First Merchants (FRME)'s 30-day implied volatility (IV30) was 30.9% at the close on October 20, 2026, up from 23.3% the day before, against a 52-week range of 15.7% to 34.2%. Its 20-day historical volatility was 20.8%.
Key numbers
30-day implied volatility (IV30): 30.9%
IV30 52-week range: 15.7% to 34.2% (median 24.8%)
Historical volatility: 20-day 20.8%, 1-year 25.5%
Implied move by the nearest expiration: ±1.5%
Data as of October 20, 2026.
FRME Implied Volatility (IV) vs Historical Volatility (HV)
The FRME IV term structure shows the implied volatility difference between different maturity dates.
