FCF · Expected Move
First Commonwealth Financial Corporation
The expected move for FCF 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).
FCF 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 FCF Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.48
30-Day ATM IV
30.5%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to FCF'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.
FCF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.48 | $2.48 | 30.5% | 21% |
| 20261020 | $2.85 | $2.85 | 29.3% | 18% |
| 20261019 | $2.85 | $2.85 | 27.7% | 15% |
| 20261016 | $2.20 | $2.02 | 31.0% | 22% |
| 20261015 | $2.50 | $1.25 | 28.8% | 17% |
| 20261014 | $1.30 | $0.85 | 28.5% | 17% |
| 20261013 | $3.05 | $2.38 | 25.2% | 10% |
| 20261012 | $2.90 | $2.40 | 28.1% | 16% |
| 20261009 | $2.92 | $2.45 | 26.7% | 13% |
| 20261008 | $2.27 | $1.45 | 47.3% | 55% |
| 20261007 | $2.23 | $2.52 | 32.8% | 26% |
| 20261006 | $2.95 | $2.33 | 40.4% | 41% |
| 20261005 | $2.80 | $2.05 | 48.8% | 58% |
| 20261002 | $1.85 | $1.85 | 29.4% | 19% |
| 20261001 | $1.38 | $1.38 | 28.8% | 17% |
| 20260930 | $1.90 | $1.90 | 32.3% | 24% |
| 20260929 | $1.90 | $1.90 | 36.6% | 33% |
| 20260928 | $2.05 | $2.05 | 33.8% | 28% |
| 20260925 | $4.25 | $4.25 | 69.9% | 100% |
| 20260924 | $4.22 | $4.22 | 43.5% | 50% |
| 20260923 | $2.23 | $2.23 | 47.8% | 58% |
| 20260922 | $1.97 | $1.97 | 41.9% | 46% |
| 20260921 | $2.35 | $2.35 | 44.7% | 52% |
| 20260918 | $2.23 | $3.85 | 40.5% | 43% |
| 20260917 | $2.40 | $2.77 | 44.3% | 51% |
| 20260916 | $2.25 | $2.88 | 41.7% | 46% |
| 20260915 | $2.50 | $2.95 | 44.7% | 52% |
| 20260914 | $2.27 | $1.30 | 49.1% | 61% |
| 20260911 | $2.35 | $1.70 | 46.9% | 57% |
| 20260910 | $2.23 | $2.72 | 39.0% | 40% |
| 20260909 | $3.65 | $2.72 | 67.4% | 100% |
| 20260908 | $2.83 | $2.62 | 43.7% | 62% |
| 20260904 | $2.33 | $2.83 | 39.0% | 49% |
| 20260903 | $2.23 | $2.77 | 37.2% | 45% |
| 20260902 | $2.72 | $2.72 | 39.1% | 49% |
| 20260901 | $2.52 | $2.52 | 32.7% | 28% |
| 20260831 | $2.58 | $2.58 | 33.7% | 29% |
| 20260828 | $2.67 | $2.67 | 32.8% | 27% |
| 20260827 | $3.02 | $3.02 | 33.1% | 28% |
| 20260826 | $2.55 | $2.55 | 33.6% | 28% |
| 20260825 | $3.75 | $3.75 | 39.4% | 38% |
| 20260824 | $2.62 | $2.62 | 47.1% | 53% |
| 20260821 | $3.75 | $1.35 | 37.5% | 35% |
| 20260820 | $3.02 | $1.12 | 42.4% | 44% |
| 20260819 | $3.83 | $1.35 | 44.9% | 49% |
| 20260818 | $3.75 | $2.02 | 28.2% | 16% |
| 20260817 | $2.32 | $1.20 | 33.7% | 27% |
| 20260814 | $3.80 | $1.97 | 34.3% | 28% |
| 20260813 | $2.15 | $1.15 | 36.8% | 33% |
| 20260812 | $3.80 | $1.97 | 35.4% | 30% |
| 20260811 | $3.00 | $2.02 | 41.7% | 43% |
| 20260810 | $4.30 | $2.12 | 35.1% | 29% |
| 20260806 | $4.40 | $2.18 | 31.9% | 23% |
| 20260805 | $1.82 | $1.82 | 39.4% | 38% |
| 20260804 | $2.55 | $2.55 | 39.8% | 39% |
| 20260803 | $2.38 | $2.38 | 45.5% | 50% |
| 20260731 | $2.47 | $2.47 | 44.9% | 49% |
| 20260730 | $2.62 | $2.62 | 47.5% | 54% |
| 20260729 | $2.55 | $2.55 | 50.7% | 60% |
| 20260728 | $2.70 | $2.70 | 45.0% | 49% |
More on FCF
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.