LCNB · Expected Move

LCNB Corporation

The expected move for LCNB 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).

LCNB 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 LCNB Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
40.9%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to LCNB'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.
LCNB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.85 $1.85 40.9% 44%
20261021 $1.80 $1.80 38.3% 35%
20261020 $1.70 $1.70 39.6% 39%
20261019 $1.98 $1.98 38.0% 34%
20261016 $1.90 $1.80 35.6% 25%
20261015 $2.12 $1.85 37.9% 33%
20261014 $1.75 $2.62 42.3% 49%
20261013 $1.77 $2.67 34.3% 21%
20261012 $2.12 $1.85 34.2% 16%
20261009 $1.75 $2.65 52.3% 68%
20261008 $2.12 $1.80 42.5% 40%
20261007 $1.93 $2.80 43.2% 42%
20261006 $2.17 $1.85 50.1% 62%
20261005 $2.30 $1.85 39.4% 31%
20261002 $1.75 $1.75 39.6% 32%
20261001 $2.62 $2.62 46.7% 52%
20260930 $2.80 $2.80 41.5% 37%
20260929 $2.85 $2.85 48.6% 58%
20260928 $2.27 $2.27 44.1% 45%
20260925 $1.60 $1.60 47.9% 56%
20260924 $2.80 $2.80 44.4% 45%
20260923 $2.70 $2.70 46.5% 52%
20260922 $1.85 $1.85 48.9% 58%
20260921 $1.75 $1.75 42.4% 40%
20260918 $2.17 $2.10 53.0% 61%
20260917 $1.78 $0.85 44.1% 39%
20260916 $1.80 $0.53 37.9% 23%
20260915 $1.83 $0.62 39.9% 28%
20260914 $1.90 $0.77 39.3% 27%
20260911 $1.90 $1.00 50.7% 55%
20260910 $2.78 $0.97 37.6% 23%
20260909 $2.90 $1.12 49.7% 53%
20260908 $2.38 $1.15 36.6% 20%
20260904 $2.83 $0.85 31.2% 7%
20260903 $2.92 $1.07 35.2% 16%
20260902 $1.05 $1.05 34.7% 15%
20260901 $1.30 $1.30 45.1% 41%
20260831 $1.15 $1.15 34.2% 14%
20260828 $1.07 $1.07 31.0% 6%
20260827 $1.20 $1.20 31.4% 7%
20260826 $1.32 $1.32 38.9% 26%
20260825 $1.12 $1.12 29.0% 1%
20260824 $1.18 $1.18 31.2% 7%
20260821 $1.25 $1.40 31.4% 7%
20260820 $1.50 $1.27 35.7% 18%
20260819 $1.48 $0.43 33.8% 13%
20260818 $1.50 $0.57 32.6% 10%
20260817 $1.38 $0.50 30.1% 4%
20260814 $1.52 $0.57 32.2% 9%
20260813 $1.52 $1.00 31.6% 8%
20260812 $1.62 $0.68 34.2% 14%
20260811 $1.65 $0.88 33.5% 12%
20260810 $1.75 $0.75 36.6% 20%
20260807 — — 31.2% 7%
20260806 $1.70 $0.88 31.3% 7%
20260805 $0.82 $0.82 31.7% 8%
20260804 $1.00 $1.00 32.8% 11%
20260803 $0.90 $0.90 30.9% 6%
20260731 $0.88 $0.88 28.5% 0%
20260730 $1.00 $1.00 28.7% 0%

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.