First Merchants Corp (FRME) Historical Volatility

Tracking FRME historical volatility helps you see how much First Merchants Corp'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 Merchants Corp's HV tells you what really happened. Use our scanner to monitor FRME 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 FRME 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Merchants Corp'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 Merchants Corporation operates as the financial holding company for First Merchants Bank that provides community banking services. It accepts time, savings, and demand deposits; and provides consumer, commercial, agri-business, and real estate mortgage loans, as well as public finance. The company also offers personal and corporate trust; brokerage and private wealth management; and letters of credit, repurchase agreements, and other corporate services. It operates 109 banking locations in Indiana, Illinois, Ohio, and Michigan counties. The company also offers its services through electronic and mobile delivery channels.

First Merchants Corporation was founded in 1893 and is headquartered in Muncie, Indiana.

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 Merchants Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where FRME HV is running hot, cold, or in line. Make the FRME 30 day historical volatility — and every other window — work for your edge instead of against it.