NTRL · Expected Move
First Trust Equity Market Neutral ETF · ETF
The expected move for NTRL 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).
NTRL 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 NTRL Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
50.0%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NTRL'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.
NTRL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20240220 | — | — | 50.0% | 100% |
| 20240216 | — | — | 27.4% | 37% |
| 20240215 | — | — | 24.3% | 28% |
| 20240214 | — | — | 38.5% | 70% |
| 20240213 | — | — | 37.0% | 65% |
| 20240212 | — | — | 43.8% | 85% |
| 20240209 | — | — | 39.0% | 71% |
| 20240208 | — | — | 40.9% | 76% |
| 20240207 | — | — | 44.0% | 86% |
| 20240206 | — | — | 40.2% | 74% |
| 20240205 | — | — | 30.8% | 47% |
| 20240202 | — | — | 42.7% | 82% |
| 20240201 | — | — | 43.3% | 84% |
| 20240131 | — | — | 41.8% | 79% |
| 20240130 | — | — | 42.0% | 80% |
| 20240129 | — | — | 45.1% | 89% |
| 20240126 | — | — | 43.0% | 83% |
| 20240125 | — | — | 43.0% | 83% |
| 20240124 | — | — | 45.0% | 89% |
| 20240123 | — | — | 44.7% | 88% |
| 20240122 | — | — | 48.6% | 99% |
| 20240119 | — | — | 42.6% | 82% |
| 20240118 | — | — | 43.9% | 85% |
| 20240117 | — | — | 43.8% | 85% |
| 20240116 | — | — | 42.2% | 80% |
| 20240112 | — | — | 41.8% | 79% |
| 20240111 | — | — | 41.7% | 79% |
| 20240109 | — | — | 39.6% | 73% |
| 20240108 | — | — | 40.0% | 74% |
| 20240105 | — | — | 37.9% | 68% |
| 20240104 | — | — | 38.7% | 70% |
| 20240103 | — | — | 37.7% | 67% |
| 20240102 | — | — | 39.4% | 72% |
| 20231229 | — | — | 38.1% | 68% |
| 20231228 | — | — | 48.9% | 100% |
| 20231227 | — | — | 34.9% | 85% |
| 20231226 | — | — | 34.9% | 85% |
| 20231222 | — | — | 34.4% | 83% |
| 20231221 | — | — | 34.7% | 84% |
| 20231220 | — | — | 35.1% | 86% |
| 20231219 | — | — | 36.3% | 91% |
| 20231218 | — | — | 36.1% | 90% |
| 20231215 | — | — | 35.1% | 86% |
| 20231214 | — | — | 35.6% | 88% |
| 20231213 | — | — | 34.0% | 81% |
| 20231212 | — | — | 34.3% | 83% |
| 20231211 | — | — | 34.8% | 84% |
| 20231208 | — | — | 36.5% | 92% |
| 20231207 | — | — | 37.0% | 94% |
| 20231206 | — | — | 37.4% | 96% |
| 20231205 | — | — | 37.8% | 97% |
| 20231204 | — | — | 37.5% | 96% |
| 20231201 | — | — | 36.2% | 91% |
| 20231130 | — | — | 36.3% | — |
| 20231129 | — | — | 36.1% | — |
| 20231128 | — | — | 36.4% | — |
| 20231127 | — | — | 35.8% | — |
| 20231124 | — | — | 38.4% | — |
| 20231122 | — | — | 37.5% | — |
| 20231121 | — | — | 36.4% | — |
More on NTRL
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.