FR (First Industrial Realty Trust, Inc.)

Expected Move & Straddle Price History

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).

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.

Current FR Expected Move
30-Day Straddle
$4.05
7-Day Straddle
$2.48
Avg IV
0.5%
IV Rank
13%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260605 $4.05 $2.48 0.5% 13%
20260604 $3.60 $2.48 0.5% 17%
20260603 $3.72 $2.98 0.5% 19%
20260602 $2.47 $2.47 0.7% 41%
20260601 $3.05 $3.05 1.0% 72%
20260529 $2.92 $2.92 0.8% 53%
20260528 $3.40 $3.40 0.9% 61%
20260527 $3.23 $3.23 0.8% 57%
20260526 $3.20 $3.20 0.7% 39%
20260522 $3.80 $3.80 0.7% 41%
20260521 $4.50 $4.50 0.7% 38%
20260520 $4.85 $4.85 0.6% 33%
20260519 $3.88 $3.88 0.7% 36%
20260518 $3.53 $3.53 0.7% 40%
20260515 $4.03 $2.08 0.6% 35%
20260514 $4.28 $3.33 0.7% 43%
20260513 $4.53 $3.42 0.7% 39%
20260512 $4.93 $3.90 0.6% 33%
20260511 $5.03 $3.65 0.6% 32%
20260510 $4.20 $3.50 0.6% 28%
20260508 $4.20 $3.50 0.6% 26%
20260507 $5.25 $4.17 0.6% 33%
20260506 $4.05 $3.90 0.6% 27%
20260505 $4.60 $4.32 0.6% 25%
20260504 $4.65 $2.65 0.6% 29%
20260502 $3.77 $3.77 0.6% 33%
20260501 $3.77 $3.77 0.6% 32%
20260430 $3.83 $3.83 0.6% 31%
20260429 $4.05 $4.05 0.7% 40%
20260428 $4.30 $4.30 0.5% 24%
20260427 $4.03 $4.03 0.8% 47%
20260424 $4.60 $4.60 0.7% 41%
20260423 $3.50 $3.50 0.6% 27%
20260422 $3.95 $3.95 0.5% 23%
20260421 $3.60 $3.60 0.6% 31%
20260420 $3.70 $3.70 0.5% 14%
20260417 $3.83 $2.85 0.5% 21%
20260416 $5.10 $3.58 0.5% 18%
20260415 $4.60 $3.03 0.4% 10%
20260414 $4.60 $3.17 0.4% 3%
20260413 $4.20 $3.15 0.3% 0%
20260410 $4.55 $3.50 0.4% 0%
20260409 $4.55 $3.50 0.5% 8%
20260408 $5.03 $4.10 0.5% 10%
20260407 $5.00 $3.95 0.5% 7%
20260406 $4.75 $3.77 0.5% 6%
20260402 $5.00 $4.20 0.4% 4%
20260401 $4.05 $4.05 0.7% 31%
20260331 $3.85 $3.85 0.6% 27%
20260330 $4.72 $4.72 0.7% 38%
20260327 $4.72 $4.72 0.7% 37%
20260326 $3.83 $3.83 0.5% 16%
20260325 $4.33 $4.33 0.6% 19%
20260324 $4.80 $4.80 0.7% 32%
20260323 $4.12 $4.12 0.7% 31%
20260320 $4.58 $3.17 0.6% 25%
20260319 $4.38 $1.95 0.6% 19%
20260318 $4.28 $2.38 0.7% 31%
20260317 $4.62 $2.77 0.6% 24%
20260316 $4.62 $2.88 0.6% 20%