LVHD · Expected Move

Franklin U.S. Low Volatility High Dividend Index ETF · ETF

The expected move for LVHD 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).

LVHD straddle price & implied vol

60 sessions

Bars: 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 LVHD Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.82
30-Day ATM IV
19.4%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to LVHD'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.
LVHD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.82 $1.82 19.4% 2%
20261021 $1.80 $1.80 22.1% 13%
20261020 $1.82 $1.82 20.8% 8%
20261019 $1.85 $1.85 22.2% 14%
20261016 $1.88 $3.17 28.9% 43%
20261015 $1.88 $1.25 21.6% 11%
20261014 $1.77 $1.25 28.4% 40%
20261013 $1.85 $1.35 28.2% 39%
20261012 $1.88 $1.30 27.9% 38%
20261009 $1.92 $1.32 32.7% 59%
20261008 $1.85 $1.27 33.4% 62%
20261007 $1.98 $1.38 28.8% 42%
20261006 $2.00 $1.35 32.7% 59%
20261005 $2.00 $1.45 30.1% 47%
20261002 $1.52 $1.52 29.1% 43%
20261001 $1.45 $1.45 29.1% 43%
20260930 $1.50 $1.50 27.7% 37%
20260929 $1.48 $1.48 31.8% 55%
20260928 $1.50 $1.50 32.9% 59%
20260925 $1.52 $1.52 34.8% 67%
20260924 $1.50 $1.50 33.7% 63%
20260923 $1.55 $1.55 37.5% 79%
20260922 $1.62 $1.62 33.1% 60%
20260921 $1.62 $1.62 32.4% 57%
20260918 $1.65 $3.17 35.2% 69%
20260917 $1.68 $1.25 33.7% 63%
20260916 $1.62 $1.25 34.1% 65%
20260915 $1.80 $1.42 33.1% 61%
20260914 $1.75 $1.32 32.8% 59%
20260911 $1.88 $1.45 31.9% 55%
20260910 $1.88 $1.52 31.5% 54%
20260909 $1.77 $1.45 31.2% 52%
20260908 $1.85 $1.42 30.2% 48%
20260904 $1.88 $1.45 28.0% 39%
20260903 $3.55 $1.50 27.0% 34%
20260902 $1.48 $1.48 26.6% 33%
20260901 $1.50 $1.50 25.9% 30%
20260831 $1.55 $1.55 25.3% 27%
20260828 $1.57 $1.57 23.9% 21%
20260827 $1.60 $1.60 23.0% 17%
20260826 $1.30 $1.30 24.3% 23%
20260825 $1.77 $1.77 23.6% 20%
20260824 $1.35 $1.35 25.1% 26%
20260821 $1.70 $3.25 21.4% 10%
20260820 $1.27 $1.25 22.4% 15%
20260819 $1.25 $1.23 24.7% 24%
20260818 $1.30 $1.27 22.8% 16%
20260817 $1.72 $1.35 19.0% 0%
20260814 $1.35 $1.35 25.0% 23%
20260813 $1.75 $1.35 24.6% 22%
20260812 $1.73 $1.35 30.3% 47%
20260811 $1.77 $1.38 31.7% 53%
20260810 $2.10 $1.68 33.9% 63%
20260807 — — 31.5% 52%
20260806 $2.10 $1.70 37.2% 77%
20260805 $1.88 $1.88 27.0% 32%
20260804 $1.80 $1.80 26.7% 31%
20260803 $1.82 $1.82 27.8% 36%
20260731 $1.90 $1.90 28.7% 39%
20260730 $1.88 $1.88 27.9% 36%

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.