TBBK · Expected Move
The Bancorp Inc.
The expected move for TBBK 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).
TBBK 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 TBBK Expected Move
30-Day Straddle
$5.75
7-Day Straddle
$1.62
30-Day ATM IV
47.3%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to TBBK'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.
TBBK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.75 | $1.62 | 47.3% | 67% |
| 20261015 | $6.10 | $2.28 | 49.9% | 79% |
| 20261014 | $6.33 | $2.45 | 50.2% | 80% |
| 20261013 | $6.72 | $2.27 | 52.7% | 92% |
| 20261012 | $5.93 | $2.70 | 47.4% | 68% |
| 20261009 | $6.35 | $3.60 | 51.1% | 85% |
| 20261008 | $6.38 | $3.33 | 47.3% | 67% |
| 20261007 | $7.08 | $4.12 | 52.6% | 92% |
| 20261006 | $6.88 | $3.78 | 50.2% | 80% |
| 20261005 | $7.30 | $4.15 | 52.5% | 91% |
| 20261002 | $3.95 | $3.95 | 50.9% | 84% |
| 20261001 | $3.22 | $3.22 | 49.8% | 79% |
| 20260930 | $4.28 | $4.28 | 50.0% | 79% |
| 20260929 | $3.75 | $3.75 | 48.0% | 70% |
| 20260928 | $3.83 | $3.83 | 48.3% | 71% |
| 20260925 | $4.28 | $4.28 | 46.7% | 64% |
| 20260924 | $4.42 | $4.42 | 47.9% | 70% |
| 20260923 | $4.97 | $4.97 | 50.2% | 81% |
| 20260922 | $4.58 | $4.58 | 45.9% | 60% |
| 20260921 | $3.92 | $3.92 | 41.8% | 41% |
| 20260918 | $4.70 | $2.33 | 42.8% | 46% |
| 20260917 | $4.95 | $2.17 | 43.1% | 47% |
| 20260916 | $5.28 | $2.80 | 45.5% | 58% |
| 20260915 | $5.75 | $3.20 | 49.7% | 78% |
| 20260914 | $5.55 | $2.62 | 46.6% | 64% |
| 20260911 | $6.00 | $3.75 | 48.7% | 73% |
| 20260910 | $5.92 | $4.07 | 48.7% | 73% |
| 20260909 | $6.67 | $3.25 | 52.7% | 92% |
| 20260908 | $6.97 | $4.35 | 43.3% | 48% |
| 20260904 | $7.20 | $5.20 | 39.3% | 30% |
| 20260903 | $7.50 | $4.47 | 39.1% | 29% |
| 20260902 | $4.90 | $4.90 | 39.5% | 30% |
| 20260901 | $4.60 | $4.60 | 38.8% | 27% |
| 20260831 | $4.38 | $4.38 | 36.2% | 13% |
| 20260828 | $4.78 | $4.78 | 36.9% | 16% |
| 20260827 | $5.28 | $5.28 | 37.3% | 17% |
| 20260826 | $5.17 | $5.17 | 38.4% | 22% |
| 20260825 | $5.58 | $5.58 | 37.5% | 18% |
| 20260824 | $5.47 | $5.47 | 36.1% | 12% |
| 20260821 | $5.97 | $3.33 | 38.9% | 23% |
| 20260820 | $6.57 | $4.05 | 39.8% | 27% |
| 20260819 | $6.50 | $2.80 | 42.1% | 36% |
| 20260818 | $6.65 | $3.42 | 42.0% | 35% |
| 20260817 | $5.92 | $3.30 | 38.0% | 20% |
| 20260814 | $5.80 | $1.95 | 34.2% | 4% |
| 20260813 | $6.92 | $3.55 | 40.2% | 23% |
| 20260812 | $7.47 | $1.90 | 41.3% | 26% |
| 20260811 | $7.45 | $3.55 | 41.7% | 28% |
| 20260810 | $7.55 | $2.55 | 42.2% | 29% |
| 20260807 | — | — | 41.8% | 28% |
| 20260806 | $8.07 | $4.58 | 37.3% | 14% |
| 20260805 | $3.78 | $3.78 | 38.1% | 16% |
| 20260804 | $4.70 | $4.70 | 37.7% | 15% |
| 20260803 | $3.65 | $3.65 | 33.0% | 0% |
| 20260731 | $6.28 | $6.28 | 45.0% | 29% |
| 20260730 | $7.33 | $7.33 | 54.3% | 63% |
| 20260729 | $7.55 | $7.55 | 52.6% | 56% |
| 20260728 | $7.92 | $7.92 | 53.6% | 60% |
| 20260727 | $8.15 | $8.15 | 52.9% | 57% |
| 20260724 | $8.00 | $8.00 | 51.1% | 51% |
More on TBBK
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.