TOWN · Expected Move

Towne Bank

The expected move for TOWN 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).

TOWN 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 TOWN Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$2.88
30-Day ATM IV
30.7%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to TOWN'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.
TOWN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $2.45 $2.88 30.7% 34%
20261015 $3.60 $4.85 31.9% 38%
20261014 $3.60 $4.90 32.9% 41%
20261013 $3.60 $3.50 30.7% 34%
20261012 $3.65 $2.98 32.8% 41%
20261009 $3.85 $3.00 35.3% 50%
20261008 $3.77 $3.55 30.7% 34%
20261007 $3.90 $5.00 30.3% 32%
20261006 $3.75 $4.90 36.1% 52%
20261005 $3.70 $5.00 28.7% 27%
20261002 $3.88 $3.88 36.2% 53%
20261001 $4.10 $4.10 41.0% 69%
20260930 $5.12 $5.12 39.7% 57%
20260929 $3.98 $3.98 28.6% 23%
20260928 $5.00 $5.00 39.7% 57%
20260925 $5.00 $5.00 31.3% 31%
20260924 $4.88 $4.88 33.8% 39%
20260923 $4.88 $4.88 41.0% 60%
20260922 $5.05 $5.05 35.0% 42%
20260921 $5.22 $5.22 35.0% 43%
20260918 $3.42 $4.07 37.4% 50%
20260917 $3.85 $2.40 34.7% 42%
20260916 $5.30 $2.40 32.9% 36%
20260915 $3.38 $1.83 30.4% 29%
20260914 $5.90 $2.08 37.7% 51%
20260911 $5.55 $2.52 35.7% 45%
20260910 $5.10 $2.40 30.0% 27%
20260909 $4.95 $2.73 27.5% 20%
20260908 $4.42 $2.38 32.9% 36%
20260904 $5.35 $1.92 28.4% 23%
20260903 $5.25 $2.10 30.7% 29%
20260902 $2.27 $2.27 28.0% 22%
20260901 $5.62 $5.62 37.2% 49%
20260831 $2.42 $2.42 35.4% 44%
20260828 $2.10 $2.10 34.1% 40%
20260827 $2.17 $2.17 36.8% 48%
20260826 $2.12 $2.12 33.6% 38%
20260825 $1.93 $1.93 28.6% 23%
20260824 $1.95 $1.95 26.3% 13%
20260821 $2.05 $3.12 26.8% 14%
20260820 $2.23 $3.42 27.9% 17%
20260819 $2.40 $2.90 27.7% 17%
20260818 $3.28 $3.25 33.1% 30%
20260817 $3.83 $5.55 37.5% 41%
20260814 $2.62 $5.25 34.4% 33%
20260813 $4.45 $3.92 43.6% 56%
20260812 $2.70 $4.10 32.7% 29%
20260811 $4.70 $5.20 44.0% 57%
20260810 $4.65 $2.83 42.6% 53%
20260807 — — 34.5% 33%
20260806 $3.70 $2.93 27.1% 15%
20260805 $4.10 $4.10 40.1% 47%
20260804 $5.05 $5.05 39.0% 44%
20260803 $3.65 $3.65 39.1% 45%
20260731 $5.05 $5.05 32.8% 29%
20260730 $5.05 $5.05 37.1% 40%
20260729 $5.12 $5.12 39.6% 46%
20260728 $4.45 $4.45 35.3% 35%
20260727 $4.58 $4.58 36.8% 39%
20260724 $5.00 $5.00 27.9% 17%

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.