MPB (Mid Penn Bancorp, Inc.)
Expected Move & Straddle Price History
The expected move for MPB 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 MPB Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$3.38
Avg IV
0.7%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to MPB'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.
MPB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $5.30 | $3.38 | 0.7% | 31% |
| 20260903 | $4.02 | $3.30 | 0.8% | 37% |
| 20260902 | $3.02 | $3.02 | 1.1% | 64% |
| 20260901 | $3.55 | $3.55 | 1.0% | 57% |
| 20260831 | $5.00 | $5.00 | 1.2% | 72% |
| 20260828 | $2.88 | $2.88 | 1.1% | 60% |
| 20260827 | $3.23 | $3.23 | 0.9% | 50% |
| 20260826 | $2.92 | $2.92 | 0.8% | 38% |
| 20260825 | $3.27 | $3.27 | 1.0% | 58% |
| 20260824 | $4.08 | $4.08 | 1.0% | 51% |
| 20260821 | $3.27 | $12.93 | 0.7% | 27% |
| 20260820 | $3.98 | $3.02 | 0.8% | 41% |
| 20260819 | $4.55 | $3.17 | 1.0% | 56% |
| 20260818 | $3.15 | $2.42 | 0.8% | 36% |
| 20260817 | $3.10 | $3.95 | 0.9% | 42% |
| 20260814 | $3.47 | $2.08 | 0.7% | 32% |
| 20260813 | $3.85 | $4.60 | 0.7% | 31% |
| 20260812 | $4.33 | $3.55 | 0.6% | 23% |
| 20260811 | $3.70 | $2.70 | 0.7% | 33% |
| 20260810 | $3.70 | $3.67 | 0.8% | 35% |
| 20260806 | $3.05 | $3.30 | 0.6% | 24% |
| 20260805 | $4.95 | $4.95 | 1.0% | 52% |
| 20260804 | $4.95 | $4.95 | 1.0% | 54% |
| 20260803 | $5.10 | $5.10 | 1.2% | 68% |
| 20260731 | $4.35 | $4.35 | 0.5% | 15% |
| 20260730 | $2.50 | $2.50 | 0.9% | 43% |
| 20260729 | $3.33 | $3.33 | 0.9% | 45% |
| 20260728 | $3.75 | $3.75 | 0.9% | 45% |
| 20260727 | $3.83 | $3.83 | 0.9% | 48% |
| 20260724 | $5.15 | $5.15 | 0.7% | 28% |
| 20260723 | $4.80 | $4.80 | 0.8% | 40% |
| 20260722 | $3.88 | $3.88 | 0.9% | 43% |
| 20260721 | $2.45 | $2.45 | 0.7% | 34% |
| 20260720 | $3.47 | $3.47 | 0.4% | 0% |
| 20260716 | $4.88 | $1.25 | 0.6% | 2% |
| 20260715 | $4.80 | $0.40 | 0.6% | 4% |
| 20260714 | $4.97 | $0.75 | 0.7% | 13% |
| 20260713 | $4.12 | $0.57 | 0.8% | 21% |
| 20260710 | $4.93 | $0.70 | 0.8% | 21% |
| 20260709 | $4.70 | $0.73 | 0.7% | 12% |
| 20260708 | $5.08 | $0.77 | 0.8% | 22% |
| 20260707 | $4.35 | $0.78 | 0.9% | 30% |
| 20260706 | $4.97 | $0.95 | 0.7% | 17% |
| 20260702 | $1.00 | $1.00 | 1.5% | 100% |
| 20260701 | $1.27 | $1.27 | 1.3% | 91% |
| 20260630 | $0.95 | $0.95 | 1.3% | 86% |
| 20260629 | $1.00 | $1.00 | 1.4% | 100% |
| 20260626 | $1.00 | $1.00 | 1.1% | 59% |
| 20260625 | $1.52 | $1.52 | 1.3% | 81% |
| 20260624 | $1.35 | $1.35 | 1.1% | 61% |
| 20260623 | $1.53 | $1.53 | 0.9% | 45% |
| 20260622 | $1.92 | $1.92 | 1.1% | 65% |
| 20260618 | $2.52 | $2.00 | 1.1% | 60% |
| 20260617 | $2.25 | $3.27 | 1.1% | 59% |
| 20260616 | $1.40 | $3.77 | 1.0% | 55% |
| 20260615 | $1.82 | $1.45 | 1.1% | 57% |
| 20260613 | $1.93 | $1.23 | 1.0% | 50% |
| 20260612 | $2.00 | $1.23 | 1.0% | 47% |
| 20260611 | $1.78 | $1.45 | 0.8% | 32% |
| 20260610 | $1.80 | $2.70 | 1.0% | 54% |