ThetaOwl

FAF

First American Corporation (NewFinancial Services
$58.23
Bullish
Mkt Cap: $5.96B|Float: 98.1M|SI: 3.8%|DTC: 3.8
Data as of market close Apr 2, 2026
IV Rank
74
IV Pctl
78%
HV 20d
46.0%
52W Range
$52-$71
ATR(14)
$2.17
Exp. Move
±13.6%
P/C Ratio
0.30
Earnings
Apr 22
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Above
Exp. Move Wide
Low Put/Call

FAF Key Options Data

IV Rank
73.9%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$60.00
Expected Move
±13.6%
Put/Call OI
0.30
Net Premium
$0.0M
Spot Price
$58.23

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$7.90±13.6%$50.33$66.13
2026-07-17106±$9.15±15.7%$49.08$67.38
2026-10-16197±$5.12±8.8%$53.10$63.35

Explore FAF options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.