LEGR · Expected Move
First Trust Indxx Innovative Transaction & Process ETF · ETF
The expected move for LEGR 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).
LEGR 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 LEGR Expected Move
30-Day Straddle
$2.02
7-Day Straddle
$1.20
30-Day ATM IV
13.6%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to LEGR'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.
LEGR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.02 | $1.20 | 13.6% | 11% |
| 20261008 | $2.05 | $1.18 | 12.7% | 6% |
| 20261007 | $2.12 | $1.30 | 12.8% | 6% |
| 20261006 | $2.10 | $1.35 | 13.6% | 11% |
| 20261005 | $2.30 | $1.32 | 12.8% | 7% |
| 20261002 | $1.35 | $1.35 | 12.1% | 2% |
| 20261001 | $1.40 | $1.40 | 13.3% | 9% |
| 20260930 | $1.52 | $1.52 | 11.6% | 0% |
| 20260929 | $1.52 | $1.52 | 12.2% | 0% |
| 20260928 | $1.55 | $1.55 | 13.0% | 0% |
| 20260925 | $1.58 | $1.58 | 13.9% | 5% |
| 20260924 | $1.50 | $1.50 | 13.1% | 0% |
| 20260923 | $1.62 | $1.62 | 13.8% | 4% |
| 20260922 | $1.68 | $1.68 | 15.1% | 11% |
| 20260921 | $1.62 | $1.62 | 17.4% | 25% |
| 20260918 | $1.70 | $5.00 | 16.5% | 19% |
| 20260917 | $1.88 | $1.23 | 15.4% | 13% |
| 20260916 | $2.08 | $1.12 | 15.4% | 13% |
| 20260915 | $2.00 | $1.43 | 14.8% | 9% |
| 20260914 | $1.82 | $1.27 | 15.3% | 12% |
| 20260911 | $2.00 | $1.40 | 15.2% | 12% |
| 20260910 | $2.25 | $1.57 | 15.6% | 14% |
| 20260909 | $2.02 | $1.45 | 15.7% | 15% |
| 20260908 | $2.17 | $1.55 | 14.8% | 10% |
| 20260904 | $2.05 | $1.45 | 15.5% | 14% |
| 20260903 | $2.17 | $1.50 | 15.0% | 11% |
| 20260902 | $1.55 | $1.55 | 14.6% | 9% |
| 20260901 | $1.67 | $1.67 | 14.9% | 10% |
| 20260831 | $1.55 | $1.55 | 18.7% | 33% |
| 20260828 | $1.55 | $1.55 | 13.7% | 3% |
| 20260827 | $1.65 | $1.65 | 16.7% | 21% |
| 20260826 | $1.62 | $1.62 | 14.6% | 8% |
| 20260825 | $1.62 | $1.62 | 14.2% | 6% |
| 20260824 | $1.83 | $1.83 | 14.5% | 8% |
| 20260821 | $1.77 | $5.00 | 14.7% | 9% |
| 20260820 | $1.88 | $1.17 | 15.1% | 12% |
| 20260819 | $1.98 | $1.27 | 14.9% | 10% |
| 20260818 | $2.05 | $1.27 | 15.1% | 11% |
| 20260817 | $1.88 | $1.20 | 13.2% | 0% |
| 20260814 | $1.95 | $1.25 | 13.9% | 3% |
| 20260813 | $1.98 | $1.32 | 13.4% | 0% |
| 20260812 | $1.90 | $1.32 | 16.7% | 18% |
| 20260811 | $2.10 | $1.35 | 16.4% | 16% |
| 20260810 | $2.42 | $1.80 | 17.9% | 25% |
| 20260807 | — | — | 17.7% | 24% |
| 20260806 | $2.50 | $1.90 | 19.0% | 32% |
| 20260805 | $2.08 | $2.08 | 18.1% | 27% |
| 20260804 | $1.83 | $1.83 | 19.9% | 37% |
| 20260803 | $1.82 | $1.82 | 20.9% | 44% |
| 20260731 | $1.98 | $1.98 | 21.9% | 50% |
| 20260730 | $2.00 | $2.00 | 22.1% | 51% |
| 20260729 | $2.05 | $2.05 | 19.6% | 36% |
| 20260728 | $2.05 | $2.05 | 19.8% | 37% |
| 20260727 | $2.15 | $2.15 | 20.2% | 40% |
| 20260724 | $2.12 | $2.12 | 19.2% | 34% |
| 20260723 | $2.40 | $2.40 | 19.0% | 32% |
| 20260722 | $2.33 | $2.33 | 20.8% | 44% |
| 20260721 | $2.22 | $2.22 | 20.3% | 40% |
| 20260720 | $2.50 | $2.50 | 18.7% | 30% |
| 20260716 | $2.30 | $1.42 | 18.1% | 27% |
More on LEGR
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.