NBTB (NBT Bancorp Inc)

Expected Move & Straddle Price History

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).

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 NBTB Expected Move
30-Day Straddle
$5.55
7-Day Straddle
$4.50
Avg IV
0.5%
IV Rank
16%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $5.55 $4.50 0.5% 16%
20260903 $4.15 $4.33 0.5% 10%
20260902 $4.10 $4.10 0.6% 28%
20260901 $3.75 $3.75 0.7% 36%
20260831 $3.42 $3.42 0.7% 38%
20260828 $4.08 $4.08 0.6% 25%
20260827 $4.30 $4.30 0.7% 37%
20260826 $2.52 $2.52 0.6% 24%
20260825 $3.85 $3.85 0.6% 29%
20260824 $5.55 $5.55 0.5% 18%
20260821 $4.03 $3.02 0.6% 21%
20260820 $3.72 $2.58 0.6% 23%
20260819 $3.00 $2.68 0.6% 27%
20260818 $3.25 $5.05 0.6% 26%
20260817 $3.58 $3.62 0.5% 16%
20260814 $3.65 $4.05 0.5% 17%
20260813 $4.30 $4.82 0.5% 12%
20260812 $4.47 $4.90 0.5% 18%
20260811 $3.70 $5.25 0.5% 15%
20260810 $4.25 $3.10 0.5% 16%
20260806 $4.93 $4.95 0.5% 17%
20260805 $5.05 $5.05 1.2% 99%
20260804 $5.25 $5.25 1.0% 76%
20260803 $5.15 $5.15 1.0% 79%
20260731 $5.15 $5.15 0.8% 56%
20260730 $4.40 $4.40 1.0% 82%
20260729 $5.10 $5.10 0.8% 58%
20260728 $5.28 $5.28 0.8% 47%
20260727 $4.95 $4.95 0.9% 63%
20260724 $4.95 $4.95 0.7% 43%
20260723 $4.30 $4.30 0.7% 45%
20260722 $4.42 $4.42 0.8% 47%
20260721 $5.70 $5.70 0.7% 35%
20260720 $5.20 $5.20 0.7% 37%
20260716 $4.08 $3.23 0.5% 20%
20260715 $4.15 $4.15 0.7% 37%
20260714 $4.97 $4.45 0.6% 24%
20260713 $5.30 $4.88 0.7% 38%
20260710 $4.03 $4.90 0.6% 29%
20260709 $5.05 $4.82 0.6% 26%
20260708 $4.90 $4.88 0.7% 41%
20260707 $5.05 $3.38 0.9% 61%
20260706 $5.20 $4.90 0.8% 50%
20260702 $3.33 $3.33 0.9% 60%
20260701 $2.50 $2.50 0.6% 22%
20260630 $4.90 $4.90 0.7% 44%
20260629 $4.97 $4.97 1.0% 82%
20260626 $4.88 $4.88 0.4% 0%
20260625 $3.95 $3.95 0.9% 50%
20260624 $4.67 $4.67 0.8% 38%
20260623 $4.70 $4.70 0.6% 3%
20260622 $5.30 $5.30 0.8% 34%
20260618 $4.38 $2.75 0.8% 37%
20260617 $4.60 $3.28 0.8% 36%
20260616 $3.70 $5.40 0.8% 40%
20260615 $6.15 $5.10 0.8% 42%
20260613 $5.38 $5.17 0.7% 25%
20260612 $5.38 $5.17 0.7% 23%
20260611 $4.42 $5.40 0.6% 6%
20260610 $4.55 $4.20 0.7% 27%