LMBS · Expected Move
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF · ETF
The expected move for LMBS 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).
LMBS 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 LMBS Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$2.00
30-Day ATM IV
21.2%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to LMBS'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.
LMBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.00 | $2.00 | 21.2% | 39% |
| 20261020 | $2.02 | $2.02 | 24.9% | 67% |
| 20261019 | $5.90 | $5.90 | 15.7% | 0% |
| 20261016 | $2.08 | $7.45 | 20.8% | 35% |
| 20261015 | $2.08 | $1.48 | 20.7% | 34% |
| 20261014 | $2.12 | $3.45 | 22.8% | 50% |
| 20261013 | $3.35 | $3.48 | 22.2% | 46% |
| 20261012 | $2.15 | $1.52 | 21.9% | 43% |
| 20261009 | $3.73 | $3.48 | 23.3% | 54% |
| 20261008 | $2.23 | $3.53 | 23.5% | 55% |
| 20261007 | $4.90 | $1.93 | 23.3% | 54% |
| 20261006 | $2.30 | $4.90 | 18.5% | 18% |
| 20261005 | $3.68 | $3.58 | 24.7% | 64% |
| 20261002 | $3.58 | $3.58 | 19.1% | 23% |
| 20261001 | $1.43 | $1.43 | 19.8% | 27% |
| 20260930 | $3.58 | $3.58 | 18.9% | 21% |
| 20260929 | $3.28 | $3.28 | 22.3% | 46% |
| 20260928 | $1.88 | $1.88 | 21.0% | 37% |
| 20260925 | $1.90 | $1.90 | 20.3% | 31% |
| 20260924 | $1.85 | $1.85 | 29.5% | 100% |
| 20260923 | $1.85 | $1.85 | 20.4% | 36% |
| 20260922 | $1.90 | $1.90 | 19.8% | 29% |
| 20260921 | $1.92 | $1.92 | 19.8% | 29% |
| 20260918 | $2.08 | $3.45 | 20.2% | 27% |
| 20260917 | $2.10 | $4.80 | 20.1% | 26% |
| 20260916 | $2.10 | $2.05 | 19.3% | 22% |
| 20260915 | $2.10 | $2.00 | 18.6% | 17% |
| 20260914 | $2.10 | $1.97 | 20.0% | 26% |
| 20260911 | $2.17 | $2.08 | 19.7% | 12% |
| 20260910 | $2.22 | $2.10 | 18.7% | 9% |
| 20260909 | $2.33 | $2.15 | 17.5% | 5% |
| 20260908 | $2.33 | $2.20 | 17.0% | 3% |
| 20260904 | $2.40 | $2.20 | 16.8% | 2% |
| 20260903 | $2.40 | $2.20 | 17.4% | 4% |
| 20260902 | $2.17 | $2.17 | 16.1% | 0% |
| 20260901 | $3.62 | $3.62 | 16.9% | 2% |
| 20260831 | $2.22 | $2.22 | 16.9% | 2% |
| 20260828 | $2.17 | $2.17 | 17.5% | 4% |
| 20260827 | $2.12 | $2.12 | 23.4% | 23% |
| 20260826 | $2.15 | $2.15 | 16.5% | 1% |
| 20260825 | $2.12 | $2.12 | 23.0% | 22% |
| 20260824 | $1.38 | $1.38 | 16.4% | 0% |
| 20260821 | $2.22 | $3.23 | 16.9% | 1% |
| 20260820 | $5.95 | $3.67 | 17.5% | 3% |
| 20260819 | $2.22 | $2.22 | 16.5% | 0% |
| 20260818 | $2.22 | $2.22 | 16.5% | 0% |
| 20260817 | $2.27 | $2.27 | 17.5% | 0% |
| 20260814 | $2.30 | $3.38 | 20.1% | 1% |
| 20260813 | $2.30 | $2.25 | 19.8% | 0% |
| 20260812 | $4.80 | $3.65 | 20.9% | 4% |
| 20260811 | $2.38 | $3.48 | 21.7% | 7% |
| 20260810 | $2.70 | $2.50 | 21.4% | 5% |
| 20260807 | — | — | 21.5% | 6% |
| 20260806 | $3.58 | $4.80 | 24.7% | 18% |
| 20260805 | $3.88 | $3.88 | 21.9% | 7% |
| 20260804 | $2.58 | $2.58 | 21.9% | 7% |
| 20260803 | $2.62 | $2.62 | 21.8% | 7% |
| 20260731 | $2.62 | $2.62 | 21.5% | 6% |
| 20260730 | $3.50 | $3.50 | 21.4% | 6% |
| 20260729 | $2.67 | $2.67 | 21.9% | 8% |
More on LMBS
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.