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
$4.12
7-Day Straddle
$3.82
Avg IV
0.6%
IV Rank
25%
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 |
|---|---|---|---|---|
| 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% |
| 20260430 | $4.90 | $4.90 | 0.9% | 73% |
| 20260429 | $4.78 | $4.78 | 0.7% | 46% |
| 20260428 | $4.70 | $4.70 | 0.7% | 48% |
| 20260427 | $5.50 | $5.50 | 0.7% | 53% |
| 20260424 | $4.05 | $4.05 | 1.0% | 100% |
| 20260423 | $4.28 | $4.28 | 0.6% | 32% |
| 20260422 | $6.45 | $6.45 | 0.6% | 40% |
| 20260421 | $6.25 | $6.25 | 0.7% | 47% |
| 20260420 | $5.32 | $5.32 | 0.6% | 39% |
| 20260417 | $5.53 | $4.10 | 0.5% | 9% |
| 20260416 | $4.25 | $2.60 | 0.5% | 22% |
| 20260415 | $4.28 | $2.12 | 0.6% | 28% |
| 20260414 | $4.25 | $1.95 | 0.5% | 23% |
| 20260413 | $5.35 | $3.12 | 0.5% | 5% |
| 20260410 | $5.85 | $4.05 | 0.5% | 21% |
| 20260409 | $6.17 | $4.15 | 0.5% | 8% |
| 20260408 | $5.45 | $4.52 | 0.5% | 6% |
| 20260407 | $6.10 | $4.90 | 0.5% | 14% |
| 20260406 | $5.97 | $4.15 | 0.5% | 11% |
| 20260402 | $6.67 | $5.05 | 0.6% | 26% |
| 20260401 | $5.20 | $5.20 | 0.8% | 79% |
| 20260331 | $5.20 | $5.20 | 0.8% | 64% |
| 20260330 | $5.20 | $5.20 | 0.8% | 75% |
| 20260327 | $5.55 | $5.55 | 0.8% | 67% |
| 20260326 | $5.95 | $5.95 | 0.7% | 57% |
| 20260325 | $4.72 | $4.72 | 0.7% | 60% |
| 20260324 | $6.35 | $6.35 | 0.8% | 62% |
| 20260323 | $6.62 | $6.62 | 0.8% | 64% |
| 20260320 | $5.18 | $5.05 | 0.8% | 63% |
| 20260319 | $6.15 | $4.25 | 0.7% | 59% |
| 20260318 | $4.72 | $4.80 | 0.7% | 51% |
| 20260317 | $6.53 | $5.10 | 0.7% | 54% |