REX FANG & Innovation Equity Premium Income ETF (FEPI) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

REX FANG & Innovation Equity Premium Income ETF (FEPI) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $677.2M, listed on NASDAQ, carrying a beta of 1.00 to the broader market. FEPI employs a covered call strategy, aiming for a balance between generating income and participating in potential gains within the technology sector. public since 2023-10-04.

Snapshot as of May 15, 2026.

Spot Price
$44.69
Expected Move
6.2%
Implied High
$47.48
Implied Low
$41.90
Front DTE
34 days

As of May 15, 2026, REX FANG & Innovation Equity Premium Income ETF (FEPI) has an expected move of 6.25%, a one-standard-deviation implied price range of roughly $41.90 to $47.48 from the current $44.69. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

FEPI Strategy Sizing to the Expected Move

With REX FANG & Innovation Equity Premium Income ETF pricing an expected move of 6.25% from $44.69, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for FEPI derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $44.69 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263421.8%6.7%$47.66$41.72
Jul 17, 20266326.5%11.0%$49.61$39.77
Oct 16, 202615420.1%13.1%$50.52$38.86
Jan 15, 202724517.8%14.6%$51.21$38.17

Frequently asked FEPI expected move questions

What is the current FEPI expected move?
As of May 15, 2026, REX FANG & Innovation Equity Premium Income ETF (FEPI) has an expected move of 6.25% over the next 34 days, implying a one-standard-deviation price range of $41.90 to $47.48 from the current $44.69. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the FEPI expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is FEPI expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.