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
$9.20
7-Day Straddle
$5.17
Avg IV
0.5%
IV Rank
14%
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
20260609 $9.20 $5.17 0.5% 14%
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%
20260416 $9.30 $4.85 0.6% 56%
20260415 $8.90 $4.25 0.6% 55%
20260414 $8.88 $5.07 0.6% 64%
20260413 $9.50 $5.70 0.6% 48%
20260410 $9.90 $6.28 0.5% 35%
20260409 $9.38 $6.05 0.6% 42%
20260408 $9.50 $6.55 0.6% 42%
20260407 $10.02 $7.20 0.5% 37%
20260406 $10.30 $6.67 0.5% 23%
20260402 $9.75 $6.20 0.5% 25%
20260401 $6.45 $6.45 0.7% 58%
20260331 $7.10 $7.10 0.6% 54%
20260330 $7.97 $7.97 0.7% 59%
20260327 $8.22 $8.22 0.6% 55%
20260326 $7.50 $7.50 0.7% 75%
20260325 $8.25 $8.25 0.6% 48%
20260324 $7.62 $7.62 0.6% 43%
20260323 $7.75 $7.75 0.6% 39%
20260320 $7.35 $2.65 0.5% 37%
20260319 $8.53 $3.17 0.6% 40%
20260318 $8.12 $3.85 0.6% 38%
20260317 $8.57 $4.17 0.5% 37%
20260316 $8.85 $4.65 0.5% 36%
20260313 $9.03 $4.60 0.5% 34%
20260312 $9.43 $5.40 0.5% 32%
20260311 $9.32 $6.72 0.5% 30%
20260310 $9.10 $5.65 0.5% 28%
20260309 $8.45 $6.35 0.5% 23%
20260308 $9.45 $6.53 0.5% 23%
20260306 $9.45 $6.53 0.5% 21%
20260305 $10.03 $6.62 0.5% 19%