IBCP · Expected Move

Independent Bank Corp.

The expected move for IBCP 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).

IBCP straddle price & implied vol

60 sessions

Bars: 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 IBCP Expected Move
30-Day Straddle
$5.28
7-Day Straddle
$5.00
30-Day ATM IV
47.6%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to IBCP'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.
IBCP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261106 $5.28 $5.00 47.6% 68%
20261105 $5.25 $5.22 35.5% 25%
20261104 $5.50 $5.50 32.7% 15%
20261103 $3.62 $3.62 34.9% 22%
20261102 $3.85 $3.85 31.9% 12%
20261030 $4.90 $4.90 34.0% 20%
20261029 $5.18 $5.18 33.3% 17%
20261028 $5.10 $5.10 33.1% 16%
20261027 $3.47 $3.47 36.1% 27%
20261026 $4.95 $4.95 31.2% 8%
20261023 $5.35 $5.35 39.4% 34%
20261022 $3.68 $3.68 37.9% 29%
20261021 $3.75 $3.75 39.0% 32%
20261020 $4.88 $4.88 37.9% 29%
20261019 $3.50 $3.50 41.4% 40%
20261016 $5.10 $4.78 55.7% 84%
20261015 $5.05 $4.80 56.3% 86%
20261014 $4.22 $4.65 43.5% 46%
20261013 $3.67 $3.83 43.3% 46%
20261012 $5.05 $4.85 40.6% 37%
20261009 $3.30 $3.33 29.5% 3%
20261008 $4.95 $2.35 37.6% 28%
20261007 $3.70 $3.33 37.8% 29%
20261006 $4.40 $3.35 38.9% 32%
20261005 $4.90 $3.38 38.0% 29%
20261002 $3.38 $3.38 38.6% 31%
20261001 $4.90 $4.90 35.9% 23%
20260930 $4.80 $4.80 36.8% 26%
20260929 $3.20 $3.20 37.2% 32%
20260928 $4.08 $4.08 41.4% 44%
20260925 $3.52 $3.52 41.4% 44%
20260924 $3.83 $3.83 38.8% 36%
20260923 $4.80 $4.80 31.1% 24%
20260922 $3.62 $3.62 38.8% 43%
20260921 $4.12 $4.12 39.0% 44%
20260918 $3.40 $1.98 32.5% 27%
20260917 $3.68 $3.15 35.9% 31%
20260916 $3.50 $3.22 34.2% 14%
20260915 $5.75 $3.07 36.8% 17%
20260914 $4.60 $3.07 35.5% 16%
20260911 $3.68 $3.07 32.0% 12%
20260910 $3.92 $2.97 33.8% 14%
20260909 $4.08 $2.97 33.2% 13%
20260908 $4.28 $2.97 31.4% 11%
20260904 $4.15 $3.27 31.5% 11%
20260903 $4.28 $2.97 32.6% 12%
20260902 $3.45 $3.45 34.7% 14%
20260901 $3.17 $3.17 36.3% 10%
20260831 $3.22 $3.22 35.8% 10%
20260828 $3.02 $3.02 31.6% 7%
20260827 $3.00 $3.00 33.7% 9%
20260826 $3.52 $3.52 34.6% 9%
20260825 $3.32 $3.32 31.0% 7%
20260824 $3.40 $3.40 34.6% 9%
20260821 $3.38 $4.03 31.4% 7%
20260820 $3.38 $3.58 30.7% 6%
20260819 $3.22 $4.10 31.0% 7%
20260818 $3.97 $2.77 32.0% 7%
20260817 $3.47 $2.80 29.9% 6%
20260814 $3.50 $2.15 31.7% 7%

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.