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
$6.10
7-Day Straddle
$5.55
Avg IV
0.6%
IV Rank
27%
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 |
|---|---|---|---|---|
| 20260904 | $6.10 | $5.55 | 0.6% | 27% |
| 20260903 | $5.72 | $4.45 | 0.5% | 18% |
| 20260902 | $4.45 | $4.45 | 0.8% | 67% |
| 20260901 | $4.45 | $4.45 | 0.6% | 37% |
| 20260831 | $3.75 | $3.75 | 0.7% | 56% |
| 20260828 | $5.20 | $5.20 | 0.6% | 38% |
| 20260827 | $5.50 | $5.50 | 0.7% | 41% |
| 20260826 | $5.38 | $5.38 | 0.6% | 38% |
| 20260825 | $4.50 | $4.50 | 0.6% | 38% |
| 20260824 | $5.50 | $5.50 | 0.6% | 35% |
| 20260821 | $5.65 | $2.57 | 0.6% | 27% |
| 20260820 | $4.62 | $2.88 | 0.6% | 25% |
| 20260819 | $5.15 | $4.35 | 0.6% | 29% |
| 20260818 | $5.05 | $3.67 | 0.5% | 22% |
| 20260817 | $5.08 | $3.47 | 0.5% | 18% |
| 20260814 | $5.85 | $4.35 | 0.4% | 3% |
| 20260813 | $6.00 | $4.55 | 0.5% | 20% |
| 20260812 | $6.28 | $5.55 | 0.5% | 21% |
| 20260811 | $6.17 | $5.40 | 0.6% | 23% |
| 20260810 | $6.55 | $6.05 | 0.5% | 21% |
| 20260806 | $5.75 | $3.83 | 0.5% | 15% |
| 20260805 | $4.97 | $4.97 | 0.7% | 53% |
| 20260804 | $5.15 | $5.15 | 0.8% | 57% |
| 20260803 | $4.60 | $4.60 | 0.7% | 50% |
| 20260731 | $5.28 | $5.28 | 0.8% | 61% |
| 20260730 | $5.90 | $5.90 | 0.7% | 42% |
| 20260729 | $5.30 | $5.30 | 0.9% | 74% |
| 20260728 | $5.53 | $5.53 | 0.8% | 59% |
| 20260727 | $5.67 | $5.67 | 0.7% | 55% |
| 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% |