BANF · Expected Move
Bancfirst Corp
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).
BANF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BANF Expected Move
30-Day Straddle
$6.20
7-Day Straddle
$6.20
30-Day ATM IV
23.5%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.20 | $6.20 | 23.5% | 14% |
| 20261022 | $5.75 | $5.75 | 23.3% | 12% |
| 20261021 | $6.03 | $6.03 | 24.3% | 22% |
| 20261020 | $5.62 | $5.62 | 22.1% | 0% |
| 20261019 | $7.17 | $7.17 | 28.6% | 53% |
| 20261016 | $6.80 | $3.15 | 25.7% | 15% |
| 20261015 | $7.07 | $4.42 | 27.0% | 32% |
| 20261014 | $7.70 | $5.18 | 27.3% | 36% |
| 20261013 | $8.05 | $5.22 | 28.6% | 52% |
| 20261012 | $8.25 | $5.47 | 27.8% | 42% |
| 20261009 | $8.32 | $5.00 | 29.6% | 61% |
| 20261008 | $8.30 | $5.28 | 28.7% | 48% |
| 20261007 | $8.45 | $4.95 | 29.1% | 52% |
| 20261006 | $8.65 | $5.30 | 28.8% | 50% |
| 20261005 | $7.97 | $5.60 | 28.3% | 43% |
| 20261002 | $5.53 | $5.53 | 27.9% | 38% |
| 20261001 | $5.62 | $5.62 | 27.7% | 37% |
| 20260930 | $5.47 | $5.47 | 27.9% | 38% |
| 20260929 | $5.38 | $5.38 | 28.0% | 40% |
| 20260928 | $6.03 | $6.03 | 29.1% | 53% |
| 20260925 | $6.38 | $6.38 | 28.2% | 43% |
| 20260924 | $5.75 | $5.75 | 27.1% | 29% |
| 20260923 | $5.95 | $5.95 | 27.3% | 31% |
| 20260922 | $7.00 | $7.00 | 30.5% | 69% |
| 20260921 | $6.03 | $6.03 | 26.5% | 22% |
| 20260918 | $6.35 | $2.88 | 25.4% | 9% |
| 20260917 | $6.53 | $3.33 | 27.1% | 29% |
| 20260916 | $6.92 | $3.17 | 27.7% | 36% |
| 20260915 | $7.52 | $4.00 | 27.8% | 38% |
| 20260914 | $7.83 | $4.45 | 27.5% | 33% |
| 20260911 | $7.25 | $4.67 | 26.1% | 17% |
| 20260910 | $8.05 | $4.55 | 28.3% | 44% |
| 20260909 | $7.83 | $5.25 | 28.2% | 34% |
| 20260908 | $8.43 | $5.08 | 28.9% | 40% |
| 20260904 | $8.18 | $5.30 | 27.5% | 27% |
| 20260903 | $8.62 | $5.38 | 27.3% | 25% |
| 20260902 | $5.65 | $5.65 | 27.5% | 26% |
| 20260901 | $5.45 | $5.45 | 28.3% | 33% |
| 20260831 | $5.38 | $5.38 | 28.7% | 37% |
| 20260828 | $5.20 | $5.20 | 26.8% | 19% |
| 20260827 | $5.50 | $5.50 | 27.0% | 19% |
| 20260826 | $6.18 | $6.18 | 27.5% | 23% |
| 20260825 | $6.15 | $6.15 | 27.2% | 20% |
| 20260824 | $6.28 | $6.28 | 26.8% | 17% |
| 20260821 | $7.20 | $2.77 | 27.8% | 26% |
| 20260820 | $6.50 | $3.70 | 26.2% | 12% |
| 20260819 | $6.90 | $3.30 | 27.3% | 21% |
| 20260818 | $6.85 | $3.15 | 25.8% | 9% |
| 20260817 | $7.03 | $3.48 | 26.1% | 11% |
| 20260814 | $7.40 | $3.83 | 25.2% | 4% |
| 20260813 | $7.15 | $4.05 | 24.7% | 0% |
| 20260812 | $6.95 | $3.77 | 24.7% | 0% |
| 20260811 | $7.25 | $4.35 | 26.0% | 10% |
| 20260810 | $8.62 | $5.98 | 29.0% | 34% |
| 20260807 | — | — | 28.1% | 27% |
| 20260806 | $8.50 | $5.08 | 27.7% | 24% |
| 20260805 | $4.82 | $4.82 | 26.6% | 15% |
| 20260804 | $4.68 | $4.68 | 25.6% | 7% |
| 20260803 | $5.18 | $5.18 | 27.6% | 23% |
| 20260731 | $6.65 | $6.65 | 27.8% | 24% |
More on BANF
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.