FFBC · Expected Move
First Financial Bancorp
The expected move for FFBC 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).
FFBC 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 FFBC Expected Move
30-Day Straddle
$3.45
7-Day Straddle
$2.80
30-Day ATM IV
40.3%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to FFBC'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.
FFBC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.45 | $2.80 | 40.3% | 80% |
| 20261015 | $3.05 | $1.85 | 37.6% | 64% |
| 20261014 | $3.55 | $2.30 | 43.9% | 100% |
| 20261013 | $3.28 | $1.62 | 38.7% | 73% |
| 20261012 | $3.38 | $1.65 | 39.2% | 76% |
| 20261009 | $3.52 | $1.77 | 40.2% | 82% |
| 20261008 | $3.35 | $2.00 | 38.1% | 70% |
| 20261007 | $2.65 | $1.75 | 31.6% | 31% |
| 20261006 | $3.35 | $2.22 | 37.5% | 66% |
| 20261005 | $3.70 | $3.38 | 36.3% | 59% |
| 20261002 | $3.70 | $3.70 | 35.7% | 55% |
| 20261001 | $2.70 | $2.70 | 33.4% | 42% |
| 20260930 | $3.15 | $3.15 | 37.3% | 65% |
| 20260929 | $3.20 | $3.20 | 38.6% | 72% |
| 20260928 | $2.78 | $2.78 | 35.1% | 52% |
| 20260925 | $4.15 | $4.15 | 36.5% | 60% |
| 20260924 | $3.40 | $3.40 | 36.2% | 59% |
| 20260923 | $2.10 | $2.10 | 32.3% | 36% |
| 20260922 | $2.00 | $2.00 | 31.0% | 29% |
| 20260921 | $2.30 | $2.30 | 31.7% | 32% |
| 20260918 | $2.60 | $3.40 | 27.3% | 17% |
| 20260917 | $4.25 | $3.72 | 34.1% | 50% |
| 20260916 | $4.12 | $3.70 | 34.9% | 54% |
| 20260915 | $4.00 | $3.60 | 28.6% | 23% |
| 20260914 | $3.88 | $2.75 | 27.1% | 16% |
| 20260911 | $4.47 | $4.22 | 26.8% | 14% |
| 20260910 | $4.22 | $3.32 | 34.6% | 53% |
| 20260909 | $4.22 | $3.72 | 33.2% | 46% |
| 20260908 | $3.90 | $2.88 | 33.0% | 45% |
| 20260904 | $4.28 | $2.73 | 30.4% | 32% |
| 20260903 | $3.83 | $2.67 | 27.9% | 19% |
| 20260902 | $2.93 | $2.93 | 29.3% | 26% |
| 20260901 | $3.73 | $3.73 | 30.5% | 33% |
| 20260831 | $3.10 | $3.10 | 30.2% | 31% |
| 20260828 | $3.00 | $3.00 | 34.2% | 51% |
| 20260827 | $3.07 | $3.07 | 29.3% | 27% |
| 20260826 | $3.15 | $3.15 | 31.5% | 38% |
| 20260825 | $2.92 | $2.92 | 33.5% | 47% |
| 20260824 | $2.82 | $2.82 | 31.7% | 38% |
| 20260821 | $2.73 | $2.40 | 30.9% | 34% |
| 20260820 | $3.00 | $2.82 | 34.3% | 51% |
| 20260819 | $2.48 | $2.57 | 35.8% | 59% |
| 20260818 | $2.42 | $2.12 | 30.0% | 30% |
| 20260817 | $2.42 | $2.08 | 31.7% | 39% |
| 20260814 | $2.65 | $2.42 | 31.8% | 36% |
| 20260813 | $2.45 | $1.60 | 29.1% | 24% |
| 20260812 | $2.45 | $2.08 | 29.5% | 26% |
| 20260811 | $2.67 | $3.20 | 32.3% | 37% |
| 20260810 | $2.62 | $2.57 | 29.7% | 25% |
| 20260807 | — | — | 30.5% | 25% |
| 20260806 | $2.23 | $1.12 | 26.1% | 8% |
| 20260805 | $1.12 | $1.12 | 27.0% | 12% |
| 20260804 | $1.12 | $1.12 | 27.4% | 13% |
| 20260803 | $1.40 | $1.40 | 26.3% | 9% |
| 20260731 | $2.30 | $2.30 | 31.7% | 18% |
| 20260730 | $2.42 | $2.42 | 33.1% | 22% |
| 20260729 | $2.23 | $2.23 | 30.7% | 16% |
| 20260728 | $2.65 | $2.65 | 34.7% | 26% |
| 20260727 | $2.42 | $2.42 | 31.6% | 18% |
| 20260724 | $2.05 | $2.05 | 27.3% | 8% |
More on FFBC
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.