FR · Expected Move
First Industrial Realty Trust, Inc.
The expected move for FR 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).
FR 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 FR Expected Move
30-Day Straddle
$3.77
7-Day Straddle
$3.77
30-Day ATM IV
23.0%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to FR'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.
FR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $3.77 | $3.77 | 23.0% | 23% |
| 20261016 | $3.65 | $2.92 | 24.9% | 37% |
| 20261015 | $3.80 | $2.88 | 27.8% | 60% |
| 20261014 | $4.58 | $3.40 | 31.8% | 92% |
| 20261013 | $4.03 | $2.98 | 26.6% | 51% |
| 20261012 | $4.80 | $3.12 | 30.9% | 84% |
| 20261009 | $5.12 | $3.30 | 32.9% | 100% |
| 20261008 | $5.30 | $3.33 | 32.6% | 100% |
| 20261007 | $5.20 | $3.73 | 28.4% | 76% |
| 20261006 | $4.80 | $3.35 | 28.8% | 79% |
| 20261005 | $4.92 | $3.33 | 29.5% | 86% |
| 20261002 | $3.77 | $3.77 | 28.4% | 76% |
| 20261001 | $3.58 | $3.58 | 27.8% | 70% |
| 20260930 | $3.33 | $3.33 | 31.0% | 100% |
| 20260929 | $2.35 | $2.35 | 25.3% | 62% |
| 20260928 | $2.50 | $2.50 | 25.7% | 67% |
| 20260925 | $2.52 | $2.52 | 25.2% | 61% |
| 20260924 | $3.03 | $3.03 | 25.8% | 69% |
| 20260923 | $2.85 | $2.85 | 24.8% | 57% |
| 20260922 | $3.12 | $3.12 | 21.6% | 18% |
| 20260921 | $3.28 | $3.28 | 22.9% | 33% |
| 20260918 | $3.33 | $3.60 | 23.7% | 43% |
| 20260917 | $3.20 | $3.40 | 26.7% | 79% |
| 20260916 | $3.50 | $3.00 | 24.1% | 48% |
| 20260915 | $3.38 | $2.53 | 23.4% | 39% |
| 20260914 | $2.93 | $2.25 | 21.9% | 21% |
| 20260911 | $2.98 | $2.25 | 22.1% | 21% |
| 20260910 | $2.77 | $3.10 | 20.7% | 6% |
| 20260909 | $3.00 | $2.20 | 21.0% | 7% |
| 20260908 | $3.35 | $2.78 | 21.6% | 13% |
| 20260904 | $3.38 | $2.75 | 21.3% | 10% |
| 20260903 | $3.35 | $2.65 | 21.2% | 9% |
| 20260902 | $3.10 | $3.10 | 22.1% | 17% |
| 20260901 | $3.03 | $3.03 | 22.1% | 16% |
| 20260831 | $4.75 | $4.75 | 21.4% | 10% |
| 20260828 | $3.30 | $3.30 | 22.1% | 17% |
| 20260827 | $4.58 | $4.58 | 20.1% | 0% |
| 20260826 | $3.05 | $3.05 | 21.5% | 11% |
| 20260825 | $2.73 | $2.73 | 20.7% | 4% |
| 20260824 | $3.22 | $3.22 | 22.5% | 19% |
| 20260821 | $3.10 | $4.70 | 22.4% | 19% |
| 20260820 | $3.08 | $2.85 | 20.7% | 5% |
| 20260819 | $3.17 | $3.58 | 20.2% | 0% |
| 20260818 | $3.92 | $3.58 | 22.4% | 13% |
| 20260817 | $3.40 | $2.80 | 20.9% | 0% |
| 20260814 | $3.70 | $3.12 | 22.8% | 14% |
| 20260813 | $3.95 | $2.43 | 24.4% | 26% |
| 20260812 | $4.05 | $3.02 | 24.7% | 28% |
| 20260811 | $4.25 | $3.65 | 23.6% | 19% |
| 20260810 | $4.38 | $3.25 | 25.1% | 30% |
| 20260807 | — | — | 25.7% | 34% |
| 20260806 | $4.50 | $3.30 | 28.3% | 53% |
| 20260805 | $3.22 | $3.22 | 28.4% | 54% |
| 20260804 | $3.45 | $3.45 | 28.2% | 52% |
| 20260803 | $3.88 | $3.88 | 26.1% | 37% |
| 20260731 | $3.60 | $3.60 | 28.0% | 51% |
| 20260730 | $3.38 | $3.38 | 26.9% | 42% |
| 20260729 | $3.70 | $3.70 | 27.8% | 49% |
| 20260728 | $4.10 | $4.10 | 25.0% | 29% |
| 20260727 | $4.42 | $4.42 | 25.6% | 33% |
More on FR
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.