First Western Financial Inc (MYFW) Implied Volatility
First Western Financial Inc (MYFW) options trade at a 30-day at-the-money implied volatility of 31.2%, an IV rank of 38 out of 100 over the past year. This page breaks down MYFW's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Aug 21, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
MYFW 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 31.2% |
| ATM IV — 2 month | 30.8% |
| IV rank (1 year) | 38 / 100 |
| IV percentile (1 year) | 10% |
| Expected move (front expiration) | ±$1.85 (±8.9%) |
| Term slope (front − 3M) | +0.4 pts |
An IV rank of 38 places current implied volatility in the lower part of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
MYFW IV Rank History
MYFW IV rank (0–100), past year.
IV rank has risen from 0 in Jul '26 to 38 today. An IV percentile of 10% means implied volatility was lower than today on 10% of trading days in the past year.
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MYFW Options FAQ
What is the implied volatility of MYFW options?
MYFW options trade at a 30-day at-the-money implied volatility of 31.2% as of Aug 21, 2026. That is an IV rank of 38 out of 100, meaning implied volatility is subdued relative to its own 52-week range.
Is MYFW implied volatility high or low right now?
By its own 52-week standards, MYFW implied volatility is currently low: IV rank is 38 out of 100 as of Aug 21, 2026.
What move do MYFW options imply before the next expiration?
Front-expiration MYFW options imply a one-standard-deviation move of ±$1.85 (±8.9%) as of Aug 21, 2026, derived from at-the-money option prices.
What is the difference between MYFW's IV rank and IV percentile?
IV rank (currently 38) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 10%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.