MPB · Expected Move
Mid Penn Bancorp, Inc.
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).
MPB 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 MPB Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.88
30-Day ATM IV
32.9%
IV Rank
33%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.88 | $3.88 | 32.9% | 33% |
| 20261022 | $1.88 | $1.88 | 29.3% | 24% |
| 20261021 | $4.50 | $4.50 | 40.6% | 42% |
| 20261020 | $4.05 | $4.05 | 42.1% | 45% |
| 20261019 | $5.03 | $5.03 | 54.8% | 72% |
| 20261016 | $3.75 | $1.73 | 33.7% | 28% |
| 20261015 | $3.52 | $1.75 | 39.5% | 40% |
| 20261014 | $3.85 | $2.20 | 32.0% | 24% |
| 20261013 | $3.85 | $2.00 | — | — |
| 20261012 | $3.55 | $1.68 | 36.2% | 33% |
| 20261009 | $3.73 | $3.40 | 38.5% | 38% |
| 20261008 | $4.95 | $3.62 | 50.0% | 62% |
| 20261007 | $4.53 | $3.42 | 49.5% | 61% |
| 20261006 | $4.10 | $4.85 | 33.7% | 28% |
| 20261005 | $3.35 | $2.33 | 33.1% | 27% |
| 20261002 | $3.50 | $3.50 | 36.2% | 33% |
| 20261001 | $3.10 | $3.10 | 25.3% | 10% |
| 20260930 | $3.57 | $3.57 | 36.9% | 34% |
| 20260929 | $3.50 | $3.50 | 36.2% | 29% |
| 20260928 | $3.48 | $3.48 | 37.9% | 32% |
| 20260925 | $3.53 | $3.53 | 44.4% | 44% |
| 20260924 | $4.90 | $4.90 | 35.7% | 28% |
| 20260923 | $5.12 | $5.12 | 58.1% | 68% |
| 20260922 | $5.17 | $5.17 | 38.7% | 33% |
| 20260921 | $2.55 | $2.55 | 33.2% | 23% |
| 20260918 | $4.60 | $3.00 | 27.8% | 13% |
| 20260917 | $5.32 | $1.70 | 44.6% | 44% |
| 20260916 | $5.15 | $5.15 | 34.1% | 25% |
| 20260915 | $5.67 | $5.35 | 31.3% | 20% |
| 20260914 | $3.77 | $3.30 | 28.7% | 15% |
| 20260911 | $12.85 | $3.17 | 30.7% | 19% |
| 20260910 | $4.47 | $4.62 | 31.4% | 20% |
| 20260909 | $3.30 | $3.25 | 36.2% | 29% |
| 20260908 | $4.38 | $3.42 | 34.1% | 25% |
| 20260904 | $5.30 | $3.38 | 33.1% | 23% |
| 20260903 | $4.02 | $3.30 | 33.5% | 24% |
| 20260902 | $3.02 | $3.02 | 35.3% | 27% |
| 20260901 | $3.55 | $3.55 | 48.2% | 50% |
| 20260831 | $5.00 | $5.00 | 39.3% | 34% |
| 20260828 | $2.88 | $2.88 | 33.3% | 23% |
| 20260827 | $3.23 | $3.23 | 34.5% | 26% |
| 20260826 | $2.92 | $2.92 | 34.6% | 26% |
| 20260825 | $3.27 | $3.27 | 33.3% | 23% |
| 20260824 | $4.08 | $4.08 | 35.6% | 28% |
| 20260821 | $3.27 | $12.93 | 31.9% | 21% |
| 20260820 | $3.98 | $3.02 | 27.1% | 12% |
| 20260819 | $4.55 | $3.17 | 35.8% | 28% |
| 20260818 | $3.15 | $2.42 | 36.0% | 28% |
| 20260817 | $3.10 | $3.95 | 31.1% | 19% |
| 20260814 | $3.47 | $2.08 | 33.5% | 24% |
| 20260813 | $3.85 | $4.60 | 35.2% | 27% |
| 20260812 | $4.33 | $3.55 | 34.4% | 25% |
| 20260811 | $3.70 | $2.70 | 31.3% | 20% |
| 20260810 | $3.70 | $3.67 | 34.9% | 26% |
| 20260807 | — | — | 33.4% | 24% |
| 20260806 | $3.05 | $3.30 | 48.6% | 51% |
| 20260805 | $4.95 | $4.95 | 32.7% | 22% |
| 20260804 | $4.95 | $4.95 | 33.0% | 23% |
| 20260803 | $5.10 | $5.10 | 32.4% | 22% |
| 20260731 | $4.35 | $4.35 | 32.3% | 22% |
More on MPB
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.