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First American Financial Corporation FAF 69.26 -0.33 -0.47%

FAF Historical Options Analysis

Explore FAF (First American Financial Corporation) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

FAF / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.18
20.84
Mean
23.74
Window
+16.9%
ATM IV z -0.67
0.34
Mean
0.46
Window
-9.1%
IV Percentile z 0.41
57.59
Mean
45.6
Window
+1.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.96 0.91
ATM IV 0.96 1.00 0.85
IV Percent... 0.91 0.85 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 69.26 20.84 0.34 57.59
2026-09-18 69.59 29.71 0.41 76.74
2026-09-17 71.96 23.46 0.36 64.34
2026-09-16 71.11 41.8 0.5 90.7
2026-09-15 72.83 15.66 0.29 30.23
2026-09-14 73.15 7.93 0.23 6.23
2026-09-11 71.78 20.26 0.33 54.26
2026-09-10 71.18 35.14 0.45 84.5
2026-09-09 71.47 32.62 0.43 82.17
2026-09-08 71.38 32.9 0.43 82.56
2026-09-07 72 30.81 0.42 80.16
2026-09-04 72.75 24.58 0.37 66.28
2026-09-03 76.51 4.47 0.2 3.49
2026-09-02 74.05 18.7 0.32 44.57
2026-09-01 73.59 17.23 0.31 37.35
2026-08-31 73.92 15.79 0.3 29.69
2026-08-28 74.47 26.04 0.38 67.7
2026-08-27 74.55 39.49 0.49 86.38
2026-08-26 73.63 49.68 0.57 94.55
2026-08-25 73.28 46.58 0.54 93
2026-08-24 72.26 41.17 0.5 87.89
2026-08-21 71.76 18.03 0.31 41.63
2026-08-20 71.99 11.99 0.27 20.23
2026-08-19 72.78 14.25 0.28 25.29
2026-08-18 72.45 14.52 0.29 26.07
2026-08-17 73.18 18.39 0.32 41.41
2026-08-14 73.86 17.13 0.31 34.63
2026-08-13 74.06 17.15 0.31 34.63
2026-08-12 72.3 16.05 0.3 30.74
2026-08-11 71.69 20.02 0.33 48.25
2026-08-10 72.21 20.63 0.33 51.17
2026-08-07 74.22 19.69 0.33 46.3
2026-08-06 75.15 13.12 0.27 23.35
2026-08-05 74.99 20.12 0.33 48.64
2026-08-04 76.05 14.63 0.29 27.24
2026-08-03 75.4 25.31 0.37 63.28
2026-07-31 74.99 19.66 0.38 64.98
2026-07-30 75.53 31.6 0.51 85.99
2026-07-29 78.17 22.14 0.41 71.21
2026-07-28 79.16 17.67 0.36 59.92
2026-07-27 76.28 14.18 0.32 44.53
2026-07-24 75.13 23.47 0.42 74.71
2026-07-23 68.96 17.43 0.36 58.75
2026-07-22 70.52 16.98 0.35 58.75
2026-07-21 71.65 16.74 0.35 57.2
2026-07-20 71.73 19.84 0.38 65.23
2026-07-17 73.03 14.79 0.33 48.64
2026-07-16 72.01 5.5 0.23 5.06
2026-07-15 69.57 13.78 0.32 42.02
2026-07-14 69.76 16.97 0.35 56.81