SHBI · Expected Move
Shore Bancshares Inc
The expected move for SHBI 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).
SHBI 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 SHBI Expected Move
30-Day Straddle
$4.15
7-Day Straddle
$4.15
30-Day ATM IV
35.2%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to SHBI'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.
SHBI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $4.15 | $4.15 | 35.2% | 23% |
| 20261022 | $4.90 | $4.90 | 28.1% | 3% |
| 20261021 | $3.35 | $3.35 | 44.6% | 50% |
| 20261020 | $4.50 | $4.50 | 30.3% | 10% |
| 20261019 | $3.75 | $3.75 | 26.9% | 0% |
| 20261016 | $4.55 | $2.17 | 62.3% | 100% |
| 20261015 | $4.50 | $2.10 | 26.9% | 0% |
| 20261014 | $3.48 | $2.97 | 38.1% | 29% |
| 20261013 | $4.67 | $3.50 | 56.7% | 87% |
| 20261012 | $4.65 | $3.50 | 57.5% | 89% |
| 20261009 | $3.95 | $2.58 | 40.9% | 38% |
| 20261008 | $2.97 | $2.38 | 36.3% | 24% |
| 20261007 | $3.35 | $3.55 | 48.8% | 62% |
| 20261006 | $4.72 | $3.50 | 56.4% | 86% |
| 20261005 | $4.85 | $3.60 | 37.9% | 29% |
| 20261002 | $2.23 | $2.23 | 38.7% | 31% |
| 20261001 | $4.10 | $4.10 | 52.7% | 74% |
| 20260930 | $2.88 | $2.88 | 42.2% | 42% |
| 20260929 | $4.20 | $4.20 | 32.3% | 11% |
| 20260928 | $4.25 | $4.25 | 39.8% | 35% |
| 20260925 | $4.30 | $4.30 | 35.1% | 20% |
| 20260924 | $4.30 | $4.30 | 33.0% | 14% |
| 20260923 | $4.35 | $4.35 | 55.2% | 82% |
| 20260922 | $4.35 | $4.35 | 40.6% | 37% |
| 20260921 | $3.75 | $3.75 | 32.1% | 11% |
| 20260918 | $4.40 | $1.85 | 39.6% | 34% |
| 20260917 | $4.45 | $3.85 | 40.4% | 36% |
| 20260916 | $4.38 | $3.05 | 50.6% | 68% |
| 20260915 | $3.38 | $3.17 | 50.9% | 69% |
| 20260914 | $3.15 | $3.77 | 35.3% | 21% |
| 20260911 | $4.50 | $4.05 | 31.8% | 10% |
| 20260910 | $4.60 | $4.15 | 55.1% | 82% |
| 20260909 | $3.27 | $3.02 | 41.0% | 38% |
| 20260908 | $2.92 | $1.93 | 39.0% | 32% |
| 20260904 | $4.60 | $3.70 | 28.5% | 0% |
| 20260903 | $4.60 | $4.20 | 39.7% | 32% |
| 20260902 | $3.80 | $3.80 | 41.4% | 38% |
| 20260901 | $3.75 | $3.75 | 36.7% | 23% |
| 20260831 | $3.85 | $3.85 | 31.1% | 5% |
| 20260828 | $2.67 | $2.67 | 33.2% | 12% |
| 20260827 | $4.00 | $4.00 | 31.0% | 5% |
| 20260826 | $4.05 | $4.05 | 34.4% | 14% |
| 20260825 | $4.05 | $4.05 | 39.2% | 28% |
| 20260824 | $3.62 | $3.62 | 39.4% | 29% |
| 20260821 | $4.05 | $3.45 | 29.5% | 0% |
| 20260820 | $3.40 | $1.77 | 36.0% | 14% |
| 20260819 | $3.30 | $3.55 | 39.9% | 26% |
| 20260818 | $3.90 | $3.80 | 31.8% | 1% |
| 20260817 | $3.90 | $2.62 | 32.3% | 3% |
| 20260814 | $1.80 | $3.70 | 43.3% | 37% |
| 20260813 | $1.90 | $3.52 | 38.9% | 23% |
| 20260812 | $1.85 | $3.75 | 34.2% | 8% |
| 20260811 | $2.00 | $3.02 | 35.5% | 12% |
| 20260810 | $4.65 | $3.85 | 32.1% | 2% |
| 20260807 | — | — | 42.8% | 35% |
| 20260806 | $1.93 | $2.38 | 42.2% | 33% |
| 20260805 | $4.10 | $4.10 | 32.1% | 2% |
| 20260804 | $3.08 | $3.08 | 37.6% | 19% |
| 20260803 | $4.15 | $4.15 | 32.9% | 4% |
| 20260731 | $3.27 | $3.27 | 43.3% | 37% |
More on SHBI
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.