ONB · Expected Move
Old National Bancorp
The expected move for ONB 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).
ONB 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 ONB Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$1.45
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ONB'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.
ONB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.33 | $1.45 | — | — |
| 20261015 | $2.25 | $0.95 | 36.2% | 36% |
| 20261014 | $2.23 | $1.15 | 36.9% | 38% |
| 20261013 | $1.75 | $0.80 | 30.6% | 24% |
| 20261012 | $2.52 | $1.23 | 38.3% | 41% |
| 20261009 | $2.80 | $1.00 | 30.9% | 25% |
| 20261008 | $2.08 | $1.32 | 34.1% | 32% |
| 20261007 | $2.52 | $1.27 | 37.3% | 39% |
| 20261006 | $2.50 | $1.20 | 35.4% | 34% |
| 20261005 | $2.45 | $1.10 | 30.1% | 23% |
| 20261002 | $1.07 | $1.07 | 36.1% | 36% |
| 20261001 | $1.25 | $1.25 | 28.6% | 20% |
| 20260930 | $1.07 | $1.07 | 31.5% | 26% |
| 20260929 | $1.12 | $1.12 | 26.8% | 16% |
| 20260928 | $1.20 | $1.20 | 31.3% | 26% |
| 20260925 | $2.58 | $2.58 | 36.0% | 36% |
| 20260924 | $1.38 | $1.38 | 31.3% | 25% |
| 20260923 | $2.12 | $2.12 | 37.9% | 40% |
| 20260922 | $1.40 | $1.40 | 26.9% | 16% |
| 20260921 | $1.93 | $1.93 | 36.7% | 37% |
| 20260918 | $3.15 | $0.68 | 56.3% | 80% |
| 20260917 | $2.05 | $0.40 | 31.2% | 25% |
| 20260916 | $2.27 | $0.42 | 36.4% | 37% |
| 20260915 | $1.98 | $0.88 | 29.4% | 21% |
| 20260914 | $3.03 | $0.95 | 48.4% | 63% |
| 20260911 | $2.80 | $0.80 | 34.8% | 33% |
| 20260910 | $1.27 | $0.82 | 19.5% | 0% |
| 20260909 | $2.27 | $0.75 | 24.4% | 8% |
| 20260908 | $2.52 | $0.93 | 36.5% | 35% |
| 20260904 | $2.60 | $1.30 | 35.7% | 33% |
| 20260903 | $1.73 | $1.15 | 24.9% | 9% |
| 20260902 | $1.02 | $1.02 | 24.9% | 9% |
| 20260901 | $0.85 | $0.85 | 21.8% | 2% |
| 20260831 | $0.98 | $0.98 | 31.1% | 23% |
| 20260828 | $0.75 | $0.75 | 29.1% | 19% |
| 20260827 | $1.07 | $1.07 | 26.2% | 12% |
| 20260826 | $1.25 | $1.25 | 24.9% | 9% |
| 20260825 | $1.20 | $1.20 | 25.3% | 10% |
| 20260824 | $1.18 | $1.18 | 24.4% | 8% |
| 20260821 | $1.30 | $1.48 | 21.7% | 2% |
| 20260820 | $1.25 | $1.77 | 21.4% | 1% |
| 20260819 | $1.43 | $1.70 | 20.7% | 0% |
| 20260818 | $1.93 | $2.52 | 23.4% | 3% |
| 20260817 | $2.33 | $2.73 | 24.7% | 6% |
| 20260814 | $2.48 | $3.70 | 33.3% | 25% |
| 20260813 | $2.52 | $2.70 | 31.8% | 22% |
| 20260812 | $2.25 | $2.98 | 32.7% | 24% |
| 20260811 | $2.27 | $2.45 | 59.7% | 86% |
| 20260810 | $2.10 | $2.00 | 31.8% | 22% |
| 20260807 | — | — | 35.3% | 30% |
| 20260806 | $2.90 | $3.75 | 35.8% | 31% |
| 20260805 | $2.58 | $2.58 | 54.0% | 73% |
| 20260804 | $4.22 | $4.22 | 38.8% | 38% |
| 20260803 | $4.40 | $4.40 | 36.6% | 33% |
| 20260731 | $2.30 | $2.30 | 35.6% | 31% |
| 20260730 | $1.77 | $1.77 | 43.7% | 49% |
| 20260729 | $1.88 | $1.88 | 49.5% | 63% |
| 20260728 | $2.58 | $2.58 | 40.0% | 41% |
| 20260727 | $4.10 | $4.10 | 37.7% | 36% |
| 20260724 | $9.10 | $9.10 | — | — |
More on ONB
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.