OSBC (Old Second Bancorp Inc)
Expected Move & Straddle Price History
The expected move for OSBC 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 OSBC Expected Move
30-Day Straddle
$4.45
7-Day Straddle
$2.55
Avg IV
0.4%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to OSBC'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.
OSBC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $4.45 | $2.55 | 0.4% | 0% |
| 20260608 | $4.45 | $1.95 | 0.5% | 2% |
| 20260605 | $4.85 | $2.85 | 0.7% | 10% |
| 20260604 | $4.45 | $2.08 | 0.6% | 4% |
| 20260603 | $4.70 | $2.85 | 0.7% | 13% |
| 20260602 | $2.75 | $2.75 | 1.9% | 73% |
| 20260601 | $2.72 | $2.72 | 2.0% | 75% |
| 20260529 | $3.00 | $3.00 | 1.9% | 73% |
| 20260528 | $2.25 | $2.25 | 1.3% | 41% |
| 20260527 | $2.27 | $2.27 | 2.0% | 76% |
| 20260526 | $3.17 | $3.17 | 1.6% | 56% |
| 20260522 | $2.38 | $2.38 | 1.6% | 58% |
| 20260521 | $2.75 | $2.75 | 0.8% | 19% |
| 20260520 | $2.23 | $2.23 | 0.9% | 22% |
| 20260519 | $1.40 | $1.40 | 1.5% | 50% |
| 20260518 | $2.88 | $2.88 | 1.3% | 41% |
| 20260515 | $1.30 | $0.97 | 1.6% | 58% |
| 20260514 | $1.43 | $3.85 | 1.3% | 41% |
| 20260513 | $1.60 | $2.80 | 1.1% | 34% |
| 20260512 | $1.62 | $1.30 | 0.9% | 24% |
| 20260511 | $3.33 | $1.62 | 1.5% | 52% |
| 20260510 | $3.17 | $1.75 | 1.2% | 35% |
| 20260508 | $3.17 | $1.75 | 1.1% | 34% |
| 20260507 | $4.03 | $2.73 | 1.1% | 33% |
| 20260506 | $3.68 | $1.12 | 1.2% | 37% |
| 20260505 | $3.80 | $1.12 | 1.1% | 34% |
| 20260504 | $3.15 | $2.67 | 1.2% | 39% |
| 20260502 | $2.48 | $2.48 | 2.4% | 95% |
| 20260501 | $2.48 | $2.48 | 2.3% | 92% |
| 20260430 | $3.75 | $3.75 | 2.3% | 94% |
| 20260429 | $3.70 | $3.70 | 2.5% | 100% |
| 20260428 | $1.93 | $1.93 | 2.1% | 89% |
| 20260427 | $2.92 | $2.92 | 2.0% | 83% |
| 20260424 | $1.85 | $1.85 | 1.8% | 71% |
| 20260423 | $2.38 | $2.38 | 1.7% | 67% |
| 20260422 | $3.08 | $3.08 | 1.8% | 70% |
| 20260421 | $2.25 | $2.25 | 2.1% | 84% |
| 20260420 | $4.30 | $4.30 | 1.8% | 73% |
| 20260417 | $2.40 | $2.23 | 1.7% | 67% |
| 20260416 | $4.35 | $1.70 | 1.8% | 73% |
| 20260415 | $2.55 | $3.45 | 1.6% | 58% |
| 20260414 | $4.10 | $3.55 | 1.5% | 56% |
| 20260413 | $4.20 | $2.82 | 1.3% | 43% |
| 20260410 | $2.92 | $3.70 | 1.7% | 64% |
| 20260409 | $4.17 | $3.75 | 1.5% | 53% |
| 20260408 | $1.75 | $1.48 | 1.5% | 54% |
| 20260407 | $3.33 | $2.60 | 1.6% | 61% |
| 20260406 | $2.98 | $1.85 | 1.3% | 45% |
| 20260402 | $1.77 | $1.62 | 0.9% | 24% |
| 20260401 | $2.00 | $2.00 | 0.7% | 14% |
| 20260331 | $1.77 | $1.77 | 1.0% | 27% |
| 20260330 | $1.98 | $1.98 | 1.0% | 26% |
| 20260327 | $1.97 | $1.97 | 0.9% | 24% |
| 20260326 | $2.00 | $2.00 | 0.5% | 3% |
| 20260325 | $1.88 | $1.88 | 0.6% | 9% |
| 20260324 | $1.93 | $1.93 | 0.7% | 11% |
| 20260323 | $1.98 | $1.98 | 0.8% | 20% |
| 20260320 | $1.57 | $2.20 | 0.8% | 19% |
| 20260319 | $2.02 | $1.25 | 0.8% | 18% |
| 20260318 | $2.23 | $1.38 | 0.7% | 15% |