FIZZ · Expected Move
National Beverage Corp.
The expected move for FIZZ 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).
FIZZ 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 FIZZ Expected Move
30-Day Straddle
$3.55
7-Day Straddle
$3.55
30-Day ATM IV
40.1%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to FIZZ'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.
FIZZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.55 | $3.55 | 40.1% | 35% |
| 20261021 | $3.42 | $3.42 | 43.1% | 48% |
| 20261020 | $3.05 | $3.05 | 37.4% | 25% |
| 20261019 | $3.75 | $3.75 | 45.4% | 56% |
| 20261016 | $3.08 | $1.33 | 35.8% | 19% |
| 20261015 | $2.62 | $1.38 | 31.5% | 2% |
| 20261014 | $3.30 | $2.30 | 35.3% | 17% |
| 20261013 | $3.02 | $2.25 | 38.3% | 29% |
| 20261012 | $4.28 | $2.27 | 39.7% | 34% |
| 20261009 | $3.30 | $2.52 | 40.6% | 38% |
| 20261008 | $3.42 | $2.38 | 40.4% | 37% |
| 20261007 | $3.73 | $2.67 | 49.7% | 74% |
| 20261006 | $2.55 | $1.48 | 31.5% | 2% |
| 20261005 | $3.83 | $2.40 | 45.8% | 58% |
| 20261002 | $2.02 | $2.02 | 42.2% | 44% |
| 20261001 | $3.00 | $3.00 | 51.4% | 80% |
| 20260930 | $2.17 | $2.17 | 40.2% | 36% |
| 20260929 | $1.52 | $1.52 | 32.1% | 5% |
| 20260928 | $2.35 | $2.35 | 43.5% | 59% |
| 20260925 | $2.55 | $2.55 | 40.2% | 49% |
| 20260924 | $2.38 | $2.38 | 40.1% | 49% |
| 20260923 | $2.55 | $2.55 | 37.9% | 42% |
| 20260922 | $2.90 | $2.90 | 37.3% | 40% |
| 20260921 | $2.15 | $2.15 | 33.8% | 29% |
| 20260918 | $2.52 | $2.42 | 37.4% | 40% |
| 20260917 | $3.03 | $3.30 | 42.6% | 57% |
| 20260916 | $3.48 | $3.33 | 46.3% | 68% |
| 20260915 | $3.25 | $2.23 | 42.5% | 56% |
| 20260914 | $3.00 | $3.25 | 37.3% | 40% |
| 20260911 | $2.47 | $2.25 | 31.1% | 20% |
| 20260910 | $3.20 | $2.25 | 41.9% | 54% |
| 20260909 | $3.38 | $2.80 | 45.2% | 65% |
| 20260908 | $3.48 | $3.00 | 44.4% | 62% |
| 20260904 | $3.92 | $3.40 | 43.4% | 59% |
| 20260903 | $3.32 | $3.00 | 37.8% | 42% |
| 20260902 | $2.48 | $2.48 | 42.3% | 56% |
| 20260901 | $3.62 | $3.62 | 44.7% | 63% |
| 20260831 | $4.08 | $4.08 | 46.8% | 70% |
| 20260828 | $3.27 | $3.27 | 40.1% | 49% |
| 20260827 | $3.75 | $3.75 | 40.4% | 50% |
| 20260826 | $3.12 | $3.12 | 41.1% | 52% |
| 20260825 | $3.60 | $3.60 | 43.3% | 59% |
| 20260824 | $3.25 | $3.25 | 39.0% | 45% |
| 20260821 | $4.38 | $1.52 | 56.4% | 100% |
| 20260820 | $4.45 | $1.25 | 44.8% | 72% |
| 20260819 | $3.42 | $0.62 | 41.2% | 59% |
| 20260818 | $3.75 | $1.70 | 48.8% | 87% |
| 20260817 | $3.52 | $1.35 | 45.6% | 75% |
| 20260814 | $3.33 | $1.80 | 39.9% | 55% |
| 20260813 | $3.65 | $1.73 | 44.2% | 70% |
| 20260812 | $4.45 | $2.38 | 52.6% | 100% |
| 20260811 | $4.05 | $2.88 | 51.0% | 96% |
| 20260810 | $3.95 | $1.60 | 46.8% | 81% |
| 20260807 | — | — | 42.3% | 65% |
| 20260806 | $5.15 | $1.95 | 43.4% | 69% |
| 20260805 | $2.15 | $2.15 | 48.6% | 88% |
| 20260804 | $2.78 | $2.78 | 48.8% | 88% |
| 20260803 | $2.80 | $2.80 | 49.2% | 90% |
| 20260731 | $2.77 | $2.77 | 41.8% | 63% |
| 20260730 | $2.55 | $2.55 | 42.6% | 66% |
More on FIZZ
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.