ACNB · Expected Move
ACNB Corp
The expected move for ACNB is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ACNB straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ACNB Expected Move
30-Day Straddle
$5.75
7-Day Straddle
$5.00
30-Day ATM IV
33.5%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to ACNB's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ACNB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.75 | $5.00 | 33.5% | 60% |
| 20261106 | $5.25 | $4.35 | 30.0% | 36% |
| 20261105 | $5.62 | $5.10 | 35.5% | 74% |
| 20261104 | $5.62 | $5.62 | 31.7% | 47% |
| 20261103 | $4.18 | $4.18 | 30.7% | 40% |
| 20261102 | $4.12 | $4.12 | 28.8% | 26% |
| 20261030 | $4.40 | $4.40 | 29.2% | 29% |
| 20261029 | $5.15 | $5.15 | 28.7% | 26% |
| 20261028 | $5.12 | $5.12 | 35.0% | 68% |
| 20261027 | $5.35 | $5.35 | 35.8% | 73% |
| 20261026 | $4.55 | $4.55 | 32.4% | 50% |
| 20261023 | $4.08 | $4.08 | 27.5% | 17% |
| 20261022 | $5.75 | $5.75 | 37.7% | 85% |
| 20261021 | $5.40 | $5.40 | 36.0% | 74% |
| 20261020 | $5.12 | $5.12 | 32.6% | 51% |
| 20261019 | $6.00 | $6.00 | 36.7% | 79% |
| 20261016 | $5.20 | $4.90 | 35.5% | 71% |
| 20261015 | $4.62 | $5.05 | 29.5% | 31% |
| 20261014 | $5.93 | $3.75 | 36.1% | 75% |
| 20261013 | $5.40 | $4.40 | 28.0% | 20% |
| 20261012 | $6.15 | $4.22 | 33.0% | 54% |
| 20261009 | $5.55 | $4.90 | 29.5% | 31% |
| 20261008 | $5.80 | $4.08 | 28.9% | 25% |
| 20261007 | $5.50 | $4.68 | 32.9% | 48% |
| 20261006 | $5.15 | $3.95 | 28.9% | 24% |
| 20261005 | $5.45 | $3.65 | 33.3% | 51% |
| 20261002 | $4.93 | $4.93 | 32.6% | 47% |
| 20261001 | $4.33 | $4.33 | 28.6% | 21% |
| 20260930 | $5.30 | $5.30 | 30.1% | 29% |
| 20260929 | $5.15 | $5.15 | 32.7% | 44% |
| 20260928 | $3.80 | $3.80 | 33.0% | 40% |
| 20260925 | $4.53 | $4.53 | 26.8% | 9% |
| 20260924 | $5.15 | $5.15 | 29.2% | 21% |
| 20260923 | $5.18 | $5.18 | 35.2% | 51% |
| 20260922 | $4.38 | $4.38 | 31.9% | 34% |
| 20260921 | $4.95 | $4.95 | 33.8% | 44% |
| 20260918 | $4.40 | $1.88 | 26.6% | 8% |
| 20260917 | $5.10 | $4.80 | 35.1% | 50% |
| 20260916 | $5.00 | $3.62 | 34.1% | 45% |
| 20260915 | $4.00 | $3.95 | 27.0% | 10% |
| 20260914 | $4.65 | $2.62 | 29.4% | 22% |
| 20260911 | $5.45 | $3.35 | 24.9% | 0% |
| 20260910 | $4.70 | $4.82 | 29.4% | 22% |
| 20260909 | $5.28 | $4.38 | 33.6% | 42% |
| 20260908 | $4.70 | $4.60 | 28.8% | 19% |
| 20260904 | $4.68 | $4.95 | 28.9% | 18% |
| 20260903 | $5.17 | $3.65 | 29.7% | 22% |
| 20260902 | $4.88 | $4.88 | 30.4% | 25% |
| 20260901 | $5.10 | $5.10 | 32.7% | 35% |
| 20260831 | $4.90 | $4.90 | 34.5% | 43% |
| 20260828 | $5.15 | $5.15 | 35.3% | 47% |
| 20260827 | $5.10 | $5.10 | 29.3% | 19% |
| 20260826 | $4.32 | $4.32 | 31.1% | 28% |
| 20260825 | $5.20 | $5.20 | 35.6% | 48% |
| 20260824 | $4.65 | $4.65 | 31.8% | 31% |
| 20260821 | $5.28 | $3.90 | 35.4% | 48% |
| 20260820 | $5.57 | $4.82 | 28.6% | 16% |
| 20260819 | $5.28 | $4.67 | 32.8% | 35% |
| 20260818 | $4.80 | $3.62 | 31.0% | 27% |
| 20260817 | $5.12 | $4.80 | 33.1% | 37% |
More on ACNB
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.