First Bank (NJ) (FRBA) Historical Volatility

Tracking FRBA historical volatility helps you see how much First Bank (NJ)'s stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, First Bank (NJ)'s HV tells you what really happened. Use our scanner to monitor FRBA 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The FRBA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Bank (NJ)'s HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

First Bank provides various banking products and services to individuals, businesses, and governmental entities. The company accepts various deposits, including non-interest bearing demand deposits, interest bearing demand accounts, money market accounts, savings accounts, and certificates of deposit, as well as commercial checking accounts. Its loan products include commercial and industrial loans; commercial real estate loans, such as owner-occupied, investor, construction and development, and multi-family loans; residential real estate loans comprising residential mortgages, first and second lien home equity loans, and revolving lines of credit; and consumer and other loans that include auto, personal, and traditional installment loans.

The company also provides electronic banking services, including Internet and mobile banking, electronic bill payment, and banking by phone, as well as ATM and debit cards, and wire and ACH transfer services; remote deposit capture; and cash management services. As of December 31, 2021, it operated 18 full-service branches in Cinnaminson, Cranbury, Delanco, Denville, Ewing, Flemington, Hamilton, Hamilton, Lawrence, Mercerville, Pennington, Randolph, Somerset, and Williamstown counties in New Jersey, as well as Doylestown, Trevose, Warminster, and West Chester counties in Pennsylvania. First Bank was incorporated in 2007 and is headquartered in Hamilton, New Jersey.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts First Bank (NJ)'s historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where FRBA HV is running hot, cold, or in line. Make the FRBA 30 day historical volatility — and every other window — work for your edge instead of against it.