EGBN (Eagle Bancorp Inc)
Expected Move & Straddle Price History
The expected move for EGBN 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 EGBN Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$4.00
Avg IV
0.7%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to EGBN'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.
EGBN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $3.17 | $4.00 | 0.7% | 16% |
| 20260608 | $3.43 | $3.00 | 0.8% | 18% |
| 20260605 | $3.52 | $3.30 | 0.6% | 10% |
| 20260604 | $4.10 | $2.83 | 0.5% | 0% |
| 20260603 | $3.80 | $3.33 | 0.8% | 12% |
| 20260602 | $2.65 | $2.65 | 1.8% | 74% |
| 20260601 | $3.48 | $3.48 | 2.1% | 92% |
| 20260529 | $3.88 | $3.88 | 1.7% | 70% |
| 20260528 | $3.17 | $3.17 | 1.5% | 53% |
| 20260527 | $2.65 | $2.65 | 1.6% | 64% |
| 20260526 | $2.75 | $2.75 | 1.5% | 55% |
| 20260522 | $2.30 | $2.30 | 1.6% | 59% |
| 20260521 | $2.35 | $2.35 | 1.3% | 44% |
| 20260520 | $2.50 | $2.50 | 0.9% | 16% |
| 20260519 | $1.92 | $1.92 | 1.4% | 48% |
| 20260518 | $2.08 | $2.08 | 1.4% | 46% |
| 20260515 | $2.08 | $1.57 | 1.3% | 43% |
| 20260514 | $2.60 | $1.00 | 1.4% | 47% |
| 20260513 | $1.95 | $2.48 | 1.2% | 38% |
| 20260512 | $2.42 | $1.75 | 1.1% | 33% |
| 20260511 | $2.93 | $1.92 | 1.3% | 45% |
| 20260510 | $3.53 | $4.00 | 1.3% | 41% |
| 20260508 | $3.53 | $4.00 | 1.2% | 39% |
| 20260507 | $3.53 | $2.67 | 1.2% | 36% |
| 20260506 | $4.12 | $2.77 | 1.2% | 38% |
| 20260505 | $3.12 | $2.55 | 1.1% | 27% |
| 20260504 | $3.80 | $2.25 | 1.3% | 43% |
| 20260502 | $2.57 | $2.57 | 1.0% | 25% |
| 20260501 | $2.57 | $2.57 | 0.9% | 18% |
| 20260430 | $2.08 | $2.08 | 1.0% | 24% |
| 20260429 | $2.57 | $2.57 | 1.1% | 29% |
| 20260428 | $3.00 | $3.00 | 0.9% | 19% |
| 20260427 | $2.73 | $2.73 | 1.3% | 42% |
| 20260424 | $2.88 | $2.88 | 0.8% | 10% |
| 20260423 | $3.15 | $3.15 | 1.1% | 27% |
| 20260422 | $3.67 | $3.67 | 1.1% | 30% |
| 20260421 | $3.55 | $3.55 | 1.1% | 31% |
| 20260420 | $2.80 | $2.80 | 0.9% | 15% |
| 20260417 | $3.62 | $2.25 | 0.9% | 17% |
| 20260416 | $4.03 | $2.75 | 0.8% | 11% |
| 20260415 | $3.42 | $4.88 | 0.9% | 20% |
| 20260414 | $3.90 | $2.75 | 0.9% | 20% |
| 20260413 | $3.47 | $2.58 | 0.9% | 17% |
| 20260410 | $3.38 | $2.58 | 0.9% | 17% |
| 20260409 | $4.05 | $2.48 | 0.7% | 8% |
| 20260408 | $4.05 | $2.38 | 0.8% | 10% |
| 20260407 | $3.75 | $2.15 | 0.8% | 13% |
| 20260406 | $3.45 | $1.57 | 0.8% | 8% |
| 20260402 | $4.50 | $1.77 | 0.8% | 9% |
| 20260401 | $2.27 | $2.27 | 1.1% | 30% |
| 20260331 | $2.05 | $2.05 | 1.0% | 22% |
| 20260330 | $1.95 | $1.95 | 0.9% | 16% |
| 20260327 | $1.90 | $1.90 | 0.9% | 15% |
| 20260326 | $2.15 | $2.15 | 0.8% | 13% |
| 20260325 | $1.68 | $1.68 | 0.9% | 15% |
| 20260324 | $2.12 | $2.12 | 0.8% | 14% |
| 20260323 | $2.00 | $2.00 | 0.8% | 14% |
| 20260320 | $2.48 | $1.65 | 0.8% | 10% |
| 20260319 | $2.58 | $2.12 | 0.8% | 11% |
| 20260318 | $2.80 | $1.95 | 0.8% | 9% |