NRIM · Expected Move
Northrim BanCorp Inc
The expected move for NRIM 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).
NRIM straddle price & implied vol
6 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 NRIM Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$3.10
30-Day ATM IV
43.0%
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to NRIM'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.
NRIM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.10 | $3.10 | 43.0% | — |
| 20261022 | $2.53 | $2.53 | 36.6% | — |
| 20261021 | $2.82 | $2.82 | 40.8% | — |
| 20261020 | $2.33 | $2.33 | 35.0% | — |
| 20261019 | $2.67 | $2.67 | 52.0% | — |
| 20261016 | $3.05 | $2.05 | 47.7% | — |
More on NRIM
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.