NBHC · Expected Move

NATIONAL BANK HOLDINGS CORP.

The expected move for NBHC 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).

NBHC 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 NBHC Expected Move
30-Day Straddle
$4.25
7-Day Straddle
$4.25
30-Day ATM IV
30.5%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to NBHC'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.
NBHC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $4.25 $4.25 30.5% 30%
20261023 $4.93 $4.93 32.7% 37%
20261022 $5.00 $5.00 26.3% 18%
20261021 $5.05 $5.05 40.6% 60%
20261020 $5.22 $5.22 53.8% 100%
20261019 $5.00 $5.00 46.4% 100%
20261016 $3.95 $4.75 31.8% 54%
20261015 $3.55 $4.90 29.6% 43%
20261014 $4.62 $3.40 36.6% 76%
20261013 $4.90 $3.33 29.5% 38%
20261012 $4.95 $3.93 35.7% 64%
20261009 $4.90 $4.90 27.8% 31%
20261008 $3.98 $4.90 30.4% 41%
20261007 $5.08 $4.45 28.2% 33%
20261006 $4.22 $4.20 31.1% 44%
20261005 $4.90 $4.90 31.4% 46%
20261002 $3.43 $3.43 31.2% 45%
20261001 $4.90 $4.90 30.0% 40%
20260930 $4.90 $4.90 33.8% 56%
20260929 $4.90 $4.90 25.6% 21%
20260928 $4.80 $4.80 24.4% 17%
20260925 $4.80 $4.80 25.6% 22%
20260924 $1.88 $1.88 30.0% 40%
20260923 $4.80 $4.80 26.6% 26%
20260922 $3.62 $3.62 27.4% 27%
20260921 $4.80 $4.80 28.8% 32%
20260918 $3.23 $2.65 29.5% 33%
20260917 $4.95 $4.92 31.4% 40%
20260916 $4.82 $4.15 31.3% 39%
20260915 $4.80 $4.17 24.1% 13%
20260914 $5.70 $3.92 38.6% 66%
20260911 $4.92 $4.80 30.9% 38%
20260910 $4.53 $3.72 31.2% 39%
20260909 $4.80 $2.95 26.2% 21%
20260908 $4.15 $3.25 31.1% 38%
20260904 $4.65 $5.05 29.8% 34%
20260903 $5.15 $4.92 30.1% 35%
20260902 $4.80 $4.80 41.7% 77%
20260901 $2.80 $2.80 27.4% 25%
20260831 $2.18 $2.18 31.6% 40%
20260828 $3.02 $3.02 32.3% 39%
20260827 $3.12 $3.12 34.4% 47%
20260826 $3.40 $3.40 28.9% 28%
20260825 $4.92 $4.92 31.1% 31%
20260824 $4.95 $4.95 31.2% 32%
20260821 $4.92 $4.95 31.1% 31%
20260820 $4.12 $2.88 32.5% 36%
20260819 $5.35 $3.17 32.0% 34%
20260818 $3.95 $3.60 25.3% 14%
20260817 $4.90 $4.92 24.7% 13%
20260814 $4.15 $3.40 24.3% 11%
20260813 $3.65 $3.60 29.9% 28%
20260812 $3.17 $4.95 32.0% 34%
20260811 $3.35 $4.22 30.9% 31%
20260810 $4.38 $5.10 31.8% 34%
20260807 — — 31.6% 33%
20260806 $5.42 $3.27 40.6% 60%
20260805 $5.17 $5.17 35.8% 45%
20260804 $5.05 $5.05 38.8% 54%
20260803 $4.95 $4.95 29.1% 25%

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.