EBTC (Enterprise Bancorp Inc.)

Expected Move & Straddle Price History

The expected move for EBTC 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 EBTC Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
1.1%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to EBTC'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.
EBTC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20250702 $0.00 $0.00 1.1% 61%
20250701 $0.00 $0.00 1.1% 59%
20250630 $3.95 $3.95 1.0% 56%
20250627 $4.10 $4.10 0.8% 35%
20250626 $4.55 $4.55 0.6% 24%
20250625 $4.70 $4.70 0.3% 0%
20250624 $4.62 $4.62 1.0% 40%
20250623 $4.72 $4.72 1.0% 46%
20250620 $3.95 $3.65 1.0% 43%
20250618 $3.50 $3.33 0.9% 39%
20250617 $3.95 $3.75 0.7% 18%
20250616 $4.55 $2.30 0.9% 40%
20250613 $3.80 $3.30 0.9% 40%
20250612 $4.20 $3.73 0.8% 27%
20250611 $3.48 $3.28 0.8% 29%
20250610 $4.12 $4.25 0.8% 35%
20250609 $3.17 $2.95 0.8% 31%
20250606 $4.03 $3.05 0.8% 29%
20250605 $4.15 $4.20 0.7% 23%
20250604 $3.65 $3.65 1.0% 51%
20250603 $3.05 $3.05 0.9% 41%
20250530 $4.05 $4.05 1.0% 52%
20250529 $3.60 $3.60 1.0% 53%
20250528 $4.80 $4.80 1.0% 47%
20250527 $3.10 $3.10 0.8% 32%
20250523 $3.45 $3.45 0.7% 20%
20250522 $3.95 $3.95 0.9% 37%
20250521 $2.62 $2.62 1.0% 47%
20250520 $4.60 $4.60 1.0% 48%
20250519 $4.50 $4.50 0.6% 13%
20250516 $4.45 $3.75 0.8% 25%
20250515 $5.12 $3.95 0.9% 31%
20250514 $4.95 $4.05 1.0% 39%
20250513 $3.92 $2.35 0.7% 21%
20250512 $3.83 $2.30 0.7% 17%
20250509 $4.35 $3.75 0.6% 10%
20250508 $4.78 $1.58 0.6% 11%
20250507 $3.85 $2.75 0.7% 19%
20250506 $4.10 $1.67 0.5% 9%
20250505 $4.10 $1.68 0.5% 7%
20250502 $4.92 $4.92 1.0% 42%
20250501 $5.50 $5.50 1.0% 39%
20250430 $5.12 $5.12 0.9% 34%
20250429 $4.88 $4.88 0.8% 30%
20250428 $2.85 $2.85 0.9% 36%
20250425 $3.40 $3.40 0.8% 26%
20250424 $4.45 $4.45 0.7% 19%
20250423 $4.10 $4.10 0.7% 20%
20250422 $0.00 $0.00 0.9% 35%
20250421 $3.55 $3.55 0.8% 25%
20250417 $4.25 $2.65 0.8% 26%
20250415 $3.75 $2.50 0.8% 30%
20250414 $3.85 $4.15 0.7% 19%
20250411 $4.67 $4.15 0.7% 18%
20250410 $5.03 $4.80 0.6% 17%
20250409 $5.08 $4.28 0.7% 23%
20250408 $4.25 $3.30 0.8% 30%
20250407 $4.55 $4.80 0.7% 23%
20250404 $4.88 $4.60 0.7% 23%
20250403 $3.50 $2.33 0.7% 17%