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
$6.72
7-Day Straddle
$6.72
Avg IV
0.6%
IV Rank
28%
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
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%
20260609 $9.40 $5.08 0.5% 8%
20260608 $9.03 $4.85 0.5% 6%
20260605 $9.30 $4.50 0.5% 6%
20260604 $9.47 $5.93 0.5% 7%
20260603 $9.78 $5.50 0.5% 14%
20260602 $6.22 $6.22 0.8% 57%
20260601 $6.75 $6.75 0.7% 54%
20260529 $6.78 $6.78 0.7% 44%
20260528 $6.28 $6.28 0.7% 45%
20260527 $6.10 $6.10 0.6% 37%
20260526 $7.40 $7.40 0.6% 37%
20260510 $8.10 $4.92 0.5% 24%
20260508 $8.10 $4.92 0.5% 23%
20260507 $8.30 $4.85 0.5% 20%
20260506 $8.18 $5.03 0.5% 18%
20260505 $8.62 $5.30 0.5% 14%
20260504 $9.35 $6.25 0.5% 22%
20260502 $6.38 $6.38 1.1% 100%
20260501 $5.60 $5.60 0.9% 100%
20260430 $5.60 $5.60 0.8% 100%
20260429 $5.40 $5.40 0.7% 84%
20260428 $5.45 $5.45 0.7% 84%
20260427 $6.15 $6.15 0.6% 60%
20260424 $6.55 $6.55 0.7% 75%
20260423 $6.70 $6.70 0.7% 82%
20260422 $7.08 $7.08 0.6% 50%
20260421 $7.08 $7.08 0.6% 59%
20260420 $6.92 $6.92 0.5% 36%
20260417 $7.33 $3.83 0.7% 69%