USB · Expected Move
U.S. Bancorp
The expected move for USB 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).
USB 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 USB Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$1.61
30-Day ATM IV
23.9%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to USB'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.
USB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.10 | $1.61 | 23.9% | 50% |
| 20261015 | $3.16 | $1.70 | 23.1% | 42% |
| 20261014 | $3.65 | $2.41 | 27.6% | 83% |
| 20261013 | $3.44 | $2.42 | 26.6% | 74% |
| 20261012 | $3.70 | $2.08 | 27.1% | 75% |
| 20261009 | $3.51 | $2.31 | 27.4% | 77% |
| 20261008 | $3.58 | $2.29 | 28.0% | 82% |
| 20261007 | $3.46 | $2.51 | 26.2% | 67% |
| 20261006 | $3.67 | $2.57 | 27.3% | 77% |
| 20261005 | $3.75 | $1.25 | 27.6% | 79% |
| 20261002 | $3.67 | $1.60 | 28.5% | 86% |
| 20261001 | $3.70 | $1.75 | 28.1% | 83% |
| 20260930 | $3.77 | $1.83 | 28.4% | 86% |
| 20260929 | $3.86 | $2.17 | 27.6% | 79% |
| 20260928 | $3.81 | $1.47 | 27.2% | 76% |
| 20260925 | $3.46 | $1.56 | 26.3% | 67% |
| 20260924 | $3.46 | $1.83 | 26.3% | 68% |
| 20260923 | $3.64 | $1.90 | 27.0% | 74% |
| 20260922 | $3.78 | $2.00 | 27.1% | 75% |
| 20260921 | $3.81 | $1.36 | 26.2% | 67% |
| 20260918 | $3.46 | $1.47 | 25.9% | 65% |
| 20260917 | $3.59 | $1.71 | 26.4% | 69% |
| 20260916 | $3.52 | $2.07 | 25.8% | 63% |
| 20260915 | $3.79 | $2.00 | 25.9% | 64% |
| 20260914 | $3.83 | $1.52 | 25.2% | 59% |
| 20260911 | $3.04 | $1.40 | 22.9% | 38% |
| 20260910 | $3.17 | $1.71 | 22.9% | 39% |
| 20260909 | $3.29 | $1.90 | 23.2% | 41% |
| 20260908 | $3.35 | $2.05 | 22.9% | 38% |
| 20260904 | $3.05 | $1.34 | 21.5% | 26% |
| 20260903 | $3.30 | $1.57 | 22.5% | 35% |
| 20260902 | $3.21 | $1.62 | 22.4% | 34% |
| 20260901 | $3.38 | $1.78 | 23.5% | 44% |
| 20260831 | $3.33 | $1.27 | 22.5% | 35% |
| 20260828 | $3.00 | $1.51 | 21.6% | 28% |
| 20260827 | $3.07 | $1.67 | 21.8% | 29% |
| 20260826 | $3.16 | $1.73 | 22.0% | 30% |
| 20260825 | $3.23 | $1.88 | 21.7% | 28% |
| 20260824 | $3.28 | $1.26 | 21.8% | 29% |
| 20260821 | $2.95 | $1.40 | 21.7% | 28% |
| 20260820 | $3.03 | $1.58 | 21.7% | 28% |
| 20260819 | $3.08 | $1.65 | 21.1% | 23% |
| 20260818 | $3.01 | $1.74 | 20.1% | 14% |
| 20260817 | $2.99 | $1.08 | 19.5% | 9% |
| 20260814 | $2.70 | $1.24 | 18.4% | 0% |
| 20260813 | $2.87 | $1.40 | 19.5% | 0% |
| 20260812 | $2.90 | $1.50 | 19.6% | 0% |
| 20260811 | $3.04 | $1.73 | 20.1% | 0% |
| 20260810 | $3.21 | $1.23 | 21.3% | 0% |
| 20260807 | — | — | 21.4% | 0% |
| 20260806 | $3.30 | $1.76 | 22.6% | 1% |
| 20260805 | $3.33 | $1.85 | 22.4% | 0% |
| 20260804 | $3.42 | $2.03 | 22.9% | 2% |
| 20260803 | $3.41 | $1.28 | 22.5% | 0% |
| 20260731 | $3.09 | $1.50 | 22.5% | 0% |
| 20260730 | $3.16 | $1.78 | 22.6% | 0% |
| 20260729 | $3.46 | $1.98 | 24.0% | 9% |
| 20260728 | $3.46 | $2.14 | 22.6% | 0% |
| 20260727 | $3.71 | $1.51 | 24.1% | 8% |
| 20260724 | $3.27 | $1.64 | 23.4% | 4% |
More on USB
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.