NFTY · Expected Move
First Trust India Nifty 50 Equal Weight ETF · ETF
The expected move for NFTY 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).
NFTY 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 NFTY Expected Move
30-Day Straddle
$2.53
7-Day Straddle
$2.53
30-Day ATM IV
25.4%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to NFTY'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.
NFTY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.53 | $2.53 | 25.4% | 14% |
| 20261021 | $1.45 | $1.45 | 30.7% | 27% |
| 20261020 | $2.45 | $2.45 | 32.1% | 31% |
| 20261019 | $0.00 | $0.00 | 30.8% | 27% |
| 20261016 | $2.60 | $5.53 | 30.2% | 26% |
| 20261015 | $2.73 | $1.75 | 30.4% | 26% |
| 20261014 | $2.67 | $1.88 | 31.3% | 29% |
| 20261013 | $2.67 | $1.95 | 30.0% | 25% |
| 20261012 | $2.78 | $1.98 | 29.3% | 24% |
| 20261009 | $2.73 | $1.90 | 29.3% | 24% |
| 20261008 | $2.72 | $2.05 | 30.0% | 25% |
| 20261007 | $2.75 | $2.00 | 29.2% | 23% |
| 20261006 | $2.72 | $2.02 | 31.9% | 30% |
| 20261005 | $2.75 | $2.08 | 29.4% | 24% |
| 20261002 | $2.12 | $2.12 | 28.1% | 21% |
| 20261001 | $2.20 | $2.20 | 27.1% | 18% |
| 20260930 | $2.20 | $2.20 | 31.0% | 28% |
| 20260929 | $2.27 | $2.27 | 31.0% | 28% |
| 20260928 | $2.23 | $2.23 | 30.8% | 27% |
| 20260925 | $2.25 | $2.25 | 28.7% | 22% |
| 20260924 | $2.33 | $2.33 | 27.6% | 19% |
| 20260923 | $2.20 | $2.20 | 27.9% | 20% |
| 20260922 | $2.38 | $2.38 | 28.2% | 21% |
| 20260921 | $2.25 | $2.25 | 28.9% | 23% |
| 20260918 | $2.38 | $5.45 | 23.8% | 10% |
| 20260917 | $2.40 | $1.77 | 29.6% | 24% |
| 20260916 | $2.47 | $1.77 | 24.8% | 12% |
| 20260915 | $2.50 | $1.90 | 24.9% | 13% |
| 20260914 | $2.50 | $1.92 | 23.4% | 9% |
| 20260911 | $2.55 | $2.00 | 24.3% | 11% |
| 20260910 | $2.65 | $2.05 | 23.8% | 10% |
| 20260909 | $2.65 | $2.05 | 22.9% | 7% |
| 20260908 | $2.67 | $2.15 | 23.6% | 9% |
| 20260904 | $2.78 | $2.05 | 26.1% | 16% |
| 20260903 | $2.73 | $2.12 | 26.1% | 16% |
| 20260902 | $2.15 | $2.15 | 25.5% | 14% |
| 20260901 | $2.17 | $2.17 | 29.0% | 23% |
| 20260831 | $2.12 | $2.12 | 29.1% | 23% |
| 20260828 | $2.30 | $2.30 | 29.0% | 23% |
| 20260827 | $2.40 | $2.40 | 29.7% | 25% |
| 20260826 | $2.45 | $2.45 | 29.8% | 25% |
| 20260825 | $2.52 | $2.52 | 30.5% | 27% |
| 20260824 | $2.45 | $2.45 | 30.4% | 26% |
| 20260821 | $2.45 | $6.08 | 34.3% | 36% |
| 20260820 | $2.40 | $1.82 | 33.3% | 34% |
| 20260819 | $2.38 | $1.77 | 35.3% | 39% |
| 20260818 | $2.42 | $1.88 | 31.2% | 28% |
| 20260817 | $2.42 | $1.95 | 33.7% | 35% |
| 20260814 | $2.58 | $2.08 | 30.7% | 27% |
| 20260813 | $2.53 | $2.08 | 30.4% | 26% |
| 20260812 | $2.60 | $2.12 | 30.0% | 25% |
| 20260811 | $2.80 | $2.33 | 29.9% | 25% |
| 20260810 | $3.08 | $2.48 | 29.6% | 24% |
| 20260807 | — | — | 28.8% | 22% |
| 20260806 | $6.42 | $6.38 | 32.9% | 33% |
| 20260805 | $2.55 | $2.55 | 33.2% | 33% |
| 20260804 | $2.58 | $2.58 | 33.4% | 34% |
| 20260803 | $2.50 | $2.50 | 34.8% | 38% |
| 20260731 | $2.65 | $2.65 | 31.9% | 30% |
| 20260730 | $2.70 | $2.70 | 32.9% | 33% |
More on NFTY
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