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
$3.85
7-Day Straddle
$1.10
Avg IV
0.6%
IV Rank
7%
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 |
|---|---|---|---|---|
| 20260904 | $3.85 | $1.10 | 0.6% | 7% |
| 20260903 | $4.70 | $1.00 | 0.7% | 10% |
| 20260902 | $0.90 | $0.90 | 2.0% | 77% |
| 20260901 | $0.65 | $0.65 | 2.2% | 87% |
| 20260831 | $0.80 | $0.80 | 2.0% | 78% |
| 20260828 | $0.85 | $0.85 | 1.7% | 61% |
| 20260827 | $0.85 | $0.85 | 1.1% | 31% |
| 20260826 | $0.90 | $0.90 | 1.5% | 50% |
| 20260825 | $0.93 | $0.93 | 1.6% | 55% |
| 20260824 | $1.07 | $1.07 | 2.0% | 75% |
| 20260821 | $1.02 | $1.43 | 1.6% | 58% |
| 20260820 | $1.02 | $1.10 | 1.7% | 59% |
| 20260819 | $1.02 | $1.02 | 1.9% | 74% |
| 20260818 | $1.25 | $2.50 | 1.5% | 53% |
| 20260817 | $1.40 | $1.45 | 1.6% | 57% |
| 20260814 | $1.58 | $3.88 | 1.2% | 37% |
| 20260813 | $1.48 | $2.45 | 1.5% | 52% |
| 20260812 | $1.50 | $1.12 | 1.1% | 30% |
| 20260811 | $1.35 | $2.88 | 0.9% | 20% |
| 20260810 | $1.40 | $1.85 | 1.4% | 44% |
| 20260806 | $1.88 | $1.50 | 0.6% | 7% |
| 20260805 | $2.83 | $2.83 | 1.5% | 51% |
| 20260804 | $2.55 | $2.55 | 1.1% | 29% |
| 20260803 | $4.10 | $4.10 | 0.9% | 20% |
| 20260731 | $4.00 | $4.00 | 1.0% | 27% |
| 20260730 | $4.05 | $4.05 | 0.7% | 12% |
| 20260729 | $2.62 | $2.62 | 0.9% | 21% |
| 20260728 | $4.05 | $4.05 | 0.6% | 5% |
| 20260727 | $3.20 | $3.20 | 0.8% | 14% |
| 20260724 | $4.35 | $4.35 | 0.9% | 18% |
| 20260723 | $3.05 | $3.05 | 0.6% | 4% |
| 20260722 | $2.10 | $2.10 | 0.9% | 19% |
| 20260721 | $2.05 | $2.05 | 0.8% | 14% |
| 20260720 | $1.98 | $1.98 | 0.7% | 9% |
| 20260716 | $4.33 | $2.73 | 0.7% | 12% |
| 20260715 | $3.10 | $2.42 | 0.6% | 6% |
| 20260714 | $3.10 | $3.70 | 0.5% | 0% |
| 20260713 | $3.20 | $3.75 | 0.5% | 1% |
| 20260710 | $3.23 | $3.65 | 0.6% | 3% |
| 20260709 | $2.95 | $3.80 | 0.7% | 9% |
| 20260708 | $4.62 | $3.80 | 0.6% | 5% |
| 20260707 | $4.65 | $3.55 | 0.7% | 10% |
| 20260706 | $4.60 | $3.75 | 0.5% | 1% |
| 20260702 | $4.00 | $4.00 | 1.1% | 32% |
| 20260701 | $4.15 | $4.15 | 1.3% | 40% |
| 20260630 | $4.10 | $4.10 | 1.0% | 25% |
| 20260629 | $3.70 | $3.70 | 1.1% | 33% |
| 20260626 | $3.17 | $3.17 | 0.6% | 6% |
| 20260625 | $4.20 | $4.20 | 1.1% | 30% |
| 20260624 | $4.10 | $4.10 | 0.6% | 5% |
| 20260623 | $4.05 | $4.05 | 0.7% | 9% |
| 20260622 | $4.20 | $4.20 | 0.8% | 18% |
| 20260618 | $1.88 | $1.40 | 0.8% | 14% |
| 20260617 | $4.50 | $1.48 | 0.8% | 15% |
| 20260616 | $4.25 | $2.00 | 0.8% | 18% |
| 20260615 | $4.25 | $2.35 | 0.8% | 16% |
| 20260613 | $4.35 | $1.65 | 0.6% | 5% |
| 20260612 | $4.35 | $1.65 | 0.6% | 5% |
| 20260611 | $3.40 | $2.50 | 0.7% | 9% |
| 20260610 | $4.40 | $2.50 | 0.6% | 7% |