BANF (Bancfirst Corp)

Expected Move & Straddle Price History

The expected move for BANF 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).

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.

Current BANF Expected Move
30-Day Straddle
$8.18
7-Day Straddle
$5.30
Avg IV
0.4%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to BANF'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.
BANF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $8.18 $5.30 0.4% 8%
20260903 $8.62 $5.38 0.4% 0%
20260902 $5.65 $5.65 0.7% 36%
20260901 $5.45 $5.45 0.7% 34%
20260831 $5.38 $5.38 0.7% 42%
20260828 $5.20 $5.20 0.6% 25%
20260827 $5.50 $5.50 0.6% 28%
20260826 $6.18 $6.18 0.6% 22%
20260825 $6.15 $6.15 0.6% 31%
20260824 $6.28 $6.28 0.6% 21%
20260821 $7.20 $2.77 0.6% 21%
20260820 $6.50 $3.70 0.6% 26%
20260819 $6.90 $3.30 0.6% 25%
20260818 $6.85 $3.15 0.5% 9%
20260817 $7.03 $3.48 0.6% 23%
20260814 $7.40 $3.83 0.6% 16%
20260813 $7.15 $4.05 0.5% 9%
20260812 $6.95 $3.77 0.5% 11%
20260811 $7.25 $4.35 0.5% 13%
20260810 $8.62 $5.98 0.6% 17%
20260806 $8.50 $5.08 0.5% 15%
20260805 $4.82 $4.82 0.8% 52%
20260804 $4.68 $4.68 0.7% 40%
20260803 $5.18 $5.18 0.7% 48%
20260731 $6.65 $6.65 0.7% 34%
20260730 $5.33 $5.33 0.7% 35%
20260729 $5.53 $5.53 0.6% 27%
20260728 $6.50 $6.50 0.7% 36%
20260727 $6.60 $6.60 0.6% 24%
20260724 $6.72 $6.72 0.6% 28%
20260723 $6.80 $6.80 0.6% 18%
20260722 $6.85 $6.85 0.6% 22%
20260721 $7.33 $7.33 0.6% 21%
20260720 $7.72 $7.72 0.5% 11%
20260716 $8.40 $4.75 0.5% 13%
20260715 $9.25 $5.40 0.5% 11%
20260714 $8.65 $4.32 0.5% 9%
20260713 $8.88 $4.38 0.5% 15%
20260710 $8.30 $4.08 0.5% 6%
20260709 $8.55 $5.72 0.5% 6%
20260708 $9.45 $6.50 0.5% 8%
20260707 $8.97 $4.90 0.5% 12%
20260706 $8.75 $5.33 0.5% 3%
20260702 $5.88 $5.88 0.7% 45%
20260701 $6.10 $6.10 0.6% 27%
20260630 $7.15 $7.15 0.7% 35%
20260629 $6.93 $6.93 0.6% 20%
20260626 $7.38 $7.38 0.7% 43%
20260625 $7.65 $7.65 0.6% 26%
20260624 $8.05 $8.05 0.5% 11%
20260623 $6.60 $6.60 0.6% 16%
20260622 $6.70 $6.70 0.6% 17%
20260618 $6.60 $2.83 0.5% 11%
20260617 $7.55 $2.85 0.5% 6%
20260616 $8.10 $3.33 0.5% 2%
20260615 $7.45 $4.03 0.5% 12%
20260613 $8.48 $4.18 0.5% 10%
20260612 $8.45 $4.05 0.5% 8%
20260611 $9.00 $4.10 0.5% 9%
20260610 $9.05 $4.38 0.5% 5%