SFNC · Expected Move
Simmons First National Corp
The expected move for SFNC 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).
SFNC 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 SFNC Expected Move
30-Day Straddle
$2.65
7-Day Straddle
$2.65
30-Day ATM IV
47.4%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to SFNC'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.
SFNC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.65 | $2.65 | 47.4% | 56% |
| 20261016 | $4.00 | $1.38 | 31.4% | 9% |
| 20261015 | $3.60 | $0.88 | 50.1% | 64% |
| 20261014 | $2.23 | $1.07 | 41.0% | 37% |
| 20261013 | $4.70 | $3.08 | 57.5% | 86% |
| 20261012 | $1.95 | $3.55 | 33.7% | 15% |
| 20261009 | $3.02 | $3.35 | 52.6% | 72% |
| 20261008 | $4.35 | $0.50 | 29.7% | 3% |
| 20261007 | $4.50 | $1.12 | 30.7% | 6% |
| 20261006 | $4.55 | $4.90 | 39.0% | 31% |
| 20261005 | $2.62 | $3.18 | 38.5% | 30% |
| 20261002 | $2.25 | $2.25 | 51.0% | 67% |
| 20261001 | $3.00 | $3.00 | 44.3% | 42% |
| 20260930 | $4.90 | $4.90 | 49.2% | 55% |
| 20260929 | $3.33 | $3.33 | 36.8% | 22% |
| 20260928 | $4.82 | $4.82 | 62.1% | 90% |
| 20260925 | $4.40 | $4.40 | 34.5% | 16% |
| 20260924 | $4.85 | $4.85 | 54.0% | 68% |
| 20260923 | $3.85 | $3.85 | 56.9% | 76% |
| 20260922 | $2.22 | $2.22 | 46.6% | 48% |
| 20260921 | $4.88 | $4.88 | 54.6% | 69% |
| 20260918 | $4.88 | $2.27 | 56.2% | 74% |
| 20260917 | $3.00 | $3.08 | 37.3% | 23% |
| 20260916 | $2.58 | $3.30 | 48.4% | 53% |
| 20260915 | $3.33 | $2.62 | 50.4% | 58% |
| 20260914 | $3.22 | $1.25 | 31.0% | 6% |
| 20260911 | $3.52 | $1.67 | 37.8% | 24% |
| 20260910 | $2.95 | $2.88 | 43.4% | 39% |
| 20260909 | $4.35 | $2.42 | 41.0% | 32% |
| 20260908 | $1.67 | $1.38 | 32.1% | 9% |
| 20260904 | $3.40 | $2.28 | 46.8% | 47% |
| 20260903 | $2.52 | $1.88 | 39.1% | 27% |
| 20260902 | $2.62 | $2.62 | 30.0% | 4% |
| 20260901 | $1.05 | $1.05 | 46.9% | 48% |
| 20260831 | $2.08 | $2.08 | 30.6% | 5% |
| 20260828 | $2.60 | $2.60 | 53.6% | 65% |
| 20260827 | $3.22 | $3.22 | 53.1% | 64% |
| 20260826 | $2.02 | $2.02 | 41.6% | 34% |
| 20260825 | $3.10 | $3.10 | 39.8% | 29% |
| 20260824 | $4.05 | $4.05 | 33.5% | 13% |
| 20260821 | $2.23 | $1.62 | 42.7% | 37% |
| 20260820 | $3.00 | $2.58 | 34.9% | 16% |
| 20260819 | $3.90 | $3.72 | 42.0% | 35% |
| 20260818 | $2.50 | $2.52 | 29.2% | 2% |
| 20260817 | $2.48 | $1.52 | 44.0% | 40% |
| 20260814 | $1.85 | $2.48 | 41.5% | 34% |
| 20260813 | $3.97 | $1.27 | 53.9% | 66% |
| 20260812 | $3.92 | $2.70 | 61.6% | 85% |
| 20260811 | $2.90 | $4.42 | 47.2% | 48% |
| 20260810 | $3.82 | $1.88 | 52.6% | 62% |
| 20260807 | — | — | 49.1% | 53% |
| 20260806 | $2.02 | $2.60 | 34.5% | 15% |
| 20260805 | $2.12 | $2.12 | 42.0% | 35% |
| 20260804 | $4.15 | $4.15 | 40.9% | 32% |
| 20260803 | $3.33 | $3.33 | 50.7% | 57% |
| 20260731 | $3.92 | $3.92 | 47.3% | 48% |
| 20260730 | $2.25 | $2.25 | 39.6% | 28% |
| 20260729 | $1.58 | $1.58 | 40.7% | 23% |
| 20260728 | $2.10 | $2.10 | 42.1% | 26% |
| 20260727 | $3.25 | $3.25 | 40.8% | 24% |
More on SFNC
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.