QABA · Expected Move
First Trust NASDAQ ABA Community Bank Index Fund · ETF
The expected move for QABA 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).
QABA 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 QABA Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.38
30-Day ATM IV
22.3%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to QABA'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.
QABA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $1.38 | $1.38 | 22.3% | 44% |
| 20261016 | $3.58 | $4.90 | 22.4% | 45% |
| 20261015 | $3.55 | $1.65 | 22.1% | 29% |
| 20261014 | $3.58 | $1.70 | 22.0% | 28% |
| 20261013 | $3.65 | $1.68 | 22.3% | 31% |
| 20261012 | $3.80 | $1.88 | 22.4% | 32% |
| 20261009 | $4.12 | $2.02 | 26.0% | 70% |
| 20261008 | $4.22 | $1.95 | 25.1% | 60% |
| 20261007 | $4.20 | $2.10 | 26.0% | 69% |
| 20261006 | $3.95 | $2.05 | 23.1% | 39% |
| 20261005 | $4.28 | $2.17 | 24.3% | 51% |
| 20261002 | $2.35 | $2.35 | 24.0% | 48% |
| 20261001 | $2.20 | $2.20 | 23.9% | 47% |
| 20260930 | $2.60 | $2.60 | 25.6% | 65% |
| 20260929 | $2.48 | $2.48 | 23.5% | 44% |
| 20260928 | $2.67 | $2.67 | 22.2% | 30% |
| 20260925 | $2.58 | $2.58 | 22.9% | 37% |
| 20260924 | $2.78 | $2.78 | 21.7% | 24% |
| 20260923 | $2.80 | $2.80 | 23.5% | 44% |
| 20260922 | $2.73 | $2.73 | 20.4% | 11% |
| 20260921 | $2.73 | $2.73 | 21.1% | 18% |
| 20260918 | $2.83 | $3.25 | 21.0% | 17% |
| 20260917 | $3.00 | $1.60 | 20.1% | 8% |
| 20260916 | $3.47 | $1.73 | 22.7% | 35% |
| 20260915 | $3.27 | $2.02 | 20.9% | 16% |
| 20260914 | $3.17 | $1.98 | 19.9% | 6% |
| 20260911 | $3.27 | $1.98 | 20.5% | 12% |
| 20260910 | $3.38 | $2.12 | 22.6% | 33% |
| 20260909 | $3.45 | $2.20 | 21.8% | 25% |
| 20260908 | $3.45 | $2.27 | 21.8% | 25% |
| 20260904 | $3.70 | $2.38 | 21.2% | 19% |
| 20260903 | $3.65 | $2.48 | 21.3% | 21% |
| 20260902 | $2.50 | $2.50 | 20.9% | 16% |
| 20260901 | $2.55 | $2.55 | 22.3% | 30% |
| 20260831 | $2.45 | $2.45 | 22.4% | 32% |
| 20260828 | $2.50 | $2.50 | 21.3% | 21% |
| 20260827 | $2.70 | $2.70 | 20.7% | 14% |
| 20260826 | $2.70 | $2.70 | 22.2% | 29% |
| 20260825 | $2.85 | $2.85 | 21.5% | 23% |
| 20260824 | $2.92 | $2.92 | 21.8% | 26% |
| 20260821 | $2.88 | $4.80 | 19.4% | 0% |
| 20260820 | $2.95 | $1.68 | 19.6% | 0% |
| 20260819 | $3.17 | $1.70 | 20.9% | 11% |
| 20260818 | $3.45 | $2.15 | 21.6% | 19% |
| 20260817 | $3.23 | $2.12 | 21.2% | 14% |
| 20260814 | $3.48 | $2.35 | 21.3% | 15% |
| 20260813 | $3.58 | $2.38 | 21.7% | 19% |
| 20260812 | $3.55 | $2.47 | 21.5% | 16% |
| 20260811 | $3.70 | $2.17 | 21.7% | 17% |
| 20260810 | $3.67 | $2.22 | 21.6% | 17% |
| 20260807 | — | — | 19.9% | 0% |
| 20260806 | $3.88 | $2.48 | 21.6% | 8% |
| 20260805 | $2.42 | $2.42 | 21.7% | 9% |
| 20260804 | $2.45 | $2.45 | 21.4% | 7% |
| 20260803 | $2.48 | $2.48 | 21.5% | 7% |
| 20260731 | $2.70 | $2.70 | 22.9% | 19% |
| 20260730 | $2.58 | $2.58 | 22.8% | 19% |
| 20260729 | $3.80 | $3.80 | 23.8% | 27% |
| 20260728 | $3.20 | $3.20 | 22.0% | 12% |
| 20260727 | $3.25 | $3.25 | 22.6% | 16% |
More on QABA
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.