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
$5.20
7-Day Straddle
$4.80
Avg IV
0.6%
IV Rank
13%
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
20260608 $5.20 $4.80 0.6% 13%
20260605 $5.30 $4.30 0.6% 6%
20260604 $5.35 $4.25 0.6% 3%
20260603 $4.12 $2.95 0.7% 24%
20260602 $5.38 $5.38 0.7% 28%
20260601 $5.25 $5.25 0.9% 47%
20260529 $3.90 $3.90 0.8% 38%
20260528 $4.33 $4.33 0.7% 15%
20260527 $3.92 $3.92 0.8% 36%
20260526 $4.55 $4.55 0.8% 32%
20260522 $4.97 $4.97 0.7% 23%
20260521 $4.53 $4.53 0.8% 31%
20260520 $4.45 $4.45 0.7% 25%
20260519 $4.65 $4.65 0.7% 18%
20260518 $3.77 $3.77 0.7% 26%
20260515 $3.60 $4.82 0.7% 17%
20260514 $3.85 $4.82 0.7% 20%
20260513 $4.40 $3.88 0.6% 7%
20260512 $4.15 $3.30 0.6% 8%
20260511 $4.00 $2.12 0.7% 21%
20260510 $4.53 $3.25 0.6% 12%
20260508 $4.53 $3.25 0.6% 11%
20260507 $5.82 $3.88 0.6% 15%
20260506 $4.38 $4.88 0.6% 9%
20260505 $4.50 $4.85 0.6% 11%
20260504 $4.12 $4.80 0.6% 6%
20260502 $3.75 $3.75 1.1% 78%
20260501 $3.75 $3.75 1.1% 75%
20260430 $4.35 $4.35 1.1% 74%
20260429 $4.60 $4.60 1.2% 83%
20260428 $4.65 $4.65 1.0% 63%
20260427 $4.45 $4.45 1.0% 56%
20260424 $3.58 $3.58 0.9% 45%
20260423 $4.72 $4.72 0.9% 50%
20260422 $3.78 $3.78 1.0% 59%
20260421 $4.28 $4.28 0.9% 51%
20260420 $4.70 $4.70 0.7% 25%
20260417 $4.47 $3.10 0.8% 32%
20260416 $4.20 $2.65 0.8% 35%
20260415 $4.15 $2.90 0.8% 32%
20260414 $3.80 $2.03 0.8% 35%
20260413 $4.92 $3.35 0.7% 28%
20260410 $5.40 $3.40 0.7% 26%
20260409 $5.75 $3.75 0.7% 25%
20260408 $5.07 $3.50 0.8% 29%
20260407 $4.40 $3.70 0.6% 6%
20260406 $4.47 $3.60 0.7% 20%
20260402 $4.45 $3.23 0.7% 15%
20260401 $3.70 $3.70 0.9% 52%
20260331 $3.40 $3.40 0.8% 39%
20260330 $4.10 $4.10 0.8% 35%
20260327 $3.85 $3.85 0.8% 40%
20260326 $3.95 $3.95 0.9% 45%
20260325 $5.57 $5.57 0.7% 22%
20260324 $4.10 $4.10 0.8% 33%
20260323 $5.62 $5.62 0.8% 30%
20260320 $3.42 $4.88 0.7% 26%
20260319 $4.97 $2.82 0.8% 31%
20260318 $4.33 $4.30 0.8% 32%
20260317 $5.12 $5.05 0.8% 31%