GRID · Expected Move
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund · ETF
The expected move for GRID 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).
GRID 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 GRID Expected Move
30-Day Straddle
$10.50
7-Day Straddle
$10.50
30-Day ATM IV
26.2%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to GRID'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.
GRID Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $10.50 | $10.50 | 26.2% | 82% |
| 20261016 | $11.30 | $1.98 | 27.0% | 94% |
| 20261015 | $11.00 | $2.33 | 25.4% | 71% |
| 20261014 | $11.15 | $3.27 | 25.3% | 68% |
| 20261013 | $10.90 | $3.88 | 23.6% | 44% |
| 20261012 | $10.80 | $3.10 | 23.2% | 38% |
| 20261009 | $11.45 | $4.20 | 23.2% | 38% |
| 20261008 | $11.80 | $4.80 | 24.0% | 49% |
| 20261007 | $12.20 | $4.97 | 24.2% | 52% |
| 20261006 | $12.35 | $5.22 | 23.3% | 40% |
| 20261005 | $12.85 | $5.97 | 24.7% | 60% |
| 20261002 | $6.40 | $6.40 | 23.8% | 47% |
| 20261001 | $6.92 | $6.92 | 25.0% | 64% |
| 20260930 | $7.05 | $7.05 | 24.3% | 55% |
| 20260929 | $7.47 | $7.47 | 24.4% | 56% |
| 20260928 | $7.80 | $7.80 | 24.6% | 59% |
| 20260925 | $8.00 | $8.00 | 23.6% | 45% |
| 20260924 | $8.65 | $8.65 | 24.7% | 60% |
| 20260923 | $8.07 | $8.07 | 23.3% | 39% |
| 20260922 | $8.15 | $8.15 | 22.4% | 26% |
| 20260921 | $8.95 | $8.95 | 23.7% | 45% |
| 20260918 | $8.45 | $2.25 | 21.2% | 9% |
| 20260917 | $8.75 | $2.33 | 21.9% | 20% |
| 20260916 | $9.03 | $3.35 | 22.7% | 31% |
| 20260915 | $9.88 | $3.58 | 24.3% | 55% |
| 20260914 | $9.90 | $3.35 | 24.3% | 54% |
| 20260911 | $9.95 | $4.42 | 22.1% | 22% |
| 20260910 | $10.50 | $5.45 | 23.8% | 48% |
| 20260909 | $10.70 | $6.65 | 23.9% | 48% |
| 20260908 | $10.35 | $5.30 | 22.1% | 23% |
| 20260904 | $10.40 | $5.83 | 21.4% | 12% |
| 20260903 | $10.65 | $5.88 | 21.5% | 14% |
| 20260902 | $6.58 | $6.58 | 22.9% | 34% |
| 20260901 | $7.30 | $7.30 | 23.2% | 38% |
| 20260831 | $6.90 | $6.90 | 22.3% | 26% |
| 20260828 | $7.12 | $7.12 | 21.3% | 9% |
| 20260827 | $7.65 | $7.65 | 21.6% | 12% |
| 20260826 | $7.90 | $7.90 | 22.4% | 23% |
| 20260825 | $7.72 | $7.72 | 21.7% | 14% |
| 20260824 | $8.55 | $8.55 | 23.1% | 32% |
| 20260821 | $8.45 | $2.33 | 21.6% | 9% |
| 20260820 | $9.20 | $2.42 | 22.7% | 18% |
| 20260819 | $9.12 | $2.80 | 21.6% | 9% |
| 20260818 | $9.30 | $3.03 | 21.6% | 9% |
| 20260817 | $9.45 | $3.15 | 21.1% | 5% |
| 20260814 | $9.40 | $3.65 | 20.6% | 0% |
| 20260813 | $10.45 | $3.90 | 21.6% | 8% |
| 20260812 | $10.50 | $4.58 | 21.8% | 9% |
| 20260811 | $11.70 | $5.53 | 22.7% | 16% |
| 20260810 | $11.15 | $5.58 | 22.7% | 17% |
| 20260807 | — | — | 22.5% | 15% |
| 20260806 | $12.10 | $7.00 | 23.5% | 23% |
| 20260805 | $7.35 | $7.35 | 23.7% | 25% |
| 20260804 | $7.80 | $7.80 | 25.1% | 36% |
| 20260803 | $7.58 | $7.58 | 23.3% | 22% |
| 20260731 | $8.00 | $8.00 | 23.3% | 22% |
| 20260730 | $8.75 | $8.75 | 23.4% | 22% |
| 20260729 | $9.15 | $9.15 | 26.0% | 44% |
| 20260728 | $9.85 | $9.85 | 24.9% | 34% |
| 20260727 | $9.85 | $9.85 | 25.3% | 38% |
More on GRID
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.