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
$4.72
7-Day Straddle
$4.72
Avg IV
0.5%
IV Rank
24%
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
20260721 $4.72 $4.72 0.5% 24%
20260720 $4.47 $4.47 0.6% 34%
20260716 $5.25 $5.07 0.4% 5%
20260715 $4.78 $2.20 0.5% 23%
20260714 $4.55 $2.48 0.5% 23%
20260713 $4.45 $2.48 0.5% 19%
20260710 $4.58 $2.60 0.4% 15%
20260709 $4.53 $2.62 0.5% 20%
20260708 $4.45 $2.15 0.5% 18%
20260707 $4.55 $2.88 0.4% 5%
20260706 $5.05 $3.15 0.4% 11%
20260702 $3.42 $3.42 0.7% 42%
20260701 $3.07 $3.07 0.6% 26%
20260630 $3.23 $3.23 0.8% 51%
20260629 $3.65 $3.65 0.7% 40%
20260626 $3.73 $3.73 0.6% 29%
20260625 $4.05 $4.05 0.6% 27%
20260624 $3.85 $3.85 0.6% 29%
20260623 $3.75 $3.75 0.6% 29%
20260622 $3.65 $3.65 0.6% 33%
20260618 $3.23 $2.60 0.6% 30%
20260617 $3.62 $2.72 0.6% 26%
20260616 $3.85 $2.20 0.6% 25%
20260615 $3.85 $3.05 0.5% 22%
20260613 $4.83 $3.05 0.5% 19%
20260612 $5.03 $3.05 0.5% 21%
20260611 $4.90 $3.40 0.5% 21%
20260610 $4.72 $2.80 0.5% 19%
20260609 $4.15 $2.50 0.5% 22%
20260608 $3.67 $2.10 0.5% 20%
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%