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
$10.07
7-Day Straddle
$6.50
Avg IV
0.3%
IV Rank
10%
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
20260904 $10.07 $6.50 0.3% 10%
20260903 $10.30 $6.32 0.4% 21%
20260902 $6.43 $6.43 0.4% 21%
20260901 $6.70 $6.70 0.4% 23%
20260831 $6.60 $6.60 0.4% 15%
20260828 $7.23 $7.23 0.4% 19%
20260827 $8.10 $8.10 0.3% 10%
20260826 $7.75 $7.75 0.4% 19%
20260825 $8.30 $8.30 0.5% 24%
20260824 $8.05 $8.05 0.4% 22%
20260821 $8.30 $4.70 0.3% 11%
20260820 $9.20 $4.33 0.4% 15%
20260819 $8.75 $3.22 0.4% 18%
20260818 $9.50 $5.65 0.4% 19%
20260817 $9.18 $2.90 0.3% 6%
20260814 $9.55 $3.15 0.3% 6%
20260813 $10.35 $4.47 0.4% 19%
20260812 $10.40 $7.07 0.4% 18%
20260811 $12.00 $6.08 0.3% 4%
20260810 $10.95 $6.70 0.3% 4%
20260806 $11.45 $6.80 0.3% 7%
20260805 $7.00 $7.00 0.4% 20%
20260804 $7.95 $7.95 0.7% 45%
20260803 $7.47 $7.47 0.6% 42%
20260731 $8.35 $8.35 0.6% 37%
20260730 $8.50 $8.50 0.6% 36%
20260729 $9.40 $9.40 0.6% 38%
20260728 $8.88 $8.88 0.5% 24%
20260727 $9.20 $9.20 0.5% 25%
20260724 $9.70 $9.70 0.5% 32%
20260723 $9.50 $9.50 0.3% 5%
20260722 $9.90 $9.90 0.4% 22%
20260721 $10.70 $10.70 0.5% 26%
20260720 $12.10 $12.10 0.5% 26%
20260716 $12.65 $5.60 0.5% 25%
20260715 $12.00 $4.70 0.4% 20%
20260714 $11.90 $5.18 0.3% 3%
20260713 $12.05 $5.28 0.4% 23%
20260710 $12.35 $5.35 0.4% 20%
20260709 $12.65 $6.10 0.4% 17%
20260708 $12.60 $5.85 0.4% 15%
20260707 $13.35 $5.83 0.4% 19%
20260706 $13.25 $7.80 0.3% 11%
20260702 $6.70 $6.70 1.1% 92%
20260701 $7.10 $7.10 1.2% 100%
20260630 $7.25 $7.25 0.9% 72%
20260629 $7.35 $7.35 1.0% 91%
20260626 $7.60 $7.60 0.9% 72%
20260625 $7.95 $7.95 1.0% 82%
20260624 $8.70 $8.70 0.7% 56%
20260623 $8.50 $8.50 0.9% 71%
20260622 $9.25 $9.25 0.7% 51%
20260618 $9.50 $4.30 0.8% 63%
20260617 $8.98 $4.95 0.8% 61%
20260616 $8.93 $5.80 0.8% 67%
20260615 $8.93 $6.22 0.8% 66%
20260613 $9.85 $5.20 0.8% 64%
20260612 $10.35 $5.20 0.8% 61%
20260611 $9.90 $6.25 0.7% 52%
20260610 $9.55 $6.07 0.7% 58%