EBC · Expected Move
Eastern Bankshares, Inc. Common Stock
The expected move for EBC 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).
EBC 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 EBC Expected Move
30-Day Straddle
$1.97
7-Day Straddle
$1.97
30-Day ATM IV
36.9%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to EBC'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.
EBC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.97 | $1.97 | 36.9% | 35% |
| 20261022 | $6.58 | $6.58 | 39.2% | 41% |
| 20261021 | $1.85 | $1.85 | 36.7% | 34% |
| 20261020 | $1.90 | $1.90 | 38.0% | 38% |
| 20261019 | $3.30 | $3.30 | 38.6% | 39% |
| 20261016 | $1.82 | $1.85 | 32.3% | 22% |
| 20261015 | $2.30 | $1.80 | — | — |
| 20261014 | $2.62 | $0.97 | 39.8% | 42% |
| 20261013 | $2.17 | $1.15 | 36.6% | 34% |
| 20261012 | $3.75 | $1.20 | 52.1% | 76% |
| 20261009 | $3.20 | $1.68 | 48.6% | 66% |
| 20261008 | $2.12 | $1.68 | 39.8% | 43% |
| 20261007 | $2.42 | $1.10 | 41.8% | 48% |
| 20261006 | $2.42 | $7.08 | 58.3% | 92% |
| 20261005 | $3.35 | $2.35 | 39.8% | 43% |
| 20261002 | $1.65 | $1.65 | 34.6% | 29% |
| 20261001 | $2.40 | $2.40 | 44.9% | 56% |
| 20260930 | $1.80 | $1.80 | — | — |
| 20260929 | $1.93 | $1.93 | 41.4% | 47% |
| 20260928 | $1.88 | $1.88 | 40.4% | 44% |
| 20260925 | $8.20 | $8.20 | — | — |
| 20260924 | $1.35 | $1.35 | 42.3% | 49% |
| 20260923 | $2.55 | $2.55 | 38.0% | 38% |
| 20260922 | $1.75 | $1.75 | 37.5% | 36% |
| 20260921 | $1.43 | $1.43 | — | — |
| 20260918 | $3.70 | $3.58 | 42.7% | 50% |
| 20260917 | $2.08 | $1.25 | 37.2% | 36% |
| 20260916 | $2.12 | $1.90 | 39.7% | 42% |
| 20260915 | $2.02 | $1.45 | 41.0% | 46% |
| 20260914 | $1.80 | $1.20 | — | — |
| 20260911 | $1.35 | $1.12 | 42.9% | 51% |
| 20260910 | $1.80 | $1.12 | 37.4% | 36% |
| 20260909 | $2.02 | $1.35 | 31.1% | 19% |
| 20260908 | $1.75 | $1.32 | 46.6% | 61% |
| 20260904 | $1.73 | $1.05 | 30.9% | 19% |
| 20260903 | $1.77 | $1.35 | 28.6% | 13% |
| 20260902 | $1.92 | $1.92 | 34.3% | 28% |
| 20260901 | $1.83 | $1.83 | 48.0% | 64% |
| 20260831 | $1.20 | $1.20 | 31.6% | 21% |
| 20260828 | $0.88 | $0.88 | 32.6% | 23% |
| 20260827 | $0.93 | $0.93 | 29.2% | 14% |
| 20260826 | $1.00 | $1.00 | 28.4% | 12% |
| 20260825 | $1.40 | $1.40 | 42.6% | 50% |
| 20260824 | $0.98 | $0.98 | 26.9% | 8% |
| 20260821 | $1.15 | $1.00 | 23.9% | 0% |
| 20260820 | $1.27 | $1.12 | 26.0% | 2% |
| 20260819 | $1.57 | $1.35 | 29.6% | 12% |
| 20260818 | $2.15 | $1.55 | 28.0% | 8% |
| 20260817 | $1.85 | $2.27 | 27.1% | 5% |
| 20260814 | $1.85 | $1.33 | 29.9% | 13% |
| 20260813 | $1.77 | $1.27 | 48.5% | 64% |
| 20260812 | $1.80 | $1.35 | 30.3% | 14% |
| 20260811 | $1.57 | $1.27 | 30.7% | 15% |
| 20260810 | $1.55 | $1.05 | 27.1% | 5% |
| 20260807 | — | — | 38.8% | 38% |
| 20260806 | $1.62 | $2.52 | 33.2% | 22% |
| 20260805 | $2.05 | $2.05 | 38.3% | 36% |
| 20260804 | $1.95 | $1.95 | 34.6% | 26% |
| 20260803 | $1.45 | $1.45 | 40.0% | 41% |
| 20260731 | $1.20 | $1.20 | 27.5% | 6% |
More on EBC
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.