HBNC · Expected Move
Horizon Bancorp, Inc. Common Stock
The expected move for HBNC 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).
HBNC 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 HBNC Expected Move
30-Day Straddle
$1.25
7-Day Straddle
$1.25
30-Day ATM IV
28.4%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to HBNC'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.
HBNC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.25 | $1.25 | 28.4% | 19% |
| 20261021 | $2.00 | $2.00 | 29.9% | 23% |
| 20261020 | $2.02 | $2.02 | 32.9% | 30% |
| 20261019 | $3.05 | $3.05 | 62.7% | 100% |
| 20261016 | $2.77 | $1.40 | 33.8% | 37% |
| 20261015 | $2.05 | $1.80 | 32.7% | 34% |
| 20261014 | $2.85 | $1.88 | 41.8% | 58% |
| 20261013 | $3.22 | $2.25 | 50.2% | 81% |
| 20261012 | $2.05 | $1.70 | 29.3% | 24% |
| 20261009 | $2.00 | $2.50 | 40.1% | 53% |
| 20261008 | $1.73 | $1.68 | 38.3% | 49% |
| 20261007 | $1.98 | $2.73 | 38.2% | 48% |
| 20261006 | $2.38 | $1.77 | 35.2% | 40% |
| 20261005 | $2.83 | $1.30 | 48.2% | 75% |
| 20261002 | $2.55 | $2.55 | 37.0% | 45% |
| 20261001 | $1.52 | $1.52 | 33.2% | 35% |
| 20260930 | $2.55 | $2.55 | 52.3% | 86% |
| 20260929 | $2.27 | $2.27 | 34.8% | 39% |
| 20260928 | $2.17 | $2.17 | 50.3% | 81% |
| 20260925 | $1.93 | $1.93 | 47.3% | 73% |
| 20260924 | $1.57 | $1.57 | 38.2% | 48% |
| 20260923 | $1.65 | $1.65 | 40.1% | 53% |
| 20260922 | $2.20 | $2.20 | 57.1% | 99% |
| 20260921 | $2.08 | $2.08 | 31.5% | 30% |
| 20260918 | $2.12 | $2.35 | 31.6% | 31% |
| 20260917 | $2.03 | $0.48 | 39.2% | 51% |
| 20260916 | $2.45 | $0.65 | 55.8% | 47% |
| 20260915 | $1.15 | $0.40 | 26.5% | 8% |
| 20260914 | $2.88 | $1.45 | 44.3% | 15% |
| 20260911 | $1.45 | $0.47 | 20.2% | 0% |
| 20260910 | $1.35 | $0.55 | 29.7% | 3% |
| 20260909 | $1.65 | $0.62 | 32.6% | 5% |
| 20260908 | $1.83 | $0.62 | 23.6% | 0% |
| 20260904 | $2.85 | $0.57 | 27.7% | 2% |
| 20260903 | $2.85 | $0.68 | 39.7% | 9% |
| 20260902 | $0.73 | $0.73 | 27.1% | 2% |
| 20260901 | $1.03 | $1.03 | 31.4% | 4% |
| 20260831 | $0.90 | $0.90 | 56.0% | 17% |
| 20260828 | $0.85 | $0.85 | 43.2% | 10% |
| 20260827 | $0.85 | $0.85 | 37.4% | 7% |
| 20260826 | $0.93 | $0.93 | 28.5% | 2% |
| 20260825 | $0.98 | $0.98 | 28.5% | 2% |
| 20260824 | $0.95 | $0.95 | 27.5% | 2% |
| 20260821 | $1.02 | $1.38 | 30.0% | 3% |
| 20260820 | $1.05 | $1.45 | 29.5% | 3% |
| 20260819 | $0.95 | $1.17 | 23.9% | 0% |
| 20260818 | $1.02 | $1.15 | 23.9% | 0% |
| 20260817 | $1.10 | $1.83 | 25.5% | 0% |
| 20260814 | $1.27 | $1.65 | 32.3% | 4% |
| 20260813 | $1.27 | $2.20 | 30.8% | 3% |
| 20260812 | $1.25 | $1.77 | 31.1% | 3% |
| 20260811 | $1.35 | $1.48 | 29.8% | 2% |
| 20260810 | $1.30 | $2.05 | 34.7% | 5% |
| 20260807 | — | — | 29.3% | 2% |
| 20260806 | $1.50 | $1.40 | 30.9% | 3% |
| 20260805 | $2.17 | $2.17 | 38.2% | 7% |
| 20260804 | $2.35 | $2.35 | 34.7% | 5% |
| 20260803 | $1.73 | $1.73 | 36.2% | 6% |
| 20260731 | $1.68 | $1.68 | 27.0% | 1% |
| 20260730 | $1.85 | $1.85 | 39.1% | 7% |
More on HBNC
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.