FRO · Expected Move

Frontline Plc

The expected move for FRO 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).

FRO straddle price & implied vol

60 sessions

Bars: 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 FRO Expected Move
30-Day Straddle
$8.03
7-Day Straddle
$4.12
30-Day ATM IV
68.5%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to FRO'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.
FRO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $8.03 $4.12 68.5% 88%
20261106 $8.85 $4.92 71.9% 100%
20261105 $8.70 $4.95 70.6% 100%
20261104 $5.60 $5.60 68.3% 100%
20261103 $5.95 $5.95 66.1% 93%
20261102 $6.25 $6.25 67.6% 100%
20261030 $6.70 $6.70 63.7% 94%
20261029 $6.75 $6.75 62.3% 87%
20261028 $6.42 $6.42 60.9% 80%
20261027 $6.65 $6.65 63.0% 91%
20261026 $6.90 $6.90 62.2% 87%
20261023 $7.15 $7.15 60.4% 79%
20261022 $7.15 $7.15 61.5% 84%
20261021 $7.93 $7.93 64.8% 100%
20261020 $7.20 $7.20 61.7% 88%
20261019 $7.25 $7.25 60.2% 80%
20261016 $8.15 $1.77 60.8% 83%
20261015 $8.20 $1.95 60.6% 83%
20261014 $8.22 $2.55 58.1% 71%
20261013 $8.70 $2.40 57.6% 68%
20261012 $8.85 $3.05 57.9% 69%
20261009 $8.60 $3.50 56.5% 63%
20261008 $8.40 $3.85 54.7% 54%
20261007 $7.90 $3.67 53.3% 47%
20261006 $8.20 $4.08 54.5% 53%
20261005 $7.85 $4.43 53.3% 47%
20261002 $4.50 $4.50 50.0% 31%
20261001 $4.15 $4.15 49.5% 29%
20260930 $4.15 $4.15 51.3% 34%
20260929 $4.32 $4.32 51.0% 26%
20260928 $4.35 $4.35 51.2% 26%
20260925 $4.62 $4.62 50.4% 24%
20260924 $5.12 $5.12 51.9% 29%
20260923 $4.75 $4.75 50.1% 23%
20260922 $4.92 $4.92 50.0% 22%
20260921 $5.30 $5.30 51.2% 26%
20260918 $5.70 $2.27 49.3% 20%
20260917 $6.55 $3.35 54.2% 37%
20260916 $6.65 $3.90 47.7% 14%
20260915 $5.88 $3.25 51.0% 26%
20260914 $5.78 $4.30 47.0% 12%
20260911 $5.67 $4.07 44.9% 5%
20260910 $5.55 $4.95 46.0% 8%
20260909 $4.67 $4.08 49.3% 20%
20260908 $5.55 $4.55 51.4% 27%
20260904 $5.50 $4.57 51.8% 29%
20260903 $5.38 $3.83 46.3% 9%
20260902 $4.70 $4.70 52.9% 32%
20260901 $4.72 $4.72 52.4% 31%
20260831 $4.97 $4.97 52.9% 32%
20260828 $4.93 $4.93 52.6% 31%
20260827 $4.72 $4.72 49.7% 21%
20260826 $4.72 $4.72 56.6% 45%
20260825 $5.08 $5.08 51.9% 29%
20260824 $5.88 $5.88 63.1% 68%
20260821 $5.97 $1.23 57.4% 48%
20260820 $6.25 $1.70 61.2% 61%
20260819 $6.70 $1.92 64.2% 72%
20260818 $5.67 $1.75 56.8% 46%
20260817 $6.30 $1.93 63.0% 67%

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.