First American Financial Corp (FAF) Historical Volatility

Tracking FAF historical volatility helps you see how much First American Financial Corp's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, FAF's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FAF 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. FAF's 30 day historical volatility, or FAF HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FAF's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

First American Financial Corporation, through its subsidiaries, provides financial services. It operates through Title Insurance and Services, and Specialty Insurance segments. The Title Insurance and Services segment issues title insurance policies on residential and commercial property, as well as offers related products and services. This segment also provides closing and/or escrow services; products, services, and solutions to mitigate risk or otherwise facilitate real estate transactions; and appraisals and other valuation-related products and services, lien release and document custodial services, warehouse lending services, default-related products and services, mortgage subservicing, and related products and services, as well as banking, trust, and wealth management services.