FFIN · Expected Move
First Financial Bankshares Inc
The expected move for FFIN 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).
FFIN 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 FFIN Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$4.62
30-Day ATM IV
35.1%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to FFIN'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.
FFIN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.17 | $4.62 | 35.1% | 20% |
| 20261015 | $3.35 | $3.83 | 38.8% | 28% |
| 20261014 | $3.20 | $3.83 | 28.8% | 5% |
| 20261013 | $4.62 | $3.10 | 38.6% | 28% |
| 20261012 | $5.10 | $3.08 | 62.5% | 83% |
| 20261009 | $4.35 | $2.98 | 40.5% | 32% |
| 20261008 | $4.00 | $3.23 | 39.3% | 29% |
| 20261007 | $3.88 | $3.65 | 40.5% | 32% |
| 20261006 | $4.60 | $3.00 | 35.0% | 19% |
| 20261005 | $3.77 | $3.60 | 41.5% | 34% |
| 20261002 | $3.53 | $3.53 | 58.8% | 74% |
| 20261001 | $3.23 | $3.23 | 39.5% | 30% |
| 20260930 | $3.55 | $3.55 | 40.4% | 32% |
| 20260929 | $3.55 | $3.55 | 44.4% | 41% |
| 20260928 | $3.33 | $3.33 | 36.3% | 22% |
| 20260925 | $3.35 | $3.35 | 35.2% | 20% |
| 20260924 | $3.27 | $3.27 | 35.2% | 20% |
| 20260923 | $3.62 | $3.62 | 39.6% | 30% |
| 20260922 | $3.67 | $3.67 | 62.2% | 82% |
| 20260921 | $1.92 | $1.92 | 63.9% | 86% |
| 20260918 | $2.15 | $4.70 | 60.3% | 78% |
| 20260917 | $2.17 | $4.55 | 63.9% | 86% |
| 20260916 | $2.07 | $4.67 | 70.1% | 100% |
| 20260915 | $3.62 | $3.55 | 64.2% | 97% |
| 20260914 | $3.12 | $2.23 | 51.2% | 64% |
| 20260911 | $2.98 | $2.83 | 45.4% | 48% |
| 20260910 | $3.42 | $2.52 | 51.1% | 63% |
| 20260909 | $3.03 | $2.25 | 45.7% | 49% |
| 20260908 | $2.75 | $3.20 | 43.6% | 44% |
| 20260904 | $2.98 | $3.45 | 37.6% | 28% |
| 20260903 | $3.05 | $2.00 | 51.5% | 64% |
| 20260902 | $3.95 | $3.95 | 40.7% | 36% |
| 20260901 | $2.12 | $2.12 | 53.1% | 68% |
| 20260831 | $3.90 | $3.90 | 47.3% | 53% |
| 20260828 | $4.33 | $4.33 | 43.9% | 45% |
| 20260827 | $2.35 | $2.35 | 47.7% | 54% |
| 20260826 | $2.52 | $2.52 | 41.5% | 38% |
| 20260825 | $2.52 | $2.52 | 40.3% | 35% |
| 20260824 | $2.55 | $2.55 | 33.2% | 17% |
| 20260821 | $1.93 | $5.97 | 29.8% | 8% |
| 20260820 | $2.62 | $2.33 | 33.8% | 19% |
| 20260819 | $3.27 | $3.80 | 26.6% | 0% |
| 20260818 | $3.27 | $3.95 | 36.0% | 18% |
| 20260817 | $3.27 | $4.05 | 33.6% | 12% |
| 20260814 | $2.95 | $3.45 | 34.0% | 13% |
| 20260813 | $3.83 | $4.05 | 32.0% | 7% |
| 20260812 | $4.90 | $1.70 | 41.2% | 33% |
| 20260811 | $3.85 | $4.05 | 42.2% | 36% |
| 20260810 | $4.88 | $3.35 | 37.4% | 22% |
| 20260807 | — | — | 38.5% | 25% |
| 20260806 | $4.97 | $1.38 | 46.8% | 48% |
| 20260805 | $3.55 | $3.55 | 41.7% | 34% |
| 20260804 | $4.05 | $4.05 | 29.6% | 0% |
| 20260803 | $3.48 | $3.48 | 49.1% | 55% |
| 20260731 | $4.05 | $4.05 | 30.8% | 4% |
| 20260730 | $4.05 | $4.05 | 48.8% | 54% |
| 20260729 | $4.12 | $4.12 | 47.2% | 49% |
| 20260728 | $4.05 | $4.05 | 29.4% | 0% |
| 20260727 | $4.12 | $4.12 | 46.8% | 46% |
| 20260724 | $3.95 | $3.95 | 31.0% | 0% |
More on FFIN
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.