NIC (Nicolet Bankshares,Inc.)

Expected Move & Straddle Price History

The expected move for NIC 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 NIC Expected Move
30-Day Straddle
$10.25
7-Day Straddle
$6.60
Avg IV
0.7%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to NIC'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.
NIC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $10.25 $6.60 0.7% 49%
20260605 $10.65 $6.45 0.7% 49%
20260604 $11.20 $7.30 0.7% 48%
20260603 $10.65 $7.20 0.7% 57%
20260602 $6.75 $6.75 0.5% 30%
20260601 $7.25 $7.25 0.6% 40%
20260529 $7.05 $7.05 0.5% 29%
20260528 $7.10 $7.10 0.4% 24%
20260527 $8.15 $8.15 0.5% 29%
20260526 $8.12 $8.12 0.4% 23%
20260522 $8.22 $8.22 0.4% 23%
20260521 $8.65 $8.65 0.4% 19%
20260520 $8.62 $8.62 0.4% 16%
20260519 $8.55 $8.55 0.4% 17%
20260518 $9.30 $9.30 0.4% 15%
20260515 $9.15 $5.15 0.4% 20%
20260514 $9.00 $5.10 0.4% 18%
20260513 $9.00 $5.10 0.4% 18%
20260512 $9.75 $5.05 0.3% 12%
20260511 $9.25 $5.25 0.4% 15%
20260510 $9.93 $6.22 0.2% 0%
20260508 $9.93 $6.22 0.3% 10%
20260507 $10.50 $6.08 0.3% 11%
20260506 $9.98 $6.22 0.3% 9%
20260505 $10.70 $6.78 0.3% 11%
20260504 $10.28 $5.90 0.4% 14%
20260502 $7.12 $7.12 0.6% 40%
20260501 $7.15 $7.15 0.4% 23%
20260430 $7.95 $7.95 0.6% 41%
20260429 $6.95 $6.95 0.6% 36%
20260428 $6.95 $6.95 0.5% 28%
20260427 $7.15 $7.15 0.5% 33%
20260424 $7.60 $7.60 0.5% 32%
20260423 $7.80 $7.80 0.5% 30%
20260422 $8.35 $8.35 0.5% 30%
20260421 $9.03 $9.03 0.5% 25%
20260420 $9.15 $9.15 0.4% 23%
20260417 $9.50 $1.70 0.4% 16%
20260416 $8.45 $4.50 0.3% 13%
20260415 $9.72 $5.40 0.4% 17%
20260414 $9.95 $4.00 0.5% 26%
20260413 $10.15 $5.12 0.4% 18%
20260410 $10.75 $6.70 0.4% 21%
20260409 $10.55 $4.75 0.3% 9%
20260408 $10.75 $6.80 0.4% 20%
20260407 $11.15 $6.70 0.4% 24%
20260406 $11.40 $7.28 0.4% 20%
20260402 $11.80 $7.53 0.4% 17%
20260401 $7.28 $7.28 1.0% 92%
20260331 $8.43 $8.43 0.8% 66%
20260330 $9.05 $9.05 0.9% 74%
20260327 $9.40 $9.40 0.9% 77%
20260326 $9.15 $9.15 0.8% 65%
20260325 $8.85 $8.85 0.9% 73%
20260324 $9.07 $9.07 0.9% 71%
20260323 $9.85 $9.85 0.8% 68%
20260320 $9.95 $4.80 0.8% 63%
20260319 $10.30 $5.22 0.7% 56%
20260318 $9.97 $4.12 0.8% 59%
20260317 $10.15 $5.72 0.7% 55%