FRBA · Expected Move
First Bank
The expected move for FRBA 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).
FRBA 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 FRBA Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$1.75
30-Day ATM IV
47.2%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to FRBA'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.
FRBA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.75 | $1.75 | 47.2% | 29% |
| 20261021 | $1.50 | $1.50 | 38.9% | 18% |
| 20261020 | $2.10 | $2.10 | 31.5% | 8% |
| 20261019 | $1.65 | $1.65 | — | — |
| 20261016 | $1.50 | $1.55 | 35.7% | 14% |
| 20261015 | $2.55 | $2.12 | 34.1% | 12% |
| 20261014 | $2.55 | $2.12 | 48.3% | 31% |
| 20261013 | $1.90 | $1.52 | 41.6% | 22% |
| 20261012 | $2.05 | $1.75 | 36.5% | 15% |
| 20261009 | $1.45 | $0.95 | 31.9% | 9% |
| 20261008 | $1.90 | $1.80 | 34.4% | 12% |
| 20261007 | $2.20 | $2.25 | 31.5% | 8% |
| 20261006 | $1.95 | $0.88 | 41.7% | 22% |
| 20261005 | $2.78 | $1.60 | 32.5% | 10% |
| 20261002 | $2.00 | $2.00 | 30.3% | 7% |
| 20261001 | $1.85 | $1.85 | 31.6% | 8% |
| 20260930 | $2.33 | $2.33 | 28.5% | 4% |
| 20260929 | $1.65 | $1.65 | 38.6% | 18% |
| 20260928 | $1.40 | $1.40 | 27.7% | 3% |
| 20260925 | $2.15 | $2.15 | 25.7% | 1% |
| 20260924 | $2.38 | $2.38 | 42.4% | 23% |
| 20260923 | $2.20 | $2.20 | 25.9% | 1% |
| 20260922 | $1.77 | $1.77 | 48.0% | 30% |
| 20260921 | $2.47 | $2.47 | 48.5% | 31% |
| 20260918 | $2.17 | $0.97 | 38.7% | 18% |
| 20260917 | $2.52 | $1.07 | 47.7% | 30% |
| 20260916 | $1.68 | $1.25 | — | — |
| 20260915 | $2.52 | $0.75 | 25.2% | 0% |
| 20260914 | $2.27 | $0.88 | 28.7% | 4% |
| 20260911 | $2.58 | $1.52 | 31.7% | 8% |
| 20260910 | $2.58 | $0.75 | 30.6% | 7% |
| 20260909 | $2.60 | $0.75 | 28.8% | 4% |
| 20260908 | $2.15 | $1.43 | 40.1% | 19% |
| 20260904 | $2.75 | $1.65 | 38.4% | 17% |
| 20260903 | $2.73 | $2.35 | 45.3% | 26% |
| 20260902 | $1.40 | $1.40 | 40.5% | 20% |
| 20260901 | $1.38 | $1.38 | 31.4% | 8% |
| 20260831 | $1.20 | $1.20 | 34.5% | 12% |
| 20260828 | $1.52 | $1.52 | 48.0% | 30% |
| 20260827 | $1.60 | $1.60 | 25.6% | 0% |
| 20260826 | $1.10 | $1.10 | 35.3% | 13% |
| 20260825 | $1.57 | $1.57 | 44.2% | 25% |
| 20260824 | $1.60 | $1.60 | 25.6% | 0% |
| 20260821 | $1.70 | $1.43 | 45.4% | 26% |
| 20260820 | $1.55 | $1.52 | 29.8% | 4% |
| 20260819 | $1.73 | $2.23 | 31.9% | 7% |
| 20260818 | $2.10 | $2.02 | 52.8% | 36% |
| 20260817 | $2.40 | $2.33 | 47.2% | 28% |
| 20260814 | $2.33 | $2.48 | 57.2% | 42% |
| 20260813 | $8.28 | $1.88 | 100.4% | 100% |
| 20260812 | $2.58 | $1.85 | 47.3% | 34% |
| 20260811 | $2.52 | $4.38 | 57.5% | 51% |
| 20260810 | $2.70 | $2.25 | 54.9% | 47% |
| 20260806 | $2.33 | $1.12 | 50.5% | 39% |
| 20260805 | $2.65 | $2.65 | 52.7% | 43% |
| 20260804 | $8.78 | $8.78 | 51.5% | 41% |
| 20260803 | $2.70 | $2.70 | 55.5% | 47% |
| 20260731 | $2.42 | $2.42 | 52.1% | 42% |
| 20260730 | $2.67 | $2.67 | 49.1% | 37% |
| 20260729 | $2.88 | $2.88 | 45.2% | 31% |
More on FRBA
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.