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First Merchants Corp FRME 40.9 0.03 0.07%

FRME Historical Options Analysis

Explore FRME (First Merchants Corp) 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

FRME / Comparative study

3 signals / 500 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.54
4.43
Mean
11.34
Window
-59.0%
ATM IV z -0.82
0.24
Mean
0.8
Window
-77.6%
IV Percentile z -1.08
8
Mean
41.67
Window
-84.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.91 0.80
ATM IV 0.91 1.00 0.81
IV Percent... 0.80 0.81 1.00
Source observations

Data inspector

1-50 of 500
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-09-21 40.9 4.43 0.24 8
2026-09-18 40.87 4.12 0.26 11.95
2026-09-17 40.9 65.05 1.9 98.41
2026-09-16 41.06 44.86 1.36 96.41
2026-09-15 41.73 31.58 1 85.26
2026-09-14 41.51 28.65 0.92 83.6
2026-09-11 41.11 21.93 0.74 78.09
2026-09-10 41.1 20.24 0.69 76.49
2026-09-09 40.72 20.33 0.7 76.89
2026-09-08 41.17 17.3 0.62 71.31
2026-09-07 42.06 10.65 0.44 54
2026-09-04 42.06 8.82 0.39 46.22
2026-09-03 42.1 10.38 0.43 52.19
2026-09-02 41.67 11.09 0.45 54.18
2026-09-01 40.91 12.82 0.49 60.8
2026-08-31 41.47 10.46 0.43 52.61
2026-08-28 41.93 8.13 0.37 40.8
2026-08-27 41.67 8.67 0.38 45.2
2026-08-26 41.68 8.34 0.37 42.4
2026-08-25 41.56 8.34 0.37 42.4
2026-08-24 41.92 6.99 0.34 34.54
2026-08-21 42.03 6.24 0.32 30
2026-08-20 41.94 6.11 0.31 28.8
2026-08-19 42.02 5.99 0.31 26.8
2026-08-18 43.23 3.41 0.24 8
2026-08-17 43.52 2.66 0.22 4.02
2026-08-14 43.7 2.63 0.22 3.6
2026-08-13 43.37 3.29 0.24 6.4
2026-08-12 43.24 2.87 0.23 5.2
2026-08-11 42.77 3.41 0.24 6.4
2026-08-10 42.42 3.32 0.24 6.02
2026-08-07 42.59 4.26 0.26 9.6
2026-08-06 42.8 5.29 0.29 17.6
2026-08-05 43.37 2.8 0.22 4.8
2026-08-04 43.52 2.73 0.22 4.4
2026-08-03 43.63 2.68 0.22 3.61
2026-07-31 43.14 4.26 0.26 8.4
2026-07-30 43.24 4.74 0.28 11.6
2026-07-29 43.26 4.41 0.27 10
2026-07-28 43.42 3.74 0.25 6.4
2026-07-27 42.67 5.69 0.3 17.27
2026-07-24 43.18 8.09 0.37 32.4
2026-07-23 41.89 9.57 0.41 40.4
2026-07-22 43.75 9.6 0.41 40.8
2026-07-21 44.03 5.55 0.3 17.2
2026-07-20 44.32 3.45 0.24 4.82
2026-07-17 44.59 3.88 0.36 30.4
2026-07-16 45.23 38.66 2.21 98.8
2026-07-15 43.75 22.74 1.36 95.2
2026-07-14 43.3 19.75 1.2 91.6