WNEB (Western New England Bancorp, Inc.)
Expected Move & Straddle Price History
The expected move for WNEB 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).
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.
Current WNEB Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.42
Avg IV
1.4%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to WNEB'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.
WNEB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260819 | $2.48 | $2.42 | 1.4% | 50% |
| 20260818 | $2.30 | $2.25 | 1.1% | 35% |
| 20260817 | $2.27 | $2.25 | 1.4% | 49% |
| 20260814 | $2.33 | $2.25 | 0.9% | 25% |
| 20260813 | $2.52 | $2.23 | 0.8% | 22% |
| 20260812 | $2.30 | $2.17 | 0.8% | 19% |
| 20260811 | $1.82 | $2.27 | 0.7% | 14% |
| 20260810 | $2.88 | $2.58 | 0.8% | 21% |
| 20260806 | $2.77 | $2.42 | 1.2% | 37% |
| 20260805 | $2.33 | $2.33 | 1.2% | 41% |
| 20260804 | $2.33 | $2.33 | 1.3% | 46% |
| 20260803 | $2.23 | $2.23 | 1.7% | 63% |
| 20260731 | $2.30 | $2.30 | 1.1% | 38% |
| 20260730 | $2.27 | $2.27 | 1.5% | 54% |
| 20260729 | $3.50 | $3.50 | 1.3% | 47% |
| 20260728 | $3.30 | $3.30 | 1.5% | 56% |
| 20260727 | $3.40 | $3.40 | 1.6% | 59% |
| 20260724 | $3.35 | $3.35 | 1.5% | 53% |
| 20260723 | $3.60 | $3.60 | 1.3% | 48% |
| 20260722 | $3.40 | $3.40 | 1.5% | 58% |
| 20260721 | $2.40 | $2.40 | 1.0% | 30% |
| 20260720 | $2.40 | $2.40 | 1.1% | 35% |
| 20260716 | $2.40 | $1.80 | 0.8% | 21% |
| 20260715 | $2.48 | $1.95 | 0.7% | 18% |
| 20260714 | $2.60 | $2.15 | 0.9% | 29% |
| 20260713 | $2.65 | $2.15 | 0.8% | 23% |
| 20260710 | $2.75 | $2.33 | 0.9% | 27% |
| 20260709 | $2.80 | $2.35 | 0.7% | 18% |
| 20260708 | $2.65 | $2.30 | 1.2% | 43% |
| 20260707 | $2.60 | $2.12 | 0.5% | 7% |
| 20260706 | $2.67 | $1.62 | 0.6% | 12% |
| 20260702 | $1.68 | $1.68 | 0.9% | 29% |
| 20260701 | $2.10 | $2.10 | 1.6% | 59% |
| 20260630 | $1.95 | $1.95 | 1.0% | 34% |
| 20260629 | $2.27 | $2.27 | 1.6% | 59% |
| 20260626 | $3.85 | $3.85 | 0.7% | 18% |
| 20260625 | $1.93 | $1.93 | 1.3% | 46% |
| 20260624 | $2.35 | $2.35 | 1.2% | 44% |
| 20260623 | $2.45 | $2.45 | 1.4% | 51% |
| 20260622 | $2.65 | $2.65 | 1.6% | 61% |
| 20260618 | $2.75 | $2.35 | 1.3% | 45% |
| 20260617 | $2.60 | $2.20 | 0.8% | 21% |
| 20260616 | $2.65 | $2.25 | 0.9% | 26% |
| 20260615 | $3.65 | $3.15 | 1.8% | 68% |
| 20260613 | $2.72 | $2.38 | 0.9% | 26% |
| 20260612 | $2.72 | $2.38 | 1.3% | 45% |
| 20260611 | $2.02 | $2.35 | 0.7% | 19% |
| 20260610 | $2.83 | $2.38 | 0.7% | 17% |
| 20260609 | $2.77 | $2.38 | 1.0% | 33% |
| 20260608 | $2.75 | $2.33 | 0.6% | 13% |
| 20260605 | $2.77 | $2.35 | 1.2% | 41% |
| 20260604 | $2.65 | $2.12 | 0.7% | 17% |
| 20260603 | $2.65 | $2.20 | 1.4% | 53% |
| 20260602 | $2.30 | $2.30 | 1.1% | 37% |
| 20260601 | $2.23 | $2.23 | 1.2% | 41% |
| 20260529 | $2.38 | $2.38 | 1.3% | 44% |
| 20260528 | $2.35 | $2.35 | 1.2% | 44% |
| 20260527 | $2.45 | $2.45 | 1.5% | 58% |
| 20260526 | $2.48 | $2.48 | 1.0% | 32% |
| 20260522 | $2.60 | $2.60 | 1.6% | 59% |