MSFD · Expected Move
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The expected move for MSFD 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).
MSFD 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 MSFD Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
30-Day ATM IV
41.1%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to MSFD'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.
MSFD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.90 | $0.90 | 41.1% | 24% |
| 20261021 | $0.97 | $0.97 | 39.0% | 20% |
| 20261020 | $1.18 | $1.18 | 42.5% | 26% |
| 20261019 | $1.18 | $1.18 | 40.4% | 22% |
| 20261016 | $1.15 | $0.57 | 42.0% | 25% |
| 20261015 | $0.85 | $0.65 | 31.6% | 5% |
| 20261014 | $3.12 | $1.65 | — | — |
| 20261013 | $0.83 | $0.55 | 29.6% | 1% |
| 20261012 | $3.10 | $0.62 | — | — |
| 20261009 | $0.93 | $0.50 | 36.9% | 15% |
| 20261008 | $0.88 | $0.53 | 42.3% | 26% |
| 20261007 | $0.93 | $0.57 | 39.9% | 21% |
| 20261006 | $0.95 | $0.45 | 30.6% | 3% |
| 20261005 | $0.95 | $1.65 | 42.2% | 26% |
| 20261002 | $0.42 | $0.42 | 31.5% | 5% |
| 20261001 | $0.50 | $0.50 | 32.3% | 6% |
| 20260930 | $0.43 | $0.43 | 32.2% | 6% |
| 20260929 | $0.50 | $0.50 | 31.5% | 5% |
| 20260928 | $0.53 | $0.53 | 32.0% | 6% |
| 20260925 | $0.60 | $0.60 | 29.0% | 0% |
| 20260924 | $0.57 | $0.57 | 35.0% | 11% |
| 20260923 | $0.60 | $0.60 | 33.1% | 7% |
| 20260922 | $0.65 | $0.65 | 34.5% | 10% |
| 20260921 | $0.70 | $0.70 | 38.4% | 18% |
| 20260918 | $0.72 | $2.95 | 33.2% | 8% |
| 20260917 | $0.53 | $0.50 | 39.0% | 19% |
| 20260916 | $0.78 | $0.62 | 34.2% | 9% |
| 20260915 | $1.67 | $0.55 | 59.6% | 60% |
| 20260914 | $2.88 | $0.43 | 31.4% | 4% |
| 20260911 | $0.75 | $0.57 | 36.9% | 15% |
| 20260910 | $0.80 | $3.00 | 32.4% | 6% |
| 20260909 | $0.85 | $3.00 | — | — |
| 20260908 | $0.73 | $0.62 | 31.8% | 5% |
| 20260904 | $0.70 | $0.55 | 39.4% | 20% |
| 20260903 | $0.72 | $0.48 | 32.7% | 7% |
| 20260902 | $1.75 | $1.75 | 34.2% | 9% |
| 20260901 | $1.73 | $1.73 | 32.1% | 5% |
| 20260831 | $0.55 | $0.55 | 30.8% | 3% |
| 20260828 | $1.58 | $1.58 | 29.5% | 0% |
| 20260827 | $2.98 | $2.98 | 29.4% | 0% |
| 20260826 | $0.68 | $0.68 | 32.2% | 2% |
| 20260825 | $3.05 | $3.05 | 36.3% | 11% |
| 20260824 | $0.93 | $0.93 | 36.6% | 11% |
| 20260821 | $1.65 | $0.50 | 54.8% | 48% |
| 20260820 | $0.78 | $3.17 | 49.8% | 38% |
| 20260819 | $0.78 | $0.47 | 31.7% | 1% |
| 20260818 | $0.75 | $1.62 | 31.6% | 1% |
| 20260817 | $0.80 | $1.82 | 47.9% | 34% |
| 20260814 | $0.80 | $2.42 | 32.3% | 3% |
| 20260813 | $0.80 | $2.90 | 33.7% | 6% |
| 20260812 | $0.95 | $0.55 | 46.0% | 30% |
| 20260811 | $0.88 | $0.50 | 33.5% | 5% |
| 20260810 | $0.82 | $0.43 | 32.3% | 3% |
| 20260807 | — | — | 31.0% | 0% |
| 20260806 | $1.00 | $3.02 | — | — |
| 20260805 | $0.85 | $0.85 | 37.0% | 12% |
| 20260804 | $1.88 | $1.88 | 32.7% | 3% |
| 20260803 | $0.65 | $0.65 | 32.3% | 2% |
| 20260731 | $0.75 | $0.75 | 60.8% | 61% |
| 20260730 | $0.65 | $0.65 | 53.1% | 45% |
More on MSFD
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.