NBIS · Expected Move

Nebius Group N.V. Class A Ordinary Shares

The expected move for NBIS 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).

NBIS straddle price & implied vol

60 sessions

Bars: 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 NBIS Expected Move
30-Day Straddle
$34.95
7-Day Straddle
$18.65
30-Day ATM IV
72.5%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to NBIS'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.
NBIS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261008 $34.95 $18.65 72.5% 1%
20261007 $38.95 $20.75 71.9% 1%
20261006 $43.05 $24.35 74.3% 3%
20261005 $39.65 $14.45 71.0% 0%
20261002 $39.10 $17.83 74.6% 0%
20261001 $39.97 $20.10 76.1% 2%
20260930 $42.80 $22.98 79.7% 5%
20260929 $43.15 $24.62 77.9% 4%
20260928 $41.88 $16.98 77.8% 3%
20260925 $38.58 $19.05 74.6% 0%
20260924 $44.53 $24.12 80.9% 5%
20260923 $40.80 $22.05 78.8% 3%
20260922 $44.30 $25.48 81.3% 5%
20260921 $45.85 $17.27 82.4% 7%
20260918 $38.03 $18.38 77.9% 2%
20260917 $38.17 $19.85 77.4% 1%
20260916 $37.78 $20.73 79.2% 3%
20260915 $38.98 $20.93 80.0% 4%
20260914 $40.62 $15.57 80.4% 5%
20260911 $37.25 $18.07 76.3% 0%
20260910 $42.35 $22.23 82.5% 6%
20260909 $46.17 $25.17 84.6% 8%
20260908 $50.00 $29.83 88.5% 12%
20260904 $40.85 $19.65 82.9% 6%
20260903 $36.48 $18.18 77.8% 0%
20260902 $37.38 $19.25 79.8% 3%
20260901 $35.92 $19.80 77.7% 0%
20260831 $37.17 $14.43 77.4% 0%
20260828 $36.48 $17.27 79.4% 0%
20260827 $42.65 $21.80 86.6% 0%
20260826 $43.17 $24.25 88.4% 1%
20260825 $46.98 $26.60 90.9% 4%
20260824 $45.92 $17.88 92.1% 5%
20260821 $43.40 $21.68 89.9% 2%
20260820 $45.02 $24.32 91.8% 5%
20260819 $46.60 $27.30 90.8% 4%
20260818 $53.83 $31.98 94.2% 8%
20260817 $62.55 $27.23 98.9% 16%
20260814 $59.12 $31.50 97.7% 14%
20260813 $56.08 $31.52 98.6% 15%
20260812 $60.77 $36.05 103.0% 21%
20260811 $47.55 $32.38 106.5% 25%
20260810 $48.73 $24.23 111.9% 32%
20260807 — — 119.9% 41%
20260806 $64.03 $41.52 135.1% 60%
20260805 $66.80 $44.38 134.4% 59%
20260804 $72.90 $50.75 141.5% 68%
20260803 $70.22 $29.68 141.4% 68%
20260731 $58.02 $28.02 138.0% 64%
20260730 $57.20 $30.35 137.2% 63%
20260729 $53.60 $30.75 158.1% 88%
20260728 $61.25 $36.90 157.9% 88%
20260727 $68.18 $26.12 156.5% 86%
20260724 $67.90 $32.20 163.5% 95%
20260723 $78.03 $41.12 158.7% 89%
20260722 $77.90 $45.30 157.5% 88%
20260721 $79.92 $47.33 161.0% 92%
20260720 $71.22 $25.60 168.1% 100%
20260716 $57.60 $29.48 148.0% 99%
20260715 $67.15 $36.55 148.7% 100%

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.