Tracking the FDS expected move helps you see how far Factset Research Systems Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Factset Research Systems Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the FDS expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For FDS, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The FDS expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Factset Research Systems Inc is unlikely to go.
FactSet Research Systems Inc., a financial data and analytics company, provides integrated financial information and analytical applications to the investment community in the Americas, Europe, the Middle East, Africa, and the Asia Pacific. The company delivers insight and information through the workflow solutions of research, analytics and trading, content and technology solutions, and wealth. It serves portfolio managers, investment banks, asset managers, wealth advisors, corporate clients, and other financial services entities. FactSet Research Systems Inc. was founded in 1978 and is headquartered in Norwalk, Connecticut.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the FDS expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Factset Research Systems Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about FDS.
