SFST · Expected Move
Southern First Bancshares, Inc.
The expected move for SFST 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).
SFST 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 SFST Expected Move
30-Day Straddle
$5.35
7-Day Straddle
$4.90
30-Day ATM IV
33.2%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to SFST'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.
SFST Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.35 | $4.90 | 33.2% | 44% |
| 20261106 | $5.10 | $5.15 | 37.7% | 75% |
| 20261105 | $5.40 | $5.25 | 31.6% | 33% |
| 20261104 | $3.97 | $3.97 | 31.5% | 32% |
| 20261103 | $5.00 | $5.00 | 37.4% | 72% |
| 20261102 | $4.95 | $4.95 | 32.6% | 40% |
| 20261030 | $5.00 | $5.00 | 28.5% | 12% |
| 20261029 | $6.55 | $6.55 | 36.9% | 69% |
| 20261028 | $5.25 | $5.25 | 30.0% | 22% |
| 20261027 | $5.55 | $5.55 | 35.7% | 61% |
| 20261026 | $5.43 | $5.43 | 38.9% | 82% |
| 20261023 | $5.55 | $5.55 | 30.8% | 28% |
| 20261022 | $5.43 | $5.43 | 34.7% | 54% |
| 20261021 | $5.25 | $5.25 | 38.2% | 78% |
| 20261020 | $5.45 | $5.45 | 35.1% | 57% |
| 20261019 | $5.55 | $5.55 | 41.5% | 100% |
| 20261016 | $5.75 | $3.85 | 38.7% | 83% |
| 20261015 | $5.55 | $3.60 | 37.2% | 73% |
| 20261014 | $5.28 | $4.90 | 36.7% | 69% |
| 20261013 | $5.43 | $3.60 | 35.2% | 59% |
| 20261012 | $5.22 | $4.90 | 33.5% | 47% |
| 20261009 | $5.40 | $4.93 | 35.6% | 61% |
| 20261008 | $5.30 | $4.90 | 37.5% | 75% |
| 20261007 | $5.75 | $3.73 | 35.9% | 64% |
| 20261006 | $5.40 | $4.93 | 32.8% | 42% |
| 20261005 | $5.90 | $5.00 | 28.6% | 13% |
| 20261002 | $4.97 | $4.97 | 35.6% | 62% |
| 20261001 | $4.90 | $4.90 | 36.4% | 67% |
| 20260930 | $4.95 | $4.95 | 34.1% | 51% |
| 20260929 | $4.95 | $4.95 | 37.1% | 72% |
| 20260928 | $4.95 | $4.95 | 33.5% | 47% |
| 20260925 | $4.80 | $4.80 | 35.2% | 58% |
| 20260924 | $5.03 | $5.03 | 38.0% | 78% |
| 20260923 | $5.22 | $5.22 | 39.4% | 88% |
| 20260922 | $4.33 | $4.33 | 33.3% | 45% |
| 20260921 | $5.50 | $5.50 | 34.0% | 50% |
| 20260918 | $5.28 | $4.88 | 35.0% | 57% |
| 20260917 | $5.53 | $4.88 | 38.5% | 82% |
| 20260916 | $5.40 | $4.95 | 38.2% | 80% |
| 20260915 | $5.35 | $4.85 | 33.3% | 46% |
| 20260914 | $5.20 | $4.95 | 32.5% | 40% |
| 20260911 | $5.25 | $4.88 | 35.3% | 51% |
| 20260910 | $5.72 | $5.00 | 35.0% | 50% |
| 20260909 | $6.40 | $5.42 | 37.0% | 62% |
| 20260908 | $5.43 | $4.85 | 35.5% | 53% |
| 20260904 | $5.55 | $4.95 | 33.3% | 40% |
| 20260903 | $5.30 | $4.85 | 31.5% | 29% |
| 20260902 | $4.10 | $4.10 | 32.2% | 33% |
| 20260901 | $4.92 | $4.92 | 36.4% | 59% |
| 20260831 | $5.45 | $5.45 | 32.4% | 34% |
| 20260828 | $6.15 | $6.15 | 26.7% | 0% |
| 20260827 | $5.55 | $5.55 | 35.3% | 46% |
| 20260826 | $5.78 | $5.78 | 27.3% | 0% |
| 20260825 | $5.12 | $5.12 | 32.5% | 22% |
| 20260824 | $5.50 | $5.50 | 33.5% | 28% |
| 20260821 | $5.22 | $4.90 | 36.6% | 48% |
| 20260820 | $5.35 | $3.08 | 29.1% | 0% |
| 20260819 | $5.18 | $2.92 | 31.8% | 17% |
| 20260818 | $5.05 | $2.92 | 33.3% | 26% |
| 20260817 | $5.08 | $3.15 | 32.9% | 24% |
More on SFST
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.