UMBF · Expected Move
UMB Financial Corp
The expected move for UMBF 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).
UMBF 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 UMBF Expected Move
30-Day Straddle
$7.85
7-Day Straddle
$4.90
30-Day ATM IV
24.0%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to UMBF'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.
UMBF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $7.85 | $4.90 | 24.0% | 70% |
| 20261015 | $8.30 | $3.45 | 24.7% | 76% |
| 20261014 | $7.88 | $3.60 | 24.1% | 71% |
| 20261013 | $7.67 | $5.25 | 23.0% | 62% |
| 20261012 | $8.43 | $4.25 | 24.1% | 66% |
| 20261009 | $8.00 | $5.20 | 24.0% | 65% |
| 20261008 | $8.57 | $5.47 | 25.3% | 75% |
| 20261007 | $8.40 | $5.95 | 24.1% | 66% |
| 20261006 | $7.72 | $5.18 | 22.7% | 55% |
| 20261005 | $8.22 | $5.28 | 23.8% | 64% |
| 20261002 | $5.50 | $5.50 | 22.8% | 56% |
| 20261001 | $5.40 | $5.40 | 23.8% | 64% |
| 20260930 | $5.57 | $5.57 | 23.7% | 63% |
| 20260929 | $6.25 | $6.25 | 23.5% | 62% |
| 20260928 | $5.75 | $5.75 | 23.9% | 65% |
| 20260925 | $5.95 | $5.95 | 22.2% | 51% |
| 20260924 | $5.35 | $5.35 | 20.7% | 40% |
| 20260923 | $5.60 | $5.60 | 21.8% | 49% |
| 20260922 | $5.55 | $5.55 | 21.2% | 44% |
| 20260921 | $6.20 | $6.20 | 22.9% | 57% |
| 20260918 | $6.38 | $3.58 | 21.8% | 48% |
| 20260917 | $6.15 | $3.25 | 20.6% | 39% |
| 20260916 | $6.60 | $4.92 | 22.0% | 50% |
| 20260915 | $7.15 | $5.53 | 20.0% | 34% |
| 20260914 | $6.05 | $5.18 | 18.4% | 22% |
| 20260911 | $6.47 | $5.08 | 19.5% | 30% |
| 20260910 | $7.20 | $5.10 | 21.5% | 46% |
| 20260909 | $7.25 | $5.40 | 21.0% | 42% |
| 20260908 | $7.78 | $3.85 | 20.6% | 38% |
| 20260904 | $7.62 | $3.30 | 18.6% | 21% |
| 20260903 | $7.65 | $3.65 | 18.6% | 20% |
| 20260902 | $6.40 | $6.40 | 20.2% | 30% |
| 20260901 | $5.05 | $5.05 | 19.7% | 25% |
| 20260831 | $5.55 | $5.55 | 19.3% | 23% |
| 20260828 | $3.52 | $3.52 | 16.7% | 7% |
| 20260827 | $4.08 | $4.08 | 16.7% | 7% |
| 20260826 | $4.35 | $4.35 | 17.4% | 11% |
| 20260825 | $4.38 | $4.38 | 16.4% | 4% |
| 20260824 | $4.70 | $4.70 | 16.6% | 6% |
| 20260821 | $4.78 | $4.70 | 15.6% | 0% |
| 20260820 | $4.83 | $5.03 | 16.4% | 0% |
| 20260819 | $5.78 | $4.95 | 17.7% | 4% |
| 20260818 | $5.90 | $4.92 | 17.0% | 0% |
| 20260817 | $6.65 | $5.30 | 18.2% | 7% |
| 20260814 | $6.70 | $5.07 | 17.7% | 4% |
| 20260813 | $6.50 | $5.07 | 18.1% | 6% |
| 20260812 | $6.30 | $4.95 | 17.0% | 0% |
| 20260811 | $7.15 | $5.15 | 19.1% | 0% |
| 20260810 | $6.90 | $5.10 | 19.3% | 1% |
| 20260807 | — | — | 19.2% | 0% |
| 20260806 | $8.62 | $6.32 | 22.0% | 7% |
| 20260805 | $6.45 | $6.45 | 21.8% | 6% |
| 20260804 | $5.40 | $5.40 | 21.6% | 5% |
| 20260803 | $6.80 | $6.80 | 21.5% | 4% |
| 20260731 | $6.00 | $6.00 | 20.8% | 0% |
| 20260730 | $6.45 | $6.45 | 22.0% | 0% |
| 20260729 | $6.40 | $6.40 | 22.3% | 2% |
| 20260728 | $8.40 | $8.40 | 26.7% | 28% |
| 20260727 | $7.30 | $7.30 | 24.3% | 14% |
| 20260724 | $8.00 | $8.00 | 24.8% | 16% |
More on UMBF
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.