NTB (The Bank of N.T. Butterfield & Son Limited)

Expected Move & Straddle Price History

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).

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 NTB Expected Move
30-Day Straddle
$3.73
7-Day Straddle
$4.05
Avg IV
0.8%
IV Rank
54%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $3.73 $4.05 0.8% 54%
20260605 $3.83 $4.10 0.8% 48%
20260604 $3.70 $4.20 0.8% 50%
20260603 $5.35 $4.95 0.9% 65%
20260602 $4.40 $4.40 0.7% 37%
20260601 $4.80 $4.80 0.6% 17%
20260529 $4.85 $4.85 0.7% 41%
20260528 $5.12 $5.12 0.7% 38%
20260527 $4.30 $4.30 0.7% 34%
20260526 $4.80 $4.80 0.6% 21%
20260510 $5.55 $4.80 0.5% 1%
20260508 $5.55 $4.80 0.4% 0%
20260507 $5.80 $3.65 0.5% 5%
20260506 $5.40 $4.95 0.5% 2%
20260505 $4.80 $4.85 0.5% 3%
20260504 $4.80 $2.62 0.5% 6%
20260502 $5.07 $5.07 0.9% 58%
20260501 $3.20 $3.20 0.9% 54%
20260430 $4.80 $4.80 1.0% 69%
20260429 $4.88 $4.88 0.9% 53%
20260428 $4.03 $4.03 0.9% 57%
20260427 $3.75 $3.75 0.8% 48%
20260424 $3.80 $3.80 0.8% 43%
20260423 $4.30 $4.30 0.7% 38%
20260422 $3.85 $3.85 0.7% 37%
20260421 $4.00 $4.00 0.8% 52%
20260420 $4.92 $4.92 0.8% 46%
20260417 $5.35 $3.38 0.7% 37%
20260416 $4.80 $3.52 0.7% 31%
20260415 $4.88 $4.10 0.7% 30%
20260414 $4.80 $4.45 0.7% 30%
20260413 $4.80 $3.83 0.6% 22%
20260410 $4.92 $3.80 0.6% 19%
20260409 $4.95 $5.47 0.6% 19%
20260408 $4.20 $3.42 0.6% 20%
20260407 $5.00 $3.42 0.6% 19%
20260406 $5.15 $3.42 0.6% 15%
20260402 $4.60 $3.82 0.4% 0%
20260401 $3.17 $3.17 1.1% 80%
20260331 $4.50 $4.50 1.1% 78%
20260330 $4.95 $4.95 0.9% 53%
20260327 $4.92 $4.92 1.1% 84%
20260326 $5.10 $5.10 1.0% 65%
20260325 $5.15 $5.15 0.9% 51%
20260324 $5.10 $5.10 0.9% 56%
20260323 $5.40 $5.40 1.0% 73%
20260320 $4.95 $4.80 0.9% 60%
20260319 $5.30 $4.80 0.9% 56%
20260318 $4.97 $4.80 0.9% 53%
20260317 $3.05 $4.80 1.0% 63%
20260316 $5.00 $4.80 0.9% 60%
20260313 $5.10 $1.45 0.9% 58%
20260312 $5.05 $4.90 0.8% 42%
20260311 $5.35 $4.95 0.8% 39%
20260310 $4.97 $4.88 0.9% 56%
20260309 $4.95 $4.38 0.7% 37%
20260308 $5.05 $3.33 0.8% 42%
20260306 $5.05 $3.33 0.8% 39%
20260305 $5.22 $3.25 0.8% 48%
20260304 $3.33 $3.33 0.9% 55%