WNEB · Expected Move
Western New England Bancorp, Inc.
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).
WNEB 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 WNEB Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.38
30-Day ATM IV
48.2%
IV Rank
35%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $2.40 | $2.38 | 48.2% | 35% |
| 20261002 | $1.98 | $1.98 | 55.3% | 49% |
| 20261001 | $2.38 | $2.38 | 43.3% | 26% |
| 20260930 | $2.33 | $2.33 | 49.8% | 38% |
| 20260929 | $2.33 | $2.33 | 40.1% | 22% |
| 20260928 | $1.75 | $1.75 | 44.7% | 31% |
| 20260925 | $2.23 | $2.23 | 38.9% | 20% |
| 20260924 | $2.30 | $2.30 | 50.2% | 41% |
| 20260923 | $2.40 | $2.40 | 30.3% | 3% |
| 20260922 | $2.25 | $2.25 | 50.2% | 41% |
| 20260921 | $2.27 | $2.27 | 59.6% | 59% |
| 20260918 | $2.33 | $2.30 | 55.5% | 51% |
| 20260917 | $2.60 | $2.33 | 61.7% | 63% |
| 20260916 | $2.25 | $2.25 | 49.1% | 39% |
| 20260915 | $2.23 | $2.23 | 37.7% | 17% |
| 20260914 | $2.35 | $2.33 | 30.0% | 3% |
| 20260911 | $2.60 | $2.38 | 61.1% | 61% |
| 20260910 | $2.35 | $2.25 | 39.9% | 21% |
| 20260909 | $2.40 | $2.25 | 52.7% | 45% |
| 20260908 | $2.02 | $1.88 | 43.8% | 29% |
| 20260904 | $2.35 | $2.30 | 42.6% | 26% |
| 20260903 | $2.53 | $2.35 | 73.4% | 71% |
| 20260902 | $2.42 | $2.42 | 46.1% | 20% |
| 20260901 | $2.25 | $2.25 | 55.1% | 29% |
| 20260831 | $2.75 | $2.75 | 55.9% | 30% |
| 20260828 | $2.38 | $2.38 | 51.4% | 25% |
| 20260827 | $2.38 | $2.38 | 53.7% | 28% |
| 20260826 | $2.30 | $2.30 | 48.2% | 22% |
| 20260825 | $2.35 | $2.35 | 43.2% | 16% |
| 20260824 | $2.23 | $2.23 | 54.7% | 29% |
| 20260821 | $2.33 | $2.33 | 55.8% | 30% |
| 20260820 | $2.33 | $2.35 | 44.0% | 17% |
| 20260819 | $2.48 | $2.42 | 59.8% | 34% |
| 20260818 | $2.30 | $2.25 | 40.9% | 14% |
| 20260817 | $2.27 | $2.25 | 46.6% | 20% |
| 20260814 | $2.33 | $2.25 | 57.4% | 32% |
| 20260813 | $2.52 | $2.23 | 59.5% | 34% |
| 20260812 | $2.30 | $2.17 | 46.9% | 20% |
| 20260811 | $1.82 | $2.27 | 54.1% | 28% |
| 20260810 | $2.88 | $2.58 | 53.0% | 27% |
| 20260806 | $2.77 | $2.42 | 69.7% | 45% |
| 20260805 | $2.33 | $2.33 | 63.9% | 39% |
| 20260804 | $2.33 | $2.33 | 66.0% | 41% |
| 20260803 | $2.23 | $2.23 | 54.8% | 29% |
| 20260731 | $2.30 | $2.30 | 49.3% | 23% |
| 20260730 | $2.27 | $2.27 | 81.5% | 58% |
| 20260729 | $3.50 | $3.50 | 81.1% | 58% |
| 20260728 | $3.30 | $3.30 | 44.1% | 17% |
| 20260727 | $3.40 | $3.40 | 62.2% | 37% |
| 20260724 | $3.35 | $3.35 | 62.4% | 37% |
| 20260723 | $3.60 | $3.60 | 49.0% | 22% |
| 20260722 | $3.40 | $3.40 | 48.3% | 22% |
| 20260721 | $2.40 | $2.40 | 43.4% | 16% |
| 20260720 | $2.40 | $2.40 | 41.4% | 14% |
| 20260716 | $2.40 | $1.80 | 36.5% | 9% |
| 20260715 | $2.48 | $1.95 | 48.8% | 22% |
| 20260714 | $2.60 | $2.15 | 40.3% | 13% |
| 20260713 | $2.65 | $2.15 | 55.4% | 29% |
| 20260710 | $2.75 | $2.33 | 54.5% | 28% |
| 20260709 | $2.80 | $2.35 | 68.8% | 44% |
More on WNEB
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.