NBTB · Expected Move
NBT Bancorp Inc
The expected move for NBTB 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).
NBTB 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 NBTB Expected Move
30-Day Straddle
$5.32
7-Day Straddle
$5.32
30-Day ATM IV
44.3%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to NBTB'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.
NBTB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.32 | $5.32 | 44.3% | 95% |
| 20261020 | $5.40 | $5.40 | 43.9% | 93% |
| 20261019 | $4.85 | $4.85 | 38.2% | 70% |
| 20261016 | $5.05 | $4.18 | 40.0% | 77% |
| 20261015 | $5.10 | $4.93 | 39.3% | 75% |
| 20261014 | $4.25 | $3.68 | 33.3% | 50% |
| 20261013 | $3.75 | $3.83 | 29.0% | 33% |
| 20261012 | $4.07 | $5.18 | 30.5% | 39% |
| 20261009 | $4.92 | $5.15 | 38.5% | 71% |
| 20261008 | $5.25 | $4.20 | 41.0% | 74% |
| 20261007 | $4.05 | $3.80 | 32.6% | 43% |
| 20261006 | $5.20 | $4.35 | 36.9% | 59% |
| 20261005 | $5.00 | $4.28 | 34.3% | 49% |
| 20261002 | $3.65 | $3.65 | 32.1% | 41% |
| 20261001 | $4.20 | $4.20 | 39.9% | 70% |
| 20260930 | $3.90 | $3.90 | 27.3% | 23% |
| 20260929 | $3.28 | $3.28 | 28.0% | 26% |
| 20260928 | $5.03 | $5.03 | 43.1% | 82% |
| 20260925 | $4.90 | $4.90 | 32.3% | 42% |
| 20260924 | $4.90 | $4.90 | 30.2% | 34% |
| 20260923 | $4.40 | $4.40 | 30.4% | 35% |
| 20260922 | $4.50 | $4.50 | 31.4% | 39% |
| 20260921 | $3.78 | $3.78 | 28.9% | 29% |
| 20260918 | $4.62 | $2.62 | 24.2% | 12% |
| 20260917 | $4.55 | $2.15 | 26.5% | 20% |
| 20260916 | $4.28 | $3.75 | 24.7% | 12% |
| 20260915 | $4.65 | $4.65 | 30.9% | 33% |
| 20260914 | $4.47 | $4.80 | 24.7% | 12% |
| 20260911 | $5.65 | $4.33 | 31.3% | 34% |
| 20260910 | $3.08 | $4.10 | 29.3% | 28% |
| 20260909 | $5.50 | $2.50 | 30.7% | 32% |
| 20260908 | $4.38 | $3.08 | 25.7% | 16% |
| 20260904 | $5.55 | $4.50 | 30.6% | 32% |
| 20260903 | $4.15 | $4.33 | 31.4% | 35% |
| 20260902 | $4.10 | $4.10 | 35.6% | 49% |
| 20260901 | $3.75 | $3.75 | 36.4% | 52% |
| 20260831 | $3.42 | $3.42 | 21.0% | 0% |
| 20260828 | $4.08 | $4.08 | 36.5% | 49% |
| 20260827 | $4.30 | $4.30 | 35.7% | 47% |
| 20260826 | $2.52 | $2.52 | 22.4% | 0% |
| 20260825 | $3.85 | $3.85 | 31.9% | 32% |
| 20260824 | $5.55 | $5.55 | 26.9% | 14% |
| 20260821 | $4.03 | $3.02 | 24.8% | 6% |
| 20260820 | $3.72 | $2.58 | 25.1% | 7% |
| 20260819 | $3.00 | $2.68 | 23.0% | 0% |
| 20260818 | $3.25 | $5.05 | 25.4% | 6% |
| 20260817 | $3.58 | $3.62 | 29.0% | 19% |
| 20260814 | $3.65 | $4.05 | 25.1% | 5% |
| 20260813 | $4.30 | $4.82 | 32.2% | 31% |
| 20260812 | $4.47 | $4.90 | 31.6% | 29% |
| 20260811 | $3.70 | $5.25 | 28.2% | 16% |
| 20260810 | $4.25 | $3.10 | 28.5% | 14% |
| 20260807 | — | — | 31.1% | 22% |
| 20260806 | $4.93 | $4.95 | 32.5% | 27% |
| 20260805 | $5.05 | $5.05 | 27.4% | 10% |
| 20260804 | $5.25 | $5.25 | 27.7% | 11% |
| 20260803 | $5.15 | $5.15 | 31.7% | 23% |
| 20260731 | $5.15 | $5.15 | 26.4% | 8% |
| 20260730 | $4.40 | $4.40 | 28.6% | 14% |
| 20260729 | $5.10 | $5.10 | 29.4% | 16% |
More on NBTB
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.