FAF · Expected Move
First American Financial Corporation
The expected move for FAF 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).
FAF 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 FAF Expected Move
30-Day Straddle
$6.00
7-Day Straddle
$6.00
30-Day ATM IV
40.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to FAF'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.
FAF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.00 | $6.00 | 40.3% | 100% |
| 20261022 | $5.62 | $5.62 | 38.4% | 100% |
| 20261021 | $5.78 | $5.78 | 37.8% | 99% |
| 20261020 | $5.75 | $5.75 | 37.9% | 100% |
| 20261019 | $5.38 | $5.38 | 35.4% | 86% |
| 20261016 | $5.62 | $0.47 | 35.3% | 86% |
| 20261015 | $4.67 | $1.80 | 30.6% | 50% |
| 20261014 | $5.28 | $3.15 | 33.8% | 74% |
| 20261013 | $5.40 | $3.62 | 32.2% | 62% |
| 20261012 | $5.90 | $3.38 | 35.0% | 83% |
| 20261009 | $6.30 | $3.75 | 35.9% | 90% |
| 20261008 | $6.70 | $3.20 | 33.8% | 74% |
| 20261007 | $5.70 | $2.10 | 32.5% | 65% |
| 20261006 | $6.67 | $4.40 | 37.2% | 100% |
| 20261005 | $6.03 | $4.00 | 35.7% | 89% |
| 20261002 | $3.83 | $3.83 | 33.5% | 72% |
| 20261001 | $4.30 | $4.30 | 37.2% | 100% |
| 20260930 | $4.75 | $4.75 | 35.6% | 88% |
| 20260929 | $3.35 | $3.35 | 29.6% | 42% |
| 20260928 | $3.00 | $3.00 | 35.2% | 85% |
| 20260925 | $2.92 | $2.92 | 30.4% | 49% |
| 20260924 | $3.02 | $3.02 | 28.2% | 32% |
| 20260923 | $5.15 | $5.15 | 31.4% | 56% |
| 20260922 | $5.00 | $5.00 | 30.3% | 48% |
| 20260921 | $5.30 | $5.30 | 34.2% | 76% |
| 20260918 | $4.78 | $4.70 | 30.9% | 52% |
| 20260917 | $6.15 | $3.45 | 31.0% | 52% |
| 20260916 | $5.35 | $5.38 | 29.2% | 39% |
| 20260915 | $6.35 | $5.25 | 29.1% | 38% |
| 20260914 | $6.00 | $3.38 | 28.0% | 30% |
| 20260911 | $4.78 | $3.38 | 27.3% | 25% |
| 20260910 | $6.28 | $5.20 | 37.2% | 99% |
| 20260909 | $5.50 | $4.05 | 32.9% | 67% |
| 20260908 | $6.40 | $5.40 | 36.6% | 94% |
| 20260904 | $6.10 | $5.55 | 31.5% | 56% |
| 20260903 | $5.72 | $4.45 | 29.3% | 39% |
| 20260902 | $4.45 | $4.45 | 31.2% | 52% |
| 20260901 | $4.45 | $4.45 | 29.8% | 42% |
| 20260831 | $3.75 | $3.75 | 29.1% | 31% |
| 20260828 | $5.20 | $5.20 | 31.3% | 41% |
| 20260827 | $5.50 | $5.50 | 33.3% | 52% |
| 20260826 | $5.38 | $5.38 | 33.5% | 53% |
| 20260825 | $4.50 | $4.50 | 32.0% | 45% |
| 20260824 | $5.50 | $5.50 | 32.7% | 49% |
| 20260821 | $5.65 | $2.57 | 34.1% | 56% |
| 20260820 | $4.62 | $2.88 | 26.7% | 15% |
| 20260819 | $5.15 | $4.35 | 26.9% | 16% |
| 20260818 | $5.05 | $3.67 | 26.1% | 12% |
| 20260817 | $5.08 | $3.47 | 29.6% | 31% |
| 20260814 | $5.85 | $4.35 | 30.8% | 38% |
| 20260813 | $6.00 | $4.55 | 31.3% | 41% |
| 20260812 | $6.28 | $5.55 | 32.5% | 47% |
| 20260811 | $6.17 | $5.40 | 32.5% | 47% |
| 20260810 | $6.55 | $6.05 | 30.2% | 33% |
| 20260807 | — | — | 30.9% | 37% |
| 20260806 | $5.75 | $3.83 | 27.5% | 18% |
| 20260805 | $4.97 | $4.97 | 31.7% | 41% |
| 20260804 | $5.15 | $5.15 | 31.6% | 40% |
| 20260803 | $4.60 | $4.60 | 31.0% | 37% |
| 20260731 | $5.28 | $5.28 | 33.5% | 44% |
More on FAF
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.