NWBI · Expected Move

Northwest Bancshares, Inc

The expected move for NWBI 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).

NWBI straddle price & implied vol

60 sessions

Bars: 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 NWBI Expected Move
30-Day Straddle
$1.07
7-Day Straddle
$1.07
30-Day ATM IV
30.6%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to NWBI'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.
NWBI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $1.07 $1.07 30.6% 17%
20261016 $0.95 $0.28 26.8% 9%
20261015 $1.00 $0.68 29.7% 15%
20261014 $1.00 $0.90 30.5% 17%
20261013 $0.95 $0.65 29.9% 15%
20261012 $0.97 $0.62 29.5% 15%
20261009 $1.02 $0.80 42.3% 39%
20261008 $0.80 $0.53 28.9% 13%
20261007 $1.05 $0.70 30.0% 16%
20261006 $0.88 $0.62 28.2% 12%
20261005 $1.07 $0.62 27.0% 10%
20261002 $0.65 $0.65 31.3% 18%
20261001 $0.68 $0.68 40.4% 36%
20260930 $0.75 $0.75 34.5% 24%
20260929 $0.62 $0.62 35.3% 26%
20260928 $0.68 $0.68 27.7% 11%
20260925 $1.88 $1.88 24.3% 5%
20260924 $0.55 $0.55 24.9% 6%
20260923 $0.95 $0.95 24.3% 5%
20260922 $0.95 $0.95 23.5% 3%
20260921 $0.90 $0.90 27.2% 10%
20260918 $0.88 $1.15 25.2% 6%
20260917 $0.77 $0.70 28.0% 12%
20260916 $1.00 $1.07 28.2% 12%
20260915 $1.88 $0.90 53.7% 62%
20260914 $1.30 $1.35 34.6% 24%
20260911 $1.10 $0.77 30.2% 16%
20260910 $1.23 $1.20 37.2% 30%
20260909 $1.55 $1.32 33.9% 23%
20260908 $1.48 $1.20 73.6% 100%
20260904 $2.25 $1.23 42.6% 44%
20260903 $1.88 $1.35 53.4% 68%
20260902 $0.80 $0.80 35.8% 30%
20260901 $1.27 $1.27 33.9% 26%
20260831 $0.80 $0.80 37.3% 33%
20260828 $1.28 $1.28 47.2% 54%
20260827 $0.78 $0.78 37.8% 34%
20260826 $2.08 $2.08 42.6% 44%
20260825 $0.82 $0.82 34.8% 28%
20260824 $1.95 $1.95 37.9% 34%
20260821 $0.80 $1.43 31.7% 21%
20260820 $0.85 $0.85 38.6% 36%
20260819 $0.80 $0.97 33.2% 24%
20260818 $1.12 $0.95 29.3% 16%
20260817 $1.15 $1.57 27.4% 12%
20260814 $2.27 $1.85 41.6% 42%
20260813 $1.27 $1.88 35.8% 30%
20260812 $1.10 $1.70 32.3% 22%
20260811 $1.15 $1.02 30.5% 15%
20260810 $1.17 $1.07 30.3% 15%
20260807 — — 44.1% 39%
20260806 $1.45 $1.30 31.7% 17%
20260805 $1.07 $1.07 34.3% 22%
20260804 $1.05 $1.05 48.8% 47%
20260803 $1.03 $1.03 33.1% 20%
20260731 $0.85 $0.85 27.7% 10%
20260730 $0.82 $0.82 24.7% 5%
20260729 $1.03 $1.03 38.9% 30%
20260728 $1.05 $1.05 29.4% 13%
20260727 $0.73 $0.73 23.7% 3%

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.