SFNC (Simmons First National Corp)

Expected Move & Straddle Price History

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).

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 SFNC Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
Avg IV
1.9%
IV Rank
64%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260901 $1.05 $1.05 1.9% 64%
20260831 $2.08 $2.08 1.8% 61%
20260828 $2.60 $2.60 1.8% 59%
20260827 $3.22 $3.22 0.7% 11%
20260826 $2.02 $2.02 0.6% 5%
20260825 $3.10 $3.10 1.6% 49%
20260824 $4.05 $4.05 1.7% 54%
20260821 $2.23 $1.62 1.3% 38%
20260820 $3.00 $2.58 1.6% 52%
20260819 $3.90 $3.72 1.7% 54%
20260818 $2.50 $2.52 1.6% 48%
20260817 $2.48 $1.52 0.9% 20%
20260814 $1.85 $2.48 1.0% 22%
20260813 $3.97 $1.27 1.6% 49%
20260812 $3.92 $2.70 1.0% 22%
20260811 $2.90 $4.42 1.2% 32%
20260810 $3.82 $1.88 1.0% 23%
20260806 $2.02 $2.60 1.1% 28%
20260805 $2.12 $2.12 1.0% 21%
20260804 $4.15 $4.15 0.6% 6%
20260803 $3.33 $3.33 0.9% 19%
20260731 $3.92 $3.92 0.8% 16%
20260730 $2.25 $2.25 0.7% 12%
20260729 $1.58 $1.58 0.7% 9%
20260728 $2.10 $2.10 0.7% 11%
20260727 $3.25 $3.25 0.9% 17%
20260724 $3.50 $3.50 0.8% 14%
20260723 $1.92 $1.92 0.5% 1%
20260722 $3.45 $3.45 0.6% 5%
20260721 $1.88 $1.88 0.5% 0%
20260720 $1.85 $1.85 0.6% 6%
20260716 $2.85 $7.70 0.5% 1%
20260715 $2.50 $2.70 0.6% 5%
20260714 $2.35 $3.27 0.6% 6%
20260713 $4.10 $1.73 0.8% 14%
20260710 $3.35 $3.30 0.5% 2%
20260709 $2.92 $3.80 0.7% 10%
20260708 $2.38 $2.10 0.6% 7%
20260707 $2.50 $3.38 0.6% 6%
20260706 $4.75 $2.00 0.6% 5%
20260702 $4.88 $4.88 1.3% 36%
20260701 $2.17 $2.17 0.6% 6%
20260630 $2.27 $2.27 1.0% 25%
20260629 $4.80 $4.80 0.7% 8%
20260626 $4.80 $4.80 1.0% 22%
20260625 $2.23 $2.23 0.5% 0%
20260624 $4.75 $4.75 0.7% 8%
20260623 $4.82 $4.82 0.9% 18%
20260622 $3.48 $3.48 0.7% 10%
20260618 $2.35 $3.70 0.8% 14%
20260617 $3.50 $3.55 0.8% 13%
20260616 $4.40 $0.57 0.8% 13%
20260615 $2.88 $3.45 0.7% 11%
20260613 $4.78 $2.33 0.9% 18%
20260612 $3.08 $0.85 0.8% 11%
20260611 $3.28 $2.45 0.6% 2%
20260610 $4.50 $2.65 0.7% 8%
20260609 $2.35 $3.15 0.8% 13%
20260608 $3.62 $2.42 0.7% 7%
20260605 $4.55 $3.73 0.6% 3%