NAUT · Expected Move
Nautilus Biotechnolgy, Inc. Common Stock
The expected move for NAUT 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).
NAUT 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 NAUT Expected Move
30-Day Straddle
$0.72
7-Day Straddle
$0.72
30-Day ATM IV
145.7%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to NAUT'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.
NAUT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.72 | $0.72 | 145.7% | 18% |
| 20261023 | $1.12 | $1.12 | 146.5% | 19% |
| 20261022 | $0.70 | $0.70 | 121.5% | 13% |
| 20261021 | $0.80 | $0.80 | 130.6% | 15% |
| 20261020 | $0.82 | $0.82 | 141.1% | 20% |
| 20261019 | $0.85 | $0.85 | 137.5% | 19% |
| 20261016 | $0.77 | $0.15 | 154.5% | 23% |
| 20261015 | $0.73 | $0.28 | 136.1% | 19% |
| 20261014 | $0.70 | $0.28 | 139.4% | 20% |
| 20261013 | $0.70 | $0.25 | 134.6% | 19% |
| 20261012 | $0.68 | $0.30 | 128.5% | 17% |
| 20261009 | $0.73 | $0.40 | 131.8% | 18% |
| 20261008 | $0.82 | $0.38 | 156.5% | 23% |
| 20261007 | $0.68 | $0.40 | 131.6% | 18% |
| 20261006 | $0.97 | $0.72 | — | — |
| 20261005 | $1.08 | $0.70 | — | — |
| 20261002 | $0.75 | $0.75 | — | — |
| 20261001 | $0.85 | $0.85 | — | — |
| 20260930 | $0.88 | $0.88 | — | — |
| 20260929 | $1.20 | $1.20 | — | — |
| 20260928 | $1.42 | $1.42 | — | — |
| 20260925 | $0.88 | $0.88 | — | — |
| 20260924 | $1.45 | $1.45 | — | — |
| 20260923 | $2.05 | $2.05 | — | — |
| 20260922 | $9.03 | $9.03 | — | — |
| 20260921 | $2.12 | $2.12 | — | — |
| 20260918 | $1.95 | $1.55 | — | — |
| 20260917 | $2.40 | $2.05 | — | — |
| 20260916 | $1.60 | $1.60 | — | — |
| 20260915 | $11.53 | $1.55 | — | — |
| 20260914 | $11.53 | $1.50 | — | — |
| 20260911 | $1.55 | $1.50 | — | — |
| 20260910 | $1.50 | $1.85 | — | — |
| 20260909 | $2.00 | $1.10 | — | — |
| 20260908 | $11.22 | $1.75 | — | — |
| 20260904 | $11.57 | $2.08 | — | — |
| 20260903 | $1.90 | $1.88 | — | — |
| 20260902 | $1.92 | $1.92 | — | — |
| 20260901 | $1.62 | $1.62 | — | — |
| 20260831 | $1.68 | $1.68 | — | — |
| 20260828 | $2.00 | $2.00 | — | — |
| 20260827 | $2.12 | $2.12 | — | — |
| 20260826 | $1.62 | $1.62 | — | — |
| 20260825 | $2.20 | $2.20 | — | — |
| 20260824 | $1.65 | $1.65 | — | — |
| 20260821 | $2.45 | $1.15 | — | — |
| 20260820 | $1.68 | $1.65 | — | — |
| 20260819 | $11.68 | $1.65 | — | — |
| 20260818 | $2.00 | $1.65 | — | — |
| 20260817 | $1.62 | $1.60 | — | — |
| 20260814 | $1.62 | $1.62 | — | — |
| 20260813 | $2.45 | $2.10 | — | — |
| 20260812 | $1.98 | $9.12 | — | — |
| 20260811 | $1.68 | $1.65 | — | — |
| 20260810 | $1.38 | $2.50 | — | — |
| 20260806 | $11.53 | $11.57 | — | — |
| 20260805 | $1.53 | $1.53 | — | — |
| 20260804 | $1.77 | $1.77 | — | — |
| 20260803 | $1.47 | $1.47 | — | — |
| 20260731 | $1.72 | $1.72 | — | — |
More on NAUT
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.