TCBK · Expected Move

Trico Bancshares

The expected move for TCBK 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).

TCBK 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 TCBK Expected Move
30-Day Straddle
$5.25
7-Day Straddle
$5.25
30-Day ATM IV
37.9%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to TCBK'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.
TCBK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $5.25 $5.25 37.9% 73%
20261026 $5.35 $5.35 32.3% 44%
20261023 $5.25 $5.25 31.8% 42%
20261022 $5.40 $5.40 34.4% 55%
20261021 $5.20 $5.20 34.9% 58%
20261020 $5.20 $5.20 31.6% 41%
20261019 $5.40 $5.40 35.9% 63%
20261016 $6.38 $5.15 40.2% 85%
20261015 $5.65 $4.90 43.3% 100%
20261014 $5.53 $5.10 41.7% 99%
20261013 $5.85 $4.42 41.6% 98%
20261012 $5.35 $5.35 34.5% 60%
20261009 $5.85 $5.25 39.3% 86%
20261008 $6.00 $4.90 38.5% 82%
20261007 $5.75 $5.00 38.7% 83%
20261006 $6.20 $5.28 36.1% 68%
20261005 $6.38 $6.08 36.1% 69%
20261002 $5.45 $5.45 33.4% 54%
20261001 $5.10 $5.10 32.3% 45%
20260930 $5.40 $5.40 34.2% 54%
20260929 $5.60 $5.60 38.2% 75%
20260928 $5.25 $5.25 34.2% 54%
20260925 $4.22 $4.22 31.1% 38%
20260924 $5.15 $5.15 30.8% 37%
20260923 $5.55 $5.55 35.2% 58%
20260922 $6.10 $6.10 29.9% 32%
20260921 $3.53 $3.53 35.5% 68%
20260918 $4.92 $4.80 28.4% 39%
20260917 $4.80 $4.80 29.2% 42%
20260916 $3.92 $4.80 30.2% 47%
20260915 $5.05 $4.40 29.3% 43%
20260914 $5.10 $4.40 31.3% 51%
20260911 $5.25 $4.40 30.7% 49%
20260910 $5.25 $5.40 30.1% 46%
20260909 $5.25 $5.25 31.7% 53%
20260908 $4.80 $4.80 30.0% 45%
20260904 $5.10 $4.95 31.4% 51%
20260903 $4.80 $4.80 29.2% 42%
20260902 $5.15 $5.15 29.6% 43%
20260901 $4.95 $4.95 30.6% 48%
20260831 $4.80 $4.80 31.7% 52%
20260828 $4.95 $4.95 33.2% 58%
20260827 $4.95 $4.95 32.9% 57%
20260826 $4.80 $4.80 23.9% 21%
20260825 $4.80 $4.80 29.9% 45%
20260824 $4.95 $4.95 35.3% 66%
20260821 $5.05 $4.80 30.0% 45%
20260820 $4.95 $4.92 30.6% 48%
20260819 $4.10 $4.80 29.2% 42%
20260818 $5.15 $5.25 23.5% 19%
20260817 $5.80 $5.05 23.9% 21%
20260814 $4.10 $2.62 25.8% 26%
20260813 $4.47 $2.80 33.3% 54%
20260812 $4.45 $3.20 29.5% 40%
20260811 $5.55 $4.95 29.2% 39%
20260810 $5.50 $5.00 31.1% 45%
20260807 — — 31.1% 46%
20260806 $4.08 $3.75 29.7% 40%
20260805 $3.20 $3.20 31.2% 46%
20260804 $3.95 $3.95 41.7% 84%

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.