NTB · Expected Move
The Bank of N.T. Butterfield & Son Limited
The expected move for NTB 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).
NTB 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 NTB Expected Move
30-Day Straddle
$3.75
7-Day Straddle
$3.75
30-Day ATM IV
28.5%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to NTB'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.
NTB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.75 | $3.75 | 28.5% | 32% |
| 20261022 | $5.08 | $5.08 | 29.5% | 35% |
| 20261021 | $4.12 | $4.12 | 30.5% | 38% |
| 20261020 | $4.38 | $4.38 | 36.4% | 54% |
| 20261019 | $3.55 | $3.55 | 30.4% | 38% |
| 20261016 | $5.15 | $2.70 | 30.1% | 37% |
| 20261015 | $5.00 | $2.50 | 30.0% | 37% |
| 20261014 | $5.70 | $2.50 | 26.8% | 28% |
| 20261013 | $5.30 | $2.55 | 26.4% | 27% |
| 20261012 | $4.22 | $2.60 | 26.8% | 28% |
| 20261009 | $6.20 | $2.92 | 27.1% | 29% |
| 20261008 | $5.88 | $2.67 | 27.1% | 29% |
| 20261007 | $6.00 | $3.30 | 32.2% | 42% |
| 20261006 | $4.03 | $1.48 | 24.6% | 22% |
| 20261005 | $5.40 | $1.95 | 27.1% | 29% |
| 20261002 | $1.38 | $1.38 | 28.0% | 31% |
| 20261001 | $3.10 | $3.10 | 28.3% | 32% |
| 20260930 | $1.95 | $1.95 | 28.2% | 32% |
| 20260929 | $1.80 | $1.80 | 27.4% | 29% |
| 20260928 | $1.65 | $1.65 | 23.3% | 18% |
| 20260925 | $1.70 | $1.70 | 23.0% | 18% |
| 20260924 | $2.05 | $2.05 | 25.3% | 24% |
| 20260923 | $2.20 | $2.20 | 27.8% | 31% |
| 20260922 | $1.78 | $1.78 | 26.6% | 27% |
| 20260921 | $1.82 | $1.82 | 22.1% | 15% |
| 20260918 | $2.05 | $2.77 | 21.9% | 15% |
| 20260917 | $2.10 | $2.92 | 18.5% | 5% |
| 20260916 | $3.02 | $3.95 | 22.3% | 16% |
| 20260915 | $2.53 | $4.80 | 18.9% | 6% |
| 20260914 | $2.52 | $4.80 | 18.1% | 4% |
| 20260911 | $2.48 | $3.20 | 19.1% | 7% |
| 20260910 | $2.95 | $4.80 | 19.8% | 9% |
| 20260909 | $2.45 | $3.58 | 19.0% | 7% |
| 20260908 | $3.23 | $4.17 | 23.0% | 18% |
| 20260904 | $3.72 | $4.90 | 27.0% | 28% |
| 20260903 | $3.70 | $4.80 | 22.2% | 16% |
| 20260902 | $4.88 | $4.88 | 23.6% | 19% |
| 20260901 | $2.47 | $2.47 | 21.0% | 12% |
| 20260831 | $4.80 | $4.80 | 24.8% | 23% |
| 20260828 | $4.88 | $4.88 | 30.2% | 37% |
| 20260827 | $4.85 | $4.85 | 26.3% | 27% |
| 20260826 | $4.85 | $4.85 | 26.3% | 27% |
| 20260825 | $4.80 | $4.80 | 41.3% | 67% |
| 20260824 | $3.33 | $3.33 | 28.9% | 33% |
| 20260821 | $4.80 | $3.60 | 24.7% | 22% |
| 20260820 | $4.50 | $3.95 | 25.9% | 25% |
| 20260819 | $4.08 | $3.60 | 53.4% | 100% |
| 20260818 | $5.25 | $3.43 | 19.5% | 13% |
| 20260817 | $4.90 | $4.85 | 19.2% | 12% |
| 20260814 | $4.80 | $4.82 | 16.7% | 1% |
| 20260813 | $4.75 | $4.80 | 16.5% | 0% |
| 20260812 | $4.05 | $3.02 | 22.6% | 14% |
| 20260811 | $3.80 | $4.70 | 21.8% | 10% |
| 20260810 | $3.77 | $5.05 | 23.9% | 18% |
| 20260807 | — | — | 23.3% | 16% |
| 20260806 | $5.17 | $4.80 | 22.9% | 15% |
| 20260805 | $5.15 | $5.15 | 23.6% | 17% |
| 20260804 | $5.05 | $5.05 | 22.7% | 14% |
| 20260803 | $3.78 | $3.78 | 25.9% | 27% |
| 20260731 | $5.45 | $5.45 | 26.1% | 27% |
More on NTB
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.