NIC · Expected Move
Nicolet Bankshares,Inc.
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).
NIC 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 NIC Expected Move
30-Day Straddle
$9.55
7-Day Straddle
$9.55
30-Day ATM IV
24.6%
IV Rank
44%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $9.55 | $9.55 | 24.6% | 44% |
| 20261020 | $10.70 | $10.70 | 28.0% | 83% |
| 20261019 | $10.62 | $10.62 | 27.8% | 80% |
| 20261016 | $11.30 | $3.35 | 28.0% | 84% |
| 20261015 | $11.30 | $4.90 | 27.6% | 79% |
| 20261014 | $11.95 | $4.33 | 27.7% | 79% |
| 20261013 | $11.40 | $3.65 | 27.1% | 73% |
| 20261012 | $11.50 | $5.25 | 26.9% | 71% |
| 20261009 | $11.85 | $4.85 | 26.8% | 69% |
| 20261008 | $11.75 | $5.30 | 25.9% | 59% |
| 20261007 | $12.75 | $6.47 | 27.5% | 78% |
| 20261006 | $12.70 | $4.83 | 26.7% | 68% |
| 20261005 | $12.15 | $5.85 | 26.1% | 61% |
| 20261002 | $9.97 | $9.97 | 28.9% | 94% |
| 20261001 | $7.03 | $7.03 | 26.1% | 61% |
| 20260930 | $6.62 | $6.62 | 25.1% | 50% |
| 20260929 | $6.85 | $6.85 | 25.0% | 49% |
| 20260928 | $7.38 | $7.38 | 24.9% | 48% |
| 20260925 | $6.88 | $6.88 | 23.6% | 33% |
| 20260924 | $7.45 | $7.45 | 23.7% | 34% |
| 20260923 | $7.42 | $7.42 | 24.2% | 39% |
| 20260922 | $7.45 | $7.45 | 23.1% | 27% |
| 20260921 | $7.95 | $7.95 | 23.2% | 28% |
| 20260918 | $8.20 | $5.30 | 22.2% | 16% |
| 20260917 | $7.90 | $4.80 | 20.9% | 2% |
| 20260916 | $8.95 | $6.03 | 22.5% | 20% |
| 20260915 | $9.20 | $4.80 | 22.3% | 18% |
| 20260914 | $9.25 | $4.47 | 22.0% | 15% |
| 20260911 | $8.65 | $4.78 | 20.7% | 0% |
| 20260910 | $9.45 | $5.70 | 22.5% | 18% |
| 20260909 | $9.60 | $5.35 | 22.2% | 16% |
| 20260908 | $10.50 | $6.35 | 22.9% | 23% |
| 20260904 | $10.07 | $6.50 | 20.9% | 0% |
| 20260903 | $10.30 | $6.32 | 21.7% | 4% |
| 20260902 | $6.43 | $6.43 | 22.2% | 9% |
| 20260901 | $6.70 | $6.70 | 22.7% | 15% |
| 20260831 | $6.60 | $6.60 | 22.0% | 7% |
| 20260828 | $7.23 | $7.23 | 21.4% | 0% |
| 20260827 | $8.10 | $8.10 | 22.7% | 16% |
| 20260826 | $7.75 | $7.75 | 22.3% | 10% |
| 20260825 | $8.30 | $8.30 | 22.9% | 17% |
| 20260824 | $8.05 | $8.05 | 22.7% | 15% |
| 20260821 | $8.30 | $4.70 | 21.8% | 4% |
| 20260820 | $9.20 | $4.33 | 22.7% | 16% |
| 20260819 | $8.75 | $3.22 | 22.2% | 9% |
| 20260818 | $9.50 | $5.65 | 22.0% | 7% |
| 20260817 | $9.18 | $2.90 | 21.6% | 1% |
| 20260814 | $9.55 | $3.15 | 21.5% | 0% |
| 20260813 | $10.35 | $4.47 | 22.8% | 10% |
| 20260812 | $10.40 | $7.07 | 22.0% | 0% |
| 20260811 | $12.00 | $6.08 | 23.5% | 0% |
| 20260810 | $10.95 | $6.70 | 23.8% | 0% |
| 20260807 | — | — | 24.0% | 1% |
| 20260806 | $11.45 | $6.80 | 23.9% | 0% |
| 20260805 | $7.00 | $7.00 | 24.6% | 6% |
| 20260804 | $7.95 | $7.95 | 25.2% | 13% |
| 20260803 | $7.47 | $7.47 | 24.7% | 7% |
| 20260731 | $8.35 | $8.35 | 25.0% | 11% |
| 20260730 | $8.50 | $8.50 | 25.4% | 15% |
| 20260729 | $9.40 | $9.40 | 26.3% | 25% |
More on NIC
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.