Iron Condor, 2-ATR Profit Zone
Iron Condor2 trades pass on FRO
- Return on risk
- 20.5% to 23.5%
- Probability of profit
- 72.6% to 79.2%
Frontline plc · Industrials
As of the close on . In the app, data is refreshed intraday.
FRO closed at $51.54 on Oct 1, 2026 with 30-day implied volatility of 50.3%. That is in the lower half of its one-year range (IV rank 45), so premiums are on the modest side for FRO. Measured by IV percentile, IV is higher than 49% of the past year's readings. Options expiring Oct 16 (15 days out) price a one standard deviation move of about $5.02, or 9.7%.
The price is above both its 50-day (+17.0%) and 200-day (+44.4%) moving averages. It is 4.6% below its 52-week high and 150.4% above its 52-week low. The 14-day RSI of 65.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.88, about 3.6% of the price, a measure of a typical day's range.
Option volume at the close (10K contracts) was 0.7x its average, quieter than usual. A beta of 0.50 means FRO has tended to move about 0.5 times as much as the broad market. 2 of our preset screens found trades on FRO at the close, led by Iron Condor, 2-ATR Profit Zone with 2 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 16, 202615 days | 48.0% | ±$5.02 (9.7%) | $46.52 to $56.56 | $4.15 |
| Nov 20, 202650 days | 51.1% | ±$9.76 (18.9%) | $41.78 to $61.30 | $7.78 |
| Jan 15, 2027106 days | 53.0% | ±$14.73 (28.6%) | $36.81 to $66.27 | $11.60 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for FRO from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
2 trades pass on FRO
1 trade passes on FRO
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.