FAF (First American Financial Corporation)
Expected Move & Straddle Price History
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).
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 FAF Expected Move
30-Day Straddle
$5.67
7-Day Straddle
$5.67
Avg IV
0.7%
IV Rank
43%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260724 | $5.67 | $5.67 | 0.7% | 43% |
| 20260723 | $4.30 | $4.30 | 0.6% | 37% |
| 20260722 | $5.80 | $5.80 | 0.6% | 23% |
| 20260721 | $5.85 | $5.85 | 0.5% | 22% |
| 20260720 | $6.80 | $6.80 | 0.7% | 45% |
| 20260716 | $5.80 | $4.80 | 0.6% | 23% |
| 20260715 | $5.47 | $3.65 | 0.5% | 19% |
| 20260714 | $5.83 | $3.65 | 0.6% | 31% |
| 20260713 | $5.88 | $3.17 | 0.6% | 23% |
| 20260710 | $5.60 | $4.80 | 0.6% | 28% |
| 20260709 | $6.25 | $4.95 | 0.5% | 14% |
| 20260708 | $5.90 | $5.00 | 0.5% | 17% |
| 20260707 | $6.50 | $4.78 | 0.5% | 19% |
| 20260706 | $5.80 | $2.85 | 0.5% | 15% |
| 20260702 | $5.00 | $5.00 | 0.9% | 77% |
| 20260701 | $5.00 | $5.00 | 0.8% | 66% |
| 20260630 | $4.95 | $4.95 | 0.8% | 73% |
| 20260629 | $4.15 | $4.15 | 0.7% | 53% |
| 20260626 | $3.33 | $3.33 | 0.6% | 34% |
| 20260625 | $2.75 | $2.75 | 0.7% | 47% |
| 20260624 | $3.83 | $3.83 | 0.6% | 39% |
| 20260623 | $5.35 | $5.35 | 0.6% | 39% |
| 20260622 | $4.22 | $4.22 | 0.7% | 52% |
| 20260618 | $4.40 | $4.95 | 0.6% | 34% |
| 20260617 | $5.40 | $4.95 | 0.7% | 43% |
| 20260616 | $5.00 | $4.95 | 0.6% | 29% |
| 20260615 | $4.05 | $4.90 | 0.6% | 30% |
| 20260613 | $4.15 | $3.60 | 0.6% | 32% |
| 20260612 | $4.25 | $3.60 | 0.6% | 34% |
| 20260611 | $3.65 | $3.95 | 0.6% | 27% |
| 20260610 | $4.62 | $4.95 | 0.6% | 27% |
| 20260609 | $4.45 | $3.82 | 0.5% | 21% |
| 20260608 | $4.12 | $3.82 | 0.6% | 25% |
| 20260605 | $4.80 | $5.05 | 0.5% | 20% |
| 20260604 | $5.20 | $4.80 | 0.6% | 23% |
| 20260603 | $4.65 | $5.10 | 0.5% | 16% |
| 20260602 | $4.80 | $4.80 | 0.7% | 49% |
| 20260601 | $5.10 | $5.10 | 0.7% | 42% |
| 20260529 | $4.95 | $4.95 | 0.6% | 26% |
| 20260528 | $4.05 | $4.05 | 0.6% | 37% |
| 20260527 | $5.03 | $5.03 | 0.5% | 23% |
| 20260526 | $6.15 | $6.15 | 0.5% | 20% |
| 20260522 | $5.05 | $5.05 | 0.6% | 26% |
| 20260521 | $5.15 | $5.15 | 0.6% | 25% |
| 20260520 | $4.95 | $4.95 | 0.5% | 15% |
| 20260519 | $5.33 | $5.33 | 0.6% | 25% |
| 20260518 | $5.20 | $5.20 | 0.5% | 21% |
| 20260515 | $6.15 | $5.10 | 0.5% | 19% |
| 20260514 | $4.85 | $5.25 | 0.5% | 21% |
| 20260513 | $6.12 | $5.00 | 0.5% | 19% |
| 20260512 | $6.60 | $2.97 | 0.5% | 17% |
| 20260511 | $5.50 | $3.00 | 0.5% | 9% |
| 20260510 | $5.62 | $4.33 | 0.4% | 1% |
| 20260508 | $5.62 | $4.33 | 0.4% | 0% |
| 20260507 | $6.03 | $3.77 | 0.5% | 12% |
| 20260506 | $5.83 | $3.77 | 0.5% | 9% |
| 20260505 | $6.45 | $3.90 | 0.5% | 12% |
| 20260504 | $6.50 | $4.05 | 0.5% | 10% |
| 20260502 | $4.15 | $4.15 | 1.0% | 96% |
| 20260501 | $4.15 | $4.15 | 0.9% | 88% |