NFBK · Expected Move
Northfield Bancorp, Inc.
The expected move for NFBK 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).
NFBK 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 NFBK Expected Move
30-Day Straddle
$4.70
7-Day Straddle
$4.70
30-Day ATM IV
24.6%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to NFBK'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.
NFBK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260720 | $4.70 | $4.70 | 24.6% | 5% |
| 20260716 | $4.65 | $4.15 | — | — |
| 20260715 | $4.80 | $4.15 | 30.1% | 10% |
| 20260714 | $4.80 | $4.20 | 31.2% | 11% |
| 20260713 | $4.80 | $4.20 | — | — |
| 20260710 | $4.75 | $4.25 | 29.4% | 9% |
| 20260709 | $4.75 | $4.25 | 31.9% | 12% |
| 20260708 | $4.75 | $4.25 | 29.2% | 9% |
| 20260707 | $4.75 | $4.30 | — | — |
| 20260706 | $4.80 | $4.35 | 27.7% | 8% |
| 20260702 | $3.67 | $3.67 | — | — |
| 20260701 | $4.80 | $4.80 | 31.9% | 12% |
| 20260630 | $3.33 | $3.33 | — | — |
| 20260629 | $4.40 | $4.40 | — | — |
| 20260626 | $4.25 | $4.25 | — | — |
| 20260625 | $4.80 | $4.80 | 39.7% | 19% |
| 20260624 | $3.88 | $3.88 | — | — |
| 20260623 | $4.40 | $4.40 | 72.0% | 50% |
| 20260622 | $4.40 | $4.40 | 75.1% | 53% |
| 20260618 | $4.45 | $4.80 | 81.0% | 59% |
| 20260617 | $4.50 | $4.15 | 78.6% | 57% |
| 20260616 | $4.90 | $4.15 | — | — |
| 20260615 | $4.80 | $4.80 | 58.9% | 38% |
| 20260613 | $4.80 | $4.30 | — | — |
| 20260612 | $4.80 | $4.30 | 32.6% | 12% |
| 20260611 | $4.75 | $4.30 | 123.4% | 100% |
| 20260610 | $4.60 | $4.35 | — | — |
| 20260609 | $4.60 | $4.35 | — | — |
| 20260608 | $4.60 | $4.35 | 39.4% | 27% |
| 20260605 | $4.60 | $3.10 | 37.1% | 24% |
| 20260604 | $4.60 | $4.35 | 86.2% | 92% |
| 20260603 | $4.80 | $4.90 | 76.6% | 78% |
| 20260602 | $4.55 | $4.55 | 64.6% | 62% |
| 20260601 | $4.30 | $4.30 | 43.8% | 33% |
| 20260529 | $4.35 | $4.35 | 46.7% | 37% |
| 20260528 | $4.45 | $4.45 | 60.6% | 56% |
| 20260527 | $4.50 | $4.50 | 49.3% | 41% |
| 20260526 | $4.50 | $4.50 | 39.0% | 27% |
| 20260522 | $4.80 | $4.80 | 34.5% | 20% |
| 20260521 | $4.50 | $4.50 | 38.7% | 26% |
| 20260520 | $4.55 | $4.55 | 52.8% | 45% |
| 20260519 | $4.45 | $4.45 | 36.7% | 23% |
| 20260518 | $4.45 | $4.45 | 62.6% | 59% |
| 20260515 | $4.60 | $4.47 | 35.5% | 22% |
| 20260514 | $4.50 | $4.55 | 37.9% | 25% |
| 20260513 | $3.85 | $3.08 | 66.8% | 65% |
| 20260512 | $2.85 | $2.12 | 50.0% | 42% |
| 20260511 | $4.55 | $4.55 | 51.6% | 44% |
| 20260510 | $4.55 | $5.15 | — | — |
| 20260508 | $4.55 | $5.15 | 57.6% | 52% |
| 20260507 | $4.60 | $5.10 | 68.9% | 68% |
| 20260506 | $4.60 | $4.20 | 70.8% | 70% |
| 20260505 | $4.80 | $5.20 | 70.1% | 69% |
| 20260504 | $4.60 | $4.38 | 65.9% | 60% |
| 20260502 | $5.17 | $5.17 | — | — |
| 20260501 | $5.17 | $5.17 | 74.8% | 72% |
| 20260430 | $4.53 | $4.53 | 84.9% | 85% |
| 20260429 | $4.47 | $4.47 | 89.8% | 91% |
| 20260428 | $2.80 | $2.80 | 59.8% | 52% |
| 20260427 | $4.17 | $4.17 | 79.3% | 77% |
More on NFBK
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.