MNA · Expected Move
NYLIM Merger Arbitrage ETF · ETF
The expected move for MNA 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).
MNA 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 MNA Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
39.5%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to MNA'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.
MNA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 39.5% | 95% |
| 20261020 | $0.00 | $0.00 | 41.0% | 100% |
| 20261019 | $0.00 | $0.00 | 36.6% | 100% |
| 20261016 | $2.70 | $3.78 | 35.5% | 100% |
| 20261015 | $2.77 | $2.55 | 35.6% | 100% |
| 20261014 | $2.78 | $2.55 | 34.0% | 98% |
| 20261013 | $2.80 | $2.52 | 33.9% | 98% |
| 20261012 | $2.83 | $2.52 | 34.5% | 100% |
| 20261009 | $2.92 | $2.58 | 33.1% | 100% |
| 20261008 | $2.88 | $2.55 | 32.2% | 100% |
| 20261007 | $2.95 | $2.55 | 31.2% | 98% |
| 20261006 | $2.95 | $2.55 | 31.7% | 100% |
| 20261005 | $2.95 | $2.53 | 31.7% | 100% |
| 20261002 | $2.58 | $2.58 | 30.9% | 100% |
| 20261001 | $2.53 | $2.53 | 29.4% | 94% |
| 20260930 | $2.60 | $2.60 | 30.8% | 100% |
| 20260929 | $2.60 | $2.60 | 27.5% | 92% |
| 20260928 | $2.58 | $2.58 | 28.0% | 94% |
| 20260925 | $2.52 | $2.52 | 29.2% | 100% |
| 20260924 | $2.38 | $2.38 | 25.2% | 91% |
| 20260923 | $2.35 | $2.35 | 26.1% | 95% |
| 20260922 | $2.60 | $2.60 | 27.0% | 100% |
| 20260921 | $2.30 | $2.30 | 26.4% | 100% |
| 20260918 | $2.38 | $3.65 | 17.3% | 60% |
| 20260917 | $2.33 | $2.33 | 24.1% | 100% |
| 20260916 | $2.35 | $2.30 | 17.2% | 62% |
| 20260915 | $2.38 | $2.30 | 22.2% | 92% |
| 20260914 | $2.40 | $2.33 | 15.4% | 50% |
| 20260911 | $2.45 | $2.27 | 21.3% | 87% |
| 20260910 | $2.47 | $2.33 | 19.2% | 74% |
| 20260909 | $2.47 | $2.35 | 21.1% | 86% |
| 20260908 | $2.50 | $2.35 | 19.5% | 76% |
| 20260904 | $2.58 | $2.35 | 19.7% | 77% |
| 20260903 | $2.60 | $2.35 | 21.1% | 85% |
| 20260902 | $2.35 | $2.35 | 22.0% | 91% |
| 20260901 | $2.30 | $2.30 | 19.2% | 66% |
| 20260831 | $2.40 | $2.40 | 22.5% | 85% |
| 20260828 | $2.33 | $2.33 | 23.4% | 90% |
| 20260827 | $2.22 | $2.22 | 22.4% | 84% |
| 20260826 | $2.22 | $2.22 | 20.9% | 76% |
| 20260825 | $2.25 | $2.25 | 22.9% | 87% |
| 20260824 | $2.25 | $2.25 | 21.6% | 80% |
| 20260821 | $2.28 | $3.17 | 22.2% | 83% |
| 20260820 | $2.28 | $2.25 | 21.8% | 81% |
| 20260819 | $2.30 | $2.28 | 21.6% | 80% |
| 20260818 | $2.30 | $2.25 | 21.7% | 80% |
| 20260817 | $2.33 | $2.25 | 21.2% | 78% |
| 20260814 | $2.35 | $2.25 | 20.5% | 73% |
| 20260813 | $2.40 | $2.25 | 20.4% | 73% |
| 20260812 | $2.33 | $2.20 | 19.5% | 68% |
| 20260811 | $1.55 | $1.45 | 19.3% | 67% |
| 20260810 | $1.68 | $1.48 | 20.0% | 71% |
| 20260807 | — | — | 18.8% | 64% |
| 20260806 | $1.75 | $1.55 | 18.8% | 53% |
| 20260805 | $1.55 | $1.55 | 17.9% | 49% |
| 20260804 | $1.57 | $1.57 | 18.1% | 50% |
| 20260803 | $1.60 | $1.60 | 17.0% | 45% |
| 20260731 | $1.62 | $1.62 | 16.2% | 42% |
| 20260730 | $1.48 | $1.48 | 12.2% | 24% |
| 20260729 | $1.45 | $1.45 | 13.1% | 30% |
More on MNA
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.