STBA · Expected Move

S&T Bancorp Inc

The expected move for STBA 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).

STBA 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 STBA Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.10
30-Day ATM IV
31.2%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to STBA'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.
STBA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $5.10 $5.10 31.2% 38%
20261023 $5.00 $5.00 36.1% 59%
20261022 $5.00 $5.00 26.4% 24%
20261021 $5.25 $5.25 34.0% 54%
20261020 $5.17 $5.17 32.2% 47%
20261019 $5.25 $5.25 34.7% 56%
20261016 $5.05 $5.00 29.7% 37%
20261015 $5.05 $5.05 29.9% 38%
20261014 $5.40 $5.15 31.1% 43%
20261013 $5.25 $5.00 29.8% 38%
20261012 $5.40 $5.00 37.1% 66%
20261009 $5.05 $5.00 37.6% 68%
20261008 $5.20 $5.00 30.0% 38%
20261007 $5.35 $5.15 33.0% 50%
20261006 $5.20 $5.05 38.4% 71%
20261005 $5.10 $5.10 45.0% 96%
20261002 $5.05 $5.05 40.1% 78%
20261001 $5.00 $5.00 34.8% 57%
20260930 $5.00 $5.00 35.0% 58%
20260929 $5.05 $5.05 34.9% 57%
20260928 $5.00 $5.00 35.2% 58%
20260925 $5.00 $5.00 27.8% 30%
20260924 $5.05 $5.05 32.5% 48%
20260923 $5.00 $5.00 32.3% 47%
20260922 $5.00 $5.00 28.6% 33%
20260921 $5.00 $5.00 26.0% 23%
20260918 $5.10 $5.00 45.9% 100%
20260917 $3.80 $5.00 27.5% 35%
20260916 $5.05 $5.00 33.6% 63%
20260915 $5.05 $5.05 31.2% 52%
20260914 $5.10 $5.05 41.4% 100%
20260911 $5.05 $5.00 31.2% 58%
20260910 $5.15 $5.00 35.1% 79%
20260909 $5.00 $5.00 25.8% 30%
20260908 $4.90 $4.20 30.5% 55%
20260904 $5.10 $5.00 33.3% 69%
20260903 $5.05 $5.00 28.5% 44%
20260902 $5.00 $5.00 28.5% 44%
20260901 $5.00 $5.00 29.5% 40%
20260831 $5.00 $5.00 27.8% 33%
20260828 $5.00 $5.00 27.6% 32%
20260827 $5.00 $5.00 30.3% 44%
20260826 $5.00 $5.00 26.3% 26%
20260825 $3.65 $3.65 33.6% 57%
20260824 $5.00 $5.00 26.9% 29%
20260821 $5.00 $5.00 27.3% 31%
20260820 $5.00 $5.00 25.3% 17%
20260819 $5.10 $5.00 33.1% 42%
20260818 $5.00 $5.00 27.1% 23%
20260817 $5.00 $5.00 28.5% 27%
20260814 $5.00 $5.00 29.0% 29%
20260813 $5.25 $5.00 28.3% 26%
20260812 $5.15 $5.00 29.5% 31%
20260811 $5.05 $5.00 29.4% 30%
20260810 $5.00 $5.00 25.3% 17%
20260807 — — 29.5% 30%
20260806 $5.50 $5.25 23.5% 11%
20260805 $5.25 $5.25 24.0% 13%
20260804 $5.40 $5.40 27.3% 23%
20260803 $3.17 $3.17 23.4% 10%

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.