FCNCA · Expected Move

First Citizens BancShares Inc

The expected move for FCNCA 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).

FCNCA straddle price & implied vol

60 sessions

Bars: 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 FCNCA Expected Move
30-Day Straddle
$154.45
7-Day Straddle
$154.45
30-Day ATM IV
31.2%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to FCNCA'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.
FCNCA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $154.45 $154.45 31.2% 78%
20261016 $160.85 $10.82 30.5% 73%
20261015 $157.35 $27.70 29.9% 69%
20261014 $157.30 $34.05 30.1% 70%
20261013 $153.70 $42.80 28.8% 61%
20261012 $165.15 $46.35 30.4% 72%
20261009 $166.25 $52.60 29.1% 63%
20261008 $170.40 $62.60 29.4% 65%
20261007 $170.10 $62.60 29.0% 63%
20261006 $170.50 $66.30 28.4% 58%
20261005 $172.45 $70.00 28.4% 58%
20261002 $74.50 $74.50 27.3% 50%
20261001 $79.10 $79.10 27.3% 50%
20260930 $84.90 $84.90 27.1% 49%
20260929 $85.85 $85.85 27.0% 48%
20260928 $91.45 $91.45 27.0% 48%
20260925 $92.25 $92.25 25.5% 38%
20260924 $96.15 $96.15 25.7% 39%
20260923 $96.55 $96.55 25.4% 37%
20260922 $97.95 $97.95 24.3% 30%
20260921 $98.45 $98.45 23.6% 24%
20260918 $103.20 $18.60 22.0% 13%
20260917 $107.95 $24.20 22.6% 18%
20260916 $107.85 $36.10 22.5% 17%
20260915 $114.05 $36.60 22.7% 18%
20260914 $117.30 $42.70 22.7% 18%
20260911 $117.25 $50.65 21.7% 11%
20260910 $120.65 $52.45 22.2% 14%
20260909 $121.50 $57.95 22.4% 16%
20260908 $124.65 $62.10 22.5% 17%
20260904 $126.60 $66.90 20.9% 5%
20260903 $130.70 $72.70 21.2% 7%
20260902 $77.45 $77.45 21.8% 12%
20260901 $75.20 $75.20 21.5% 10%
20260831 $77.00 $77.00 21.2% 6%
20260828 $82.35 $82.35 20.1% 0%
20260827 $82.90 $82.90 20.8% 1%
20260826 $89.40 $89.40 21.1% 3%
20260825 $91.30 $91.30 21.4% 4%
20260824 $100.40 $100.40 22.1% 8%
20260821 $99.00 $16.10 20.6% 0%
20260820 $107.90 $25.00 22.3% 5%
20260819 $106.85 $31.80 21.5% 0%
20260818 $114.65 $40.30 22.3% 4%
20260817 $119.15 $47.35 22.4% 5%
20260814 $122.75 $51.50 21.6% 0%
20260813 $125.60 $54.25 22.0% 0%
20260812 $129.55 $51.15 22.2% 0%
20260811 $138.75 $68.10 23.7% 0%
20260810 $141.50 $75.35 24.2% 0%
20260807 — — 24.9% 0%
20260806 $156.95 $93.50 25.5% 1%
20260805 $96.15 $96.15 25.8% 3%
20260804 $99.15 $99.15 26.2% 6%
20260803 $103.85 $103.85 26.2% 6%
20260731 $108.50 $108.50 25.9% 4%
20260730 $110.95 $110.95 26.1% 5%
20260729 $117.00 $117.00 26.5% 8%
20260728 $117.65 $117.65 26.2% 6%
20260727 $114.20 $114.20 25.9% 4%

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.