FRME · Expected Move
First Merchants Corp
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).
FRME 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 FRME Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
19.2%
IV Rank
0%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.00 | $5.00 | 19.2% | 0% |
| 20261021 | $5.00 | $5.00 | 37.4% | 58% |
| 20261020 | $5.45 | $5.45 | 46.1% | 89% |
| 20261019 | $5.00 | $5.00 | 31.4% | 36% |
| 20261016 | $4.58 | $5.00 | 34.8% | 48% |
| 20261015 | $4.50 | $4.45 | 37.8% | 59% |
| 20261014 | $5.00 | $5.05 | 36.3% | 54% |
| 20261013 | $5.00 | $5.00 | 31.8% | 37% |
| 20261012 | $5.20 | $5.00 | 37.9% | 59% |
| 20261009 | $5.00 | $5.00 | 29.5% | 29% |
| 20261008 | $5.00 | $5.00 | 29.5% | 29% |
| 20261007 | $5.00 | $5.00 | 29.7% | 30% |
| 20261006 | $5.00 | $5.00 | 29.5% | 29% |
| 20261005 | $5.00 | $5.00 | 28.5% | 25% |
| 20261002 | $5.00 | $5.00 | 27.2% | 21% |
| 20261001 | $5.00 | $5.00 | 31.5% | 36% |
| 20260930 | $5.00 | $5.00 | 30.5% | 33% |
| 20260929 | $5.00 | $5.00 | 28.2% | 24% |
| 20260928 | $5.00 | $5.00 | 28.1% | 24% |
| 20260925 | $3.55 | $3.55 | 26.4% | 17% |
| 20260924 | $5.00 | $5.00 | 27.7% | 22% |
| 20260923 | $5.00 | $5.00 | 28.1% | 24% |
| 20260922 | $5.00 | $5.00 | 29.4% | 29% |
| 20260921 | $5.00 | $5.00 | 30.2% | 31% |
| 20260918 | $5.00 | $4.95 | 33.6% | 44% |
| 20260917 | $5.05 | $4.95 | 33.0% | 42% |
| 20260916 | $5.05 | $5.00 | 31.0% | 34% |
| 20260915 | $5.00 | $5.00 | 26.6% | 18% |
| 20260914 | $5.00 | $5.00 | 24.9% | 12% |
| 20260911 | $5.00 | $5.00 | 29.5% | 29% |
| 20260910 | $5.00 | $5.00 | 26.6% | 18% |
| 20260909 | $5.00 | $5.00 | 27.6% | 22% |
| 20260908 | $4.35 | $3.92 | 30.8% | 33% |
| 20260904 | $5.10 | $5.00 | 29.9% | 30% |
| 20260903 | $5.05 | $5.00 | 29.3% | 28% |
| 20260902 | $3.60 | $3.60 | 27.6% | 22% |
| 20260901 | $5.00 | $5.00 | 28.4% | 25% |
| 20260831 | $4.05 | $4.05 | 31.6% | 37% |
| 20260828 | $3.70 | $3.70 | 30.1% | 31% |
| 20260827 | $5.00 | $5.00 | 23.4% | 7% |
| 20260826 | $5.00 | $5.00 | 24.8% | 11% |
| 20260825 | $5.00 | $5.00 | 26.6% | 17% |
| 20260824 | $5.05 | $5.05 | 47.8% | 89% |
| 20260821 | $5.05 | $5.00 | 49.1% | 93% |
| 20260820 | $5.05 | $4.95 | 28.8% | 25% |
| 20260819 | $5.05 | $5.00 | 27.0% | 19% |
| 20260818 | $5.05 | $4.95 | 25.7% | 14% |
| 20260817 | $5.00 | $5.00 | 22.9% | 5% |
| 20260814 | $5.05 | $5.00 | 27.9% | 22% |
| 20260813 | $5.05 | $5.00 | 27.8% | 21% |
| 20260812 | $5.30 | $5.00 | 27.6% | 20% |
| 20260811 | $5.25 | $5.05 | 25.3% | 13% |
| 20260810 | $5.15 | $5.05 | 26.7% | 18% |
| 20260807 | — | — | 26.4% | 16% |
| 20260806 | $5.00 | $5.00 | 23.8% | 8% |
| 20260805 | $5.00 | $5.00 | 22.6% | 4% |
| 20260804 | $5.00 | $5.00 | 22.2% | 2% |
| 20260803 | $5.00 | $5.00 | 25.5% | 14% |
| 20260731 | $5.05 | $5.05 | 26.6% | 17% |
| 20260730 | $5.00 | $5.00 | 21.6% | 0% |
More on FRME
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.