FRME (First Merchants Corp)
Expected Move & Straddle Price History
The expected move for FRME 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 FRME Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.00
Avg IV
0.4%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to FRME'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.
FRME Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $5.10 | $5.00 | 0.4% | 6% |
| 20260903 | $5.05 | $5.00 | 0.5% | 9% |
| 20260902 | $3.60 | $3.60 | 0.7% | 37% |
| 20260901 | $5.00 | $5.00 | 0.8% | 54% |
| 20260831 | $4.05 | $4.05 | 0.8% | 52% |
| 20260828 | $3.70 | $3.70 | 0.8% | 48% |
| 20260827 | $5.00 | $5.00 | 0.5% | 16% |
| 20260826 | $5.00 | $5.00 | 0.5% | 16% |
| 20260825 | $5.00 | $5.00 | 0.5% | 14% |
| 20260824 | $5.05 | $5.05 | 0.7% | 42% |
| 20260821 | $5.05 | $5.00 | 0.7% | 35% |
| 20260820 | $5.05 | $4.95 | 0.7% | 34% |
| 20260819 | $5.05 | $5.00 | 0.6% | 28% |
| 20260818 | $5.05 | $4.95 | 0.7% | 40% |
| 20260817 | $5.00 | $5.00 | 0.6% | 26% |
| 20260814 | $5.05 | $5.00 | 0.5% | 11% |
| 20260813 | $5.05 | $5.00 | 0.6% | 28% |
| 20260812 | $5.30 | $5.00 | 0.4% | 4% |
| 20260811 | $5.25 | $5.05 | 0.6% | 30% |
| 20260810 | $5.15 | $5.05 | 0.6% | 27% |
| 20260806 | $5.00 | $5.00 | 0.6% | 22% |
| 20260805 | $5.00 | $5.00 | 0.8% | 52% |
| 20260804 | $5.00 | $5.00 | 0.6% | 34% |
| 20260803 | $5.00 | $5.00 | 0.6% | 27% |
| 20260731 | $5.05 | $5.05 | 0.5% | 20% |
| 20260730 | $5.00 | $5.00 | 0.7% | 42% |
| 20260729 | $5.00 | $5.00 | 0.7% | 37% |
| 20260728 | $5.00 | $5.00 | 0.5% | 13% |
| 20260727 | $5.05 | $5.05 | 0.6% | 33% |
| 20260724 | $5.05 | $5.05 | 0.6% | 33% |
| 20260723 | $5.00 | $5.00 | 0.7% | 39% |
| 20260722 | $5.00 | $5.00 | 0.6% | 34% |
| 20260721 | $5.00 | $5.00 | 0.6% | 22% |
| 20260720 | $5.00 | $5.00 | 0.7% | 39% |
| 20260716 | $5.00 | $5.05 | 0.6% | 28% |
| 20260715 | $5.00 | $5.00 | 0.6% | 30% |
| 20260714 | $5.05 | $4.95 | 0.6% | 26% |
| 20260713 | $5.10 | $5.00 | 0.6% | 25% |
| 20260710 | $5.05 | $5.05 | 0.5% | 19% |
| 20260709 | $5.50 | $5.05 | 0.5% | 14% |
| 20260708 | $5.55 | $5.05 | 0.5% | 17% |
| 20260707 | $5.15 | $5.00 | 0.5% | 19% |
| 20260706 | $5.05 | $5.00 | 0.5% | 10% |
| 20260702 | $5.00 | $5.00 | 1.1% | 93% |
| 20260701 | $5.10 | $5.10 | 1.1% | 98% |
| 20260630 | $5.00 | $5.00 | 0.8% | 52% |
| 20260629 | $5.00 | $5.00 | 0.8% | 58% |
| 20260626 | $5.00 | $5.00 | 0.8% | 61% |
| 20260625 | $5.00 | $5.00 | 0.5% | 20% |
| 20260624 | $5.10 | $5.10 | 0.7% | 36% |
| 20260623 | $5.05 | $5.05 | 0.7% | 43% |
| 20260622 | $5.05 | $5.05 | 0.8% | 52% |
| 20260618 | $5.10 | $4.95 | 0.8% | 55% |
| 20260617 | $5.00 | $5.00 | 0.6% | 28% |
| 20260616 | $5.00 | $5.00 | 0.7% | 42% |
| 20260615 | $5.05 | $5.05 | 0.4% | 0% |
| 20260613 | $5.05 | $5.00 | 0.6% | 15% |
| 20260612 | $5.05 | $5.00 | 0.5% | 14% |
| 20260611 | $5.00 | $5.05 | 0.8% | 49% |
| 20260610 | $5.00 | $5.00 | 0.7% | 35% |