FISI · Expected Move

Financial Institutions Inc

The expected move for FISI 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).

FISI 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 FISI Expected Move
30-Day Straddle
$4.75
7-Day Straddle
$3.45
30-Day ATM IV
37.8%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to FISI'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.
FISI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261014 $4.75 $3.45 37.8% 40%
20261013 $5.15 $4.90 49.4% 85%
20261012 $5.12 $3.20 50.5% 89%
20261009 $4.55 $4.47 37.9% 41%
20261008 $4.97 $3.55 32.8% 21%
20261007 $4.95 $2.45 36.3% 35%
20261006 $4.95 $1.55 42.2% 57%
20261005 $4.12 $3.20 43.4% 62%
20261002 $4.95 $4.95 51.2% 92%
20261001 $4.90 $4.90 28.8% 6%
20260930 $3.55 $3.55 37.3% 38%
20260929 $3.90 $3.90 29.7% 9%
20260928 $4.40 $4.40 36.9% 37%
20260925 $3.52 $3.52 27.3% 0%
20260924 $3.47 $3.47 34.8% 28%
20260923 $4.80 $4.80 30.0% 9%
20260922 $4.75 $4.75 29.3% 6%
20260921 $4.90 $4.90 38.7% 43%
20260918 $4.65 $2.75 40.1% 48%
20260917 $3.48 $2.27 37.6% 39%
20260916 $4.28 $3.42 46.3% 73%
20260915 $4.88 $3.42 36.5% 34%
20260914 $3.55 $3.12 34.1% 25%
20260911 $5.28 $7.47 35.5% 30%
20260910 $3.65 $2.82 27.8% 0%
20260909 $4.45 $3.05 33.8% 24%
20260908 $4.35 $3.55 33.7% 23%
20260904 $4.25 $3.60 35.9% 32%
20260903 $4.05 $3.42 36.0% 32%
20260902 $3.42 $3.42 33.3% 22%
20260901 $3.45 $3.45 47.2% 76%
20260831 $3.48 $3.48 45.1% 56%
20260828 $4.97 $4.97 50.0% 66%
20260827 $4.80 $4.80 46.1% 54%
20260826 $5.10 $5.10 51.4% 70%
20260825 $3.40 $3.40 36.8% 27%
20260824 $4.97 $4.97 50.1% 66%
20260821 $4.67 $2.42 34.0% 18%
20260820 $3.85 $1.73 37.8% 30%
20260819 $4.90 $2.77 33.3% 16%
20260818 $4.12 $3.08 31.5% 11%
20260817 $5.78 $4.78 37.2% 28%
20260814 $3.33 $4.28 29.5% 5%
20260813 $5.10 $3.28 31.6% 12%
20260812 $4.95 $5.05 31.4% 11%
20260811 $5.45 $4.88 44.8% 51%
20260810 $3.55 $3.83 30.9% 9%
20260807 — — 33.9% 18%
20260806 $5.40 $3.15 31.2% 10%
20260805 $4.28 $4.28 33.7% 15%
20260804 $3.12 $3.12 33.3% 14%
20260803 $3.40 $3.40 42.2% 36%
20260731 $4.90 $4.90 32.2% 11%
20260730 $4.90 $4.90 34.7% 16%
20260729 $4.72 $4.72 43.5% 36%
20260728 $5.10 $5.10 38.4% 25%
20260727 $5.05 $5.05 38.5% 25%
20260724 $4.88 $4.88 51.5% 55%
20260723 $5.12 $5.12 53.3% 59%
20260722 $4.97 $4.97 51.9% 56%

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.