MFA · Expected Move
MFA Financial, Inc
The expected move for MFA 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).
MFA 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 MFA Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$0.38
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to MFA'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.
MFA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $0.80 | $0.38 | — | — |
| 20261013 | $0.65 | $0.35 | 35.0% | 32% |
| 20261012 | $0.55 | $0.33 | 22.4% | 10% |
| 20261009 | $0.47 | $0.43 | 25.4% | 15% |
| 20261008 | $0.57 | $0.22 | 37.5% | 37% |
| 20261007 | $0.78 | $0.45 | 73.4% | 100% |
| 20261006 | $0.70 | $0.43 | 43.5% | 66% |
| 20261005 | $0.60 | $0.40 | 28.6% | 29% |
| 20261002 | $0.78 | $0.78 | 47.6% | 77% |
| 20261001 | $0.62 | $0.62 | — | — |
| 20260930 | $0.42 | $0.42 | 34.8% | 45% |
| 20260929 | $0.45 | $0.45 | 32.1% | 38% |
| 20260928 | $0.55 | $0.55 | 38.9% | 55% |
| 20260925 | $0.47 | $0.47 | 30.4% | 34% |
| 20260924 | $0.48 | $0.48 | 29.1% | 31% |
| 20260923 | $0.57 | $0.57 | 34.9% | 45% |
| 20260922 | $0.80 | $0.80 | 35.1% | 45% |
| 20260921 | $0.60 | $0.60 | 33.2% | 41% |
| 20260918 | $0.55 | $0.72 | 32.3% | 39% |
| 20260917 | $0.85 | $1.55 | 39.7% | 57% |
| 20260916 | $1.12 | $0.53 | 32.5% | 39% |
| 20260915 | $0.57 | $0.53 | — | — |
| 20260914 | $0.62 | $1.48 | — | — |
| 20260911 | $0.80 | $1.48 | 56.5% | 98% |
| 20260910 | $0.80 | $0.40 | 56.5% | 98% |
| 20260909 | $0.67 | $0.22 | 54.0% | 92% |
| 20260908 | $0.60 | $0.33 | 30.8% | 35% |
| 20260904 | $0.57 | $0.23 | 16.7% | 0% |
| 20260903 | $0.68 | $0.30 | 27.7% | 18% |
| 20260902 | $0.28 | $0.28 | 29.5% | 23% |
| 20260901 | $0.38 | $0.38 | 57.1% | 100% |
| 20260831 | $0.33 | $0.33 | 25.4% | 14% |
| 20260828 | $0.28 | $0.28 | 36.1% | 52% |
| 20260827 | $0.35 | $0.35 | 23.4% | 7% |
| 20260826 | $0.38 | $0.38 | 36.0% | 52% |
| 20260825 | $0.35 | $0.35 | 23.7% | 8% |
| 20260824 | $0.35 | $0.35 | 21.7% | 1% |
| 20260821 | $0.42 | $0.30 | 22.7% | 4% |
| 20260820 | $0.43 | $0.28 | 22.0% | 2% |
| 20260819 | $0.42 | $0.20 | 26.6% | 18% |
| 20260818 | $0.38 | $0.20 | 25.7% | 15% |
| 20260817 | $0.45 | $0.22 | 22.4% | 4% |
| 20260814 | $0.57 | $0.25 | — | — |
| 20260813 | $0.60 | $0.40 | 26.6% | 18% |
| 20260812 | $0.57 | $0.25 | 29.7% | 30% |
| 20260811 | $0.57 | $0.35 | 28.0% | 23% |
| 20260810 | $0.62 | $0.28 | 26.8% | 19% |
| 20260806 | $0.68 | $0.40 | 41.6% | 72% |
| 20260805 | $0.38 | $0.38 | 25.0% | 13% |
| 20260804 | $0.40 | $0.40 | — | — |
| 20260803 | $0.53 | $0.53 | 28.5% | 25% |
| 20260731 | $0.55 | $0.55 | 33.1% | 42% |
| 20260730 | $0.53 | $0.53 | 29.5% | 29% |
| 20260729 | $0.45 | $0.45 | 28.7% | 26% |
| 20260728 | $0.55 | $0.55 | 30.5% | 32% |
| 20260727 | $0.55 | $0.55 | 29.9% | 30% |
| 20260724 | $0.53 | $0.53 | 26.7% | 18% |
| 20260723 | $0.50 | $0.50 | 25.0% | 12% |
| 20260722 | $0.55 | $0.55 | 25.2% | 13% |
| 20260721 | $0.55 | $0.55 | 24.8% | 12% |
More on MFA
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.