NBR · Expected Move
Nabors Industries Ltd.
The expected move for NBR 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).
NBR 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 NBR Expected Move
30-Day Straddle
$11.05
7-Day Straddle
$11.05
30-Day ATM IV
60.8%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to NBR'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.
NBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.05 | $11.05 | 60.8% | 54% |
| 20261021 | $11.55 | $11.55 | 60.8% | 54% |
| 20261020 | $11.45 | $11.45 | 61.9% | 59% |
| 20261019 | $11.05 | $11.05 | 58.7% | 46% |
| 20261016 | $12.05 | $1.88 | 60.4% | 52% |
| 20261015 | $10.90 | $3.35 | 57.8% | 42% |
| 20261014 | $11.90 | $4.00 | 57.3% | 40% |
| 20261013 | $11.90 | $4.20 | 58.0% | 42% |
| 20261012 | $12.35 | $4.30 | 59.4% | 48% |
| 20261009 | $12.25 | $5.00 | 56.3% | 36% |
| 20261008 | $13.50 | $5.60 | 59.9% | 50% |
| 20261007 | $13.10 | $5.95 | 59.4% | 49% |
| 20261006 | $13.15 | $6.25 | 57.2% | 39% |
| 20261005 | $13.25 | $7.32 | 56.1% | 35% |
| 20261002 | $6.83 | $6.83 | 54.8% | 29% |
| 20261001 | $6.88 | $6.88 | 54.9% | 30% |
| 20260930 | $7.60 | $7.60 | 54.7% | 29% |
| 20260929 | $7.65 | $7.65 | 56.0% | 34% |
| 20260928 | $7.92 | $7.92 | 55.8% | 34% |
| 20260925 | $8.35 | $8.35 | 52.3% | 19% |
| 20260924 | $8.70 | $8.70 | 51.5% | 16% |
| 20260923 | $9.03 | $9.03 | 52.0% | 18% |
| 20260922 | $8.90 | $8.90 | 52.5% | 20% |
| 20260921 | $8.80 | $8.80 | 50.5% | 12% |
| 20260918 | $9.15 | $1.55 | 48.9% | 5% |
| 20260917 | $9.95 | $3.67 | 51.9% | 17% |
| 20260916 | $10.30 | $3.83 | 52.5% | 20% |
| 20260915 | $10.75 | $3.73 | 51.4% | 15% |
| 20260914 | $10.60 | $4.72 | 52.0% | 18% |
| 20260911 | $10.45 | $5.45 | 47.7% | 0% |
| 20260910 | $11.25 | $5.67 | 50.3% | 4% |
| 20260909 | $11.25 | $5.50 | 49.3% | 0% |
| 20260908 | $12.00 | $6.85 | 50.5% | 5% |
| 20260904 | $11.90 | $7.30 | 49.3% | 0% |
| 20260903 | $12.90 | $8.25 | 50.5% | 5% |
| 20260902 | $8.43 | $8.43 | 52.2% | 13% |
| 20260901 | $8.18 | $8.18 | 49.3% | 0% |
| 20260831 | $9.15 | $9.15 | 52.4% | 13% |
| 20260828 | $9.12 | $9.12 | 51.5% | 9% |
| 20260827 | $8.80 | $8.80 | 49.5% | 0% |
| 20260826 | $8.57 | $8.57 | 50.3% | 0% |
| 20260825 | $9.47 | $9.47 | 50.9% | 0% |
| 20260824 | $9.75 | $9.75 | 52.4% | 6% |
| 20260821 | $10.90 | $3.42 | 51.2% | 0% |
| 20260820 | $11.15 | $3.78 | 52.9% | 5% |
| 20260819 | $11.50 | $4.33 | 54.6% | 13% |
| 20260818 | $11.65 | $4.58 | 52.4% | 2% |
| 20260817 | $12.00 | $5.35 | 52.0% | 0% |
| 20260814 | $13.20 | $5.42 | 55.2% | 11% |
| 20260813 | $12.10 | $5.97 | 53.1% | 0% |
| 20260812 | $12.45 | $5.78 | 54.3% | 5% |
| 20260811 | $12.05 | $7.20 | 54.2% | 4% |
| 20260810 | $13.65 | $7.30 | 58.2% | 26% |
| 20260807 | — | — | 56.0% | 14% |
| 20260806 | $12.45 | $7.55 | 57.1% | 20% |
| 20260805 | $8.60 | $8.60 | 58.3% | 26% |
| 20260804 | $9.45 | $9.45 | 61.5% | 43% |
| 20260803 | $9.90 | $9.90 | 62.3% | 48% |
| 20260731 | $10.45 | $10.45 | 61.4% | 43% |
| 20260730 | $9.65 | $9.65 | 58.6% | 28% |
More on NBR
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.