.10 | $1.83 | 18.1% | 36% |
| 20261013 | $5.90 | $2.17 | 16.8% | 22% |
| 20261012 | $6.10 | $2.08 | 17.0% | 23% |
| 20261009 | $6.35 | $2.27 | 17.1% | 24% |
| 20261008 | $6.95 | $2.85 | 18.7% | 43% |
| 20261007 | $6.60 | $2.80 | 17.6% | 30% |
| 20261006 | $6.78 | $2.88 | 17.4% | 28% |
| 20261005 | $6.92 | $3.23 | 17.5% | 29% |
| 20261002 | $3.48 | $3.48 | 17.2% | 26% |
| 20261001 | $4.00 | $4.00 | 18.2% | 38% |
| 20260930 | $4.00 | $4.00 | 18.2% | 37% |
| 20260929 | $4.12 | $4.12 | 18.0% | 34% |
| 20260928 | $4.15 | $4.15 | 17.5% | 29% |
| 20260925 | $4.35 | $4.35 | 17.0% | 24% |
| 20260924 | $4.45 | $4.45 | 16.9% | 23% |
| 20260923 | $4.35 | $4.35 | 16.3% | 16% |
| 20260922 | $4.40 | $4.40 | 15.8% | 11% |
| 20260921 | $4.42 | $4.42 | 15.6% | 8% |
| 20260918 | $4.70 | $3.60 | 15.5% | 7% |
| 20260917 | $4.78 | $1.68 | 15.5% | 6% |
| 20260916 | $5.45 | $2.05 | 16.9% | 22% |
| 20260915 | $5.62 | $2.42 | 17.4% | 28% |
| 20260914 | $5.58 | $2.53 | 16.6% | 20% |
| 20260911 | $5.80 | $2.62 | 16.9% | 23% |
| 20260910 | $6.22 | $3.17 | 18.0% | 34% |
| 20260909 | $5.88 | $3.05 | 16.5% | 18% |
| 20260908 | $5.85 | $3.12 | 16.0% | 12% |
| 20260904 | $5.85 | $3.15 | 14.9% | 0% |
| 20260903 | $6.05 | $3.50 | 15.5% | 4% |
| 20260902 | $3.80 | $3.80 | 15.9% | 9% |
| 20260901 | $4.00 | $4.00 | 16.4% | 15% |
| 20260831 | $3.92 | $3.92 | 15.5% | 5% |
| 20260828 | $4.33 | $4.33 | 15.4% | 4% |
| 20260827 | $4.18 | $4.18 | 15.1% | 0% |
| 20260826 | $4.50 | $4.50 | 15.8% | 5% |
| 20260825 | $4.78 | $4.78 | 16.1% | 9% |
| 20260824 | $4.85 | $4.85 | 16.4% | 12% |
| 20260821 | $4.90 | $4.10 | 15.6% | 3% |
| 20260820 | $5.20 | $2.65 | 16.2% | 10% |
| 20260819 | $5.25 | $1.98 | 15.6% | 2% |
| 20260818 | $5.35 | $2.15 | 16.0% | 8% |
| 20260817 | $5.33 | $2.38 | 15.3% | 0% |
| 20260814 | $5.53 | $2.55 | 15.5% | 0% |
| 20260813 | $5.72 | $2.52 | 16.2% | 1% |
| 20260812 | $5.88 | $2.55 | 16.0% | 0% |
| 20260811 | $6.33 | $2.80 | 17.0% | 1% |
| 20260810 | $6.33 | $3.28 | 17.4% | 5% |
| 20260807 | — | — | 16.9% | 0% |
| 20260806 | $6.80 | $3.83 | 17.5% | 2% |
| 20260805 | $4.38 | $4.38 | 18.9% | 12% |
| 20260804 | $5.55 | $5.55 | 18.4% | 8% |
| 20260803 | $4.25 | $4.25 | 18.4% | 8% |
| 20260731 | $5.47 | $5.47 | 19.1% | 14% |
| 20260730 | $4.75 | $4.75 | 19.0% | 13% |
More on FYX
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.