CZNC · Expected Move

Citizens & Northern Corporation

The expected move for CZNC 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).

CZNC straddle price & implied vol

60 sessions

Bars: 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 CZNC Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$2.10
30-Day ATM IV
46.5%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to CZNC'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.
CZNC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.10 $2.10 46.5% 37%
20261021 $4.90 $4.90 32.2% 13%
20261020 $3.38 $3.38 39.9% 26%
20261019 $4.00 $4.00 49.1% 41%
20261016 $3.52 $2.23 35.3% 18%
20261015 $3.02 $3.75 31.1% 11%
20261014 $3.60 $3.80 32.8% 14%
20261013 $3.30 $3.02 32.7% 14%
20261012 $4.42 $2.97 44.5% 34%
20261009 $4.45 $3.90 64.2% 66%
20261008 $3.12 $3.02 32.4% 14%
20261007 $3.60 $2.25 46.5% 37%
20261006 $3.12 $3.70 53.3% 48%
20261005 $3.75 $4.05 30.9% 11%
20261002 $3.15 $3.15 47.0% 38%
20261001 $4.00 $4.00 29.2% 8%
20260930 $1.77 $1.77 41.0% 28%
20260929 $4.10 $4.10 27.8% 6%
20260928 $1.77 $1.77 36.2% 20%
20260925 $3.40 $3.40 46.8% 37%
20260924 $2.85 $2.85 26.5% 4%
20260923 $3.08 $3.08 32.5% 14%
20260922 $3.78 $3.78 48.0% 39%
20260921 $4.45 $4.45 51.0% 44%
20260918 $3.50 $1.80 55.2% 51%
20260917 $4.50 $2.67 51.5% 45%
20260916 $3.03 $2.58 54.0% 49%
20260915 $4.50 $1.80 48.0% 39%
20260914 $2.77 $1.98 27.8% 6%
20260911 $3.17 $1.48 46.7% 37%
20260910 $3.12 $1.27 28.2% 7%
20260909 $4.70 $3.68 49.2% 41%
20260908 $2.77 $2.88 32.5% 14%
20260904 $3.28 $3.35 58.3% 57%
20260903 $3.15 $2.98 58.5% 57%
20260902 $2.83 $2.83 46.8% 37%
20260901 $2.75 $2.75 46.3% 37%
20260831 $3.00 $3.00 35.8% 19%
20260828 $2.90 $2.90 52.8% 47%
20260827 $2.67 $2.67 41.5% 29%
20260826 $2.83 $2.83 51.1% 44%
20260825 $2.68 $2.68 51.0% 44%
20260824 $2.05 $2.05 45.3% 35%
20260821 $2.42 $1.00 46.0% 36%
20260820 $2.00 $1.18 30.9% 11%
20260819 $3.23 $1.30 38.3% 23%
20260818 $2.08 $1.27 30.1% 10%
20260817 $2.48 $1.23 40.5% 27%
20260814 $3.10 $1.77 50.1% 43%
20260813 $1.90 $1.30 32.4% 14%
20260812 $2.60 $1.77 38.9% 24%
20260811 $4.15 $2.70 66.5% 70%
20260810 $4.03 $2.80 56.3% 53%
20260807 — — 46.2% 36%
20260806 $4.92 $3.00 44.2% 33%
20260805 $1.83 $1.83 24.2% 0%
20260804 $1.68 $1.68 34.4% 13%
20260803 $2.90 $2.90 39.3% 22%
20260731 $2.97 $2.97 36.5% 17%
20260730 $3.20 $3.20 30.2% 6%

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.