ACNB (ACNB Corp)

Expected Move & Straddle Price History

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).

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.

Current ACNB Expected Move
30-Day Straddle
$4.53
7-Day Straddle
$4.53
Avg IV
0.6%
IV Rank
17%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $4.53 $4.53 0.6% 17%
20260924 $5.15 $5.15 0.6% 16%
20260923 $5.18 $5.18 0.8% 50%
20260922 $4.38 $4.38 0.7% 43%
20260921 $4.95 $4.95 0.8% 50%
20260918 $4.40 $1.88 0.6% 29%
20260917 $5.10 $4.80 0.8% 47%
20260916 $5.00 $3.62 0.6% 18%
20260915 $4.00 $3.95 0.5% 6%
20260914 $4.65 $2.62 0.7% 35%
20260911 $5.45 $3.35 0.6% 25%
20260910 $4.70 $4.82 0.5% 3%
20260909 $5.28 $4.38 0.6% 30%
20260908 $4.70 $4.60 0.6% 21%
20260904 $4.68 $4.95 0.6% 27%
20260903 $5.17 $3.65 0.6% 25%
20260902 $4.88 $4.88 0.6% 21%
20260901 $5.10 $5.10 0.6% 25%
20260831 $4.90 $4.90 0.8% 54%
20260828 $5.15 $5.15 0.7% 40%
20260827 $5.10 $5.10 0.6% 21%
20260826 $4.32 $4.32 0.7% 38%
20260825 $5.20 $5.20 0.6% 28%
20260824 $4.65 $4.65 0.7% 31%
20260821 $5.28 $3.90 0.6% 23%
20260820 $5.57 $4.82 0.6% 25%
20260819 $5.28 $4.67 0.6% 25%
20260818 $4.80 $3.62 0.6% 21%
20260817 $5.12 $4.80 0.7% 31%
20260814 $5.47 $3.00 0.6% 19%
20260813 $4.85 $4.80 0.6% 24%
20260812 $4.90 $2.97 0.5% 12%
20260811 $5.17 $4.80 0.5% 17%
20260810 $5.70 $4.15 0.5% 19%
20260806 $5.35 $5.05 0.4% 6%
20260805 $5.10 $5.10 0.8% 49%
20260804 $4.85 $4.85 0.6% 30%
20260803 $5.00 $5.00 0.9% 59%
20260731 $4.97 $4.97 0.5% 15%
20260730 $5.12 $5.12 0.7% 41%
20260729 $5.15 $5.15 0.8% 49%
20260728 $5.05 $5.05 0.7% 37%
20260727 $4.25 $4.25 0.6% 30%
20260724 $6.40 $6.40 0.7% 40%
20260723 $6.15 $6.15 0.5% 10%
20260722 $5.50 $5.50 0.7% 31%
20260721 $5.33 $5.33 0.6% 21%
20260720 $5.15 $5.15 0.6% 24%
20260716 $5.68 $4.12 0.5% 7%
20260715 $5.40 $4.50 0.6% 22%
20260714 $5.35 $4.70 0.5% 18%
20260713 $5.30 $4.88 0.5% 16%
20260710 $5.25 $4.88 0.5% 16%
20260709 $5.40 $4.00 0.5% 16%
20260708 $5.55 $4.35 0.6% 20%
20260707 $5.30 $5.15 0.6% 27%
20260706 $5.25 $4.90 0.5% 16%
20260702 $4.95 $4.95 1.1% 81%
20260701 $3.98 $3.98 0.7% 41%