FMAO · Expected Move

Farmers & Merchants Bancorp, Inc.

The expected move for FMAO 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).

FMAO 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 FMAO Expected Move
30-Day Straddle
$3.90
7-Day Straddle
$3.25
30-Day ATM IV
36.5%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to FMAO'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.
FMAO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261111 $3.90 $3.25 36.5% 9%
20261110 $5.15 $4.88 34.2% 3%
20261109 $5.50 $3.33 53.6% 61%
20261106 $4.70 $3.75 40.3% 21%
20261105 $5.22 $3.48 48.9% 47%
20261104 $3.75 $3.75 37.8% 13%
20261103 $4.95 $4.95 41.3% 24%
20261102 $4.93 $4.93 33.4% 0%
20261030 $3.70 $3.70 37.2% 11%
20261029 $4.85 $4.85 33.5% 0%
20261028 $3.48 $3.48 43.3% 27%
20261027 $3.85 $3.85 40.0% 17%
20261026 $4.25 $4.25 42.7% 26%
20261023 $4.50 $4.50 45.0% 46%
20261022 $4.95 $4.95 56.6% 75%
20261021 $5.12 $5.12 63.7% 93%
20261020 $3.57 $3.57 42.4% 40%
20261019 $3.38 $3.38 41.1% 36%
20261016 $4.05 $2.40 44.1% 44%
20261015 $5.17 $0.62 59.1% 82%
20261014 $3.60 $1.48 41.0% 36%
20261013 $4.83 $0.97 54.1% 69%
20261012 $5.00 $1.65 44.7% 45%
20261009 $4.47 $2.05 46.6% 50%
20261008 $4.12 $2.10 45.0% 46%
20261007 $5.08 $2.55 51.0% 61%
20261006 $3.40 $2.93 36.5% 25%
20261005 $4.45 $1.80 44.7% 46%
20261002 $2.10 $2.10 41.6% 38%
20261001 $1.77 $1.77 44.6% 45%
20260930 $2.12 $2.12 47.0% 51%
20260929 $2.23 $2.23 38.6% 30%
20260928 $2.30 $2.30 34.6% 20%
20260925 $2.20 $2.20 40.1% 34%
20260924 $3.77 $3.77 42.4% 40%
20260923 $4.95 $4.95 52.1% 64%
20260922 $4.50 $4.50 41.5% 38%
20260921 $2.90 $2.90 35.5% 22%
20260918 $4.92 $3.80 49.8% 58%
20260917 $3.50 $3.08 37.1% 26%
20260916 $4.95 $3.00 45.0% 46%
20260915 $5.22 $4.93 60.3% 84%
20260914 $3.85 $1.50 45.2% 47%
20260911 $3.77 $4.20 47.4% 52%
20260910 $4.83 $3.75 54.0% 69%
20260909 $4.80 $4.15 53.1% 66%
20260908 $3.50 $2.67 39.3% 32%
20260904 $4.88 $4.80 40.8% 36%
20260903 $4.88 $2.00 49.3% 57%
20260902 $4.70 $4.70 48.6% 55%
20260901 $2.15 $2.15 45.2% 47%
20260831 $2.72 $2.72 45.9% 49%
20260828 $3.90 $3.90 44.0% 44%
20260827 $2.90 $2.90 42.1% 25%
20260826 $4.60 $4.60 37.6% 18%
20260825 $3.65 $3.65 43.3% 27%
20260824 $2.52 $2.52 37.3% 17%
20260821 $4.20 $2.80 46.7% 32%
20260820 $3.05 $1.32 37.4% 17%
20260819 $4.30 $2.75 51.3% 39%

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.