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
$1.68
7-Day Straddle
$1.68
Avg IV
0.9%
IV Rank
29%
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
Date30D Straddle7D StraddleAvg IVIV Rank
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%
20260521 $2.50 $2.50 1.4% 50%
20260520 $2.55 $2.55 0.6% 14%
20260519 $2.60 $2.60 1.0% 34%
20260518 $2.60 $2.60 1.3% 48%
20260515 $1.90 $1.55 1.8% 69%
20260514 $2.50 $2.10 1.1% 35%
20260513 $2.60 $2.10 1.1% 38%
20260512 $2.70 $2.17 1.2% 40%
20260511 $1.98 $2.25 1.1% 37%
20260510 $2.73 $1.80 0.4% 4%
20260508 $2.73 $1.80 0.4% 4%
20260507 $2.62 $2.20 1.0% 33%
20260506 $2.60 $2.27 1.1% 36%
20260505 $1.93 $1.73 1.4% 49%
20260504 $2.77 $2.40 1.5% 47%
20260502 $1.62 $1.62 1.8% 58%
20260501 $1.62 $1.62 1.4% 44%
20260430 $2.10 $2.10 1.8% 59%
20260429 $1.73 $1.73 1.2% 36%
20260428 $2.80 $2.80 1.9% 64%
20260427 $2.25 $2.25 2.4% 84%
20260424 $2.35 $2.35 2.1% 73%
20260423 $3.10 $3.10 2.0% 67%
20260422 $3.15 $3.15 2.0% 68%
20260421 $3.15 $3.15 2.3% 81%
20260420 $3.12 $3.12 1.8% 58%
20260417 $3.05 $1.85 2.0% 67%
20260416 $2.58 $2.05 1.9% 65%
20260415 $2.77 $1.70 1.4% 41%
20260414 $2.35 $1.80 1.1% 32%
20260413 $2.30 $1.65 0.7% 15%