EGBN · Expected Move
Eagle Bancorp Inc
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).
EGBN 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 EGBN Expected Move
30-Day Straddle
$3.05
7-Day Straddle
$3.05
30-Day ATM IV
44.7%
IV Rank
40%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $3.05 | $3.05 | 44.7% | 40% |
| 20261023 | $3.22 | $3.22 | 35.6% | 9% |
| 20261022 | $3.38 | $3.38 | 41.9% | 31% |
| 20261021 | $3.45 | $3.45 | 53.5% | 71% |
| 20261020 | $4.55 | $4.55 | 62.0% | 100% |
| 20261019 | $3.77 | $3.77 | 50.0% | 72% |
| 20261016 | $3.88 | $2.80 | 51.4% | 78% |
| 20261015 | $3.02 | $2.42 | 44.9% | 51% |
| 20261014 | $4.65 | $2.73 | 54.1% | 90% |
| 20261013 | $3.70 | $2.02 | 48.7% | 67% |
| 20261012 | $3.48 | $1.98 | 45.7% | 54% |
| 20261009 | $3.60 | $2.67 | 46.6% | 58% |
| 20261008 | $4.00 | $2.35 | 51.0% | 77% |
| 20261007 | $3.55 | $2.50 | 47.8% | 63% |
| 20261006 | $4.00 | $2.02 | 50.6% | 75% |
| 20261005 | $3.95 | $2.38 | 49.0% | 68% |
| 20261002 | $2.70 | $2.70 | 45.3% | 52% |
| 20261001 | $2.77 | $2.77 | 54.1% | 90% |
| 20260930 | $2.70 | $2.70 | 50.9% | 76% |
| 20260929 | $3.00 | $3.00 | 51.5% | 79% |
| 20260928 | $2.05 | $2.05 | 45.3% | 52% |
| 20260925 | $1.70 | $1.70 | 52.5% | 83% |
| 20260924 | $2.45 | $2.45 | 42.2% | 39% |
| 20260923 | $2.60 | $2.60 | 45.5% | 53% |
| 20260922 | $2.15 | $2.15 | 49.4% | 71% |
| 20260921 | $2.60 | $2.60 | 43.0% | 46% |
| 20260918 | $2.92 | $2.65 | 41.3% | 39% |
| 20260917 | $3.10 | $2.42 | 41.3% | 39% |
| 20260916 | $3.85 | $3.58 | 44.4% | 51% |
| 20260915 | $2.58 | $4.65 | 38.9% | 30% |
| 20260914 | $2.67 | $2.52 | 42.2% | 43% |
| 20260911 | $3.40 | $2.92 | 47.6% | 64% |
| 20260910 | $3.52 | $5.08 | 33.3% | 7% |
| 20260909 | $3.60 | $2.95 | 43.7% | 49% |
| 20260908 | $3.45 | $2.42 | 45.0% | 54% |
| 20260904 | $2.72 | $2.70 | 41.4% | 40% |
| 20260903 | $3.40 | $2.50 | 45.0% | 54% |
| 20260902 | $2.93 | $2.93 | 41.5% | 40% |
| 20260901 | $3.02 | $3.02 | 46.4% | 60% |
| 20260831 | $3.23 | $3.23 | 41.6% | 36% |
| 20260828 | $2.95 | $2.95 | 40.9% | 34% |
| 20260827 | $2.75 | $2.75 | 44.5% | 47% |
| 20260826 | $2.55 | $2.55 | 41.1% | 35% |
| 20260825 | $3.48 | $3.48 | 55.5% | 86% |
| 20260824 | $3.28 | $3.28 | 45.9% | 52% |
| 20260821 | $2.35 | $3.53 | 35.1% | 12% |
| 20260820 | $2.75 | $2.48 | 38.8% | 25% |
| 20260819 | $2.52 | $2.33 | 49.3% | 60% |
| 20260818 | $2.42 | $2.05 | 39.1% | 26% |
| 20260817 | $3.15 | $2.25 | 47.5% | 54% |
| 20260814 | $2.45 | $2.03 | 40.4% | 30% |
| 20260813 | $2.40 | $1.82 | 38.8% | 25% |
| 20260812 | $2.00 | $1.88 | 33.0% | 5% |
| 20260811 | $2.50 | $2.92 | 39.4% | 27% |
| 20260810 | $3.47 | $2.27 | 47.4% | 54% |
| 20260807 | — | — | 48.9% | 59% |
| 20260806 | $3.48 | $2.12 | 46.6% | 51% |
| 20260805 | $2.70 | $2.70 | 43.3% | 40% |
| 20260804 | $3.52 | $3.52 | 40.6% | 31% |
| 20260803 | $2.60 | $2.60 | 44.3% | 44% |
More on EGBN
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.