NBBK · Expected Move

NB Bancorp, Inc. Common Stock

The expected move for NBBK 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).

NBBK 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 NBBK Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.95
30-Day ATM IV
25.3%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to NBBK'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.
NBBK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $0.95 $0.95 25.3% 3%
20261022 $1.00 $1.00 21.3% 0%
20261021 $1.07 $1.07 26.2% 1%
20261020 $1.20 $1.20 24.4% 0%
20261019 $1.47 $1.47 31.8% 5%
20261016 $1.38 $1.40 29.9% 4%
20261015 $1.52 $0.57 27.8% 2%
20261014 $1.77 $1.28 30.8% 4%
20261013 $1.55 $0.53 29.7% 4%
20261012 $1.57 $1.62 — —
20261009 $1.72 $1.23 63.2% 28%
20261008 $1.75 $1.27 31.5% 5%
20261007 $1.68 $1.78 34.6% 7%
20261006 $1.88 $0.82 31.0% 5%
20261005 $1.85 $1.43 29.9% 4%
20261002 $1.60 $1.60 32.2% 5%
20261001 $1.65 $1.65 38.5% 10%
20260930 $1.88 $1.88 40.9% 12%
20260929 $1.80 $1.80 41.0% 12%
20260928 $1.90 $1.90 32.7% 6%
20260925 $1.65 $1.65 35.7% 8%
20260924 $2.60 $2.60 40.0% 11%
20260923 $1.75 $1.75 39.9% 11%
20260922 $1.90 $1.90 27.1% 2%
20260921 $1.62 $1.62 31.5% 5%
20260918 $1.43 $1.88 25.7% 1%
20260917 $1.20 $1.43 30.2% 4%
20260916 $1.45 $1.55 28.5% 3%
20260915 $1.50 $1.70 30.1% 4%
20260914 $2.58 $1.98 24.7% 0%
20260911 $3.00 $0.85 50.9% 18%
20260910 $2.25 $3.70 40.2% 11%
20260909 $2.62 $1.67 27.2% 1%
20260908 $2.55 $1.50 30.9% 4%
20260904 $2.27 $1.17 43.9% 13%
20260903 $2.45 $1.60 37.0% 8%
20260902 $2.10 $2.10 41.5% 12%
20260901 $1.95 $1.95 53.2% 20%
20260831 $0.85 $0.85 26.1% 0%
20260828 $0.95 $0.95 27.8% 2%
20260827 $1.77 $1.77 31.0% 4%
20260826 $1.60 $1.60 32.4% 5%
20260825 $2.30 $2.30 40.8% 11%
20260824 $1.67 $1.67 42.0% 12%
20260821 $1.40 $2.73 34.6% 7%
20260820 $2.12 $1.57 32.0% 5%
20260819 $1.23 $0.70 37.7% 9%
20260818 $2.12 $1.65 27.2% 1%
20260817 $2.62 $2.67 25.5% 0%
20260814 $1.93 $2.08 37.2% 8%
20260813 $1.88 $1.88 34.5% 6%
20260812 $2.33 $2.03 34.7% 6%
20260811 $2.58 $1.65 27.7% 1%
20260810 $2.38 $1.20 34.4% 6%
20260807 — — 39.4% 10%
20260806 $2.70 $1.45 44.2% 13%
20260805 $2.27 $2.27 46.8% 15%
20260804 $2.30 $2.30 35.2% 7%
20260803 $2.65 $2.65 36.0% 7%
20260731 $2.85 $2.85 38.4% 9%

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.