NCMI (National CineMedia, Inc.)
Expected Move & Straddle Price History
The expected move for NCMI 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).
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.
Current NCMI Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$0.80
Avg IV
2.2%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to NCMI'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.
NCMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260925 | $0.80 | $0.80 | 2.2% | 70% |
| 20260924 | $0.75 | $0.75 | 1.3% | 31% |
| 20260923 | $1.25 | $1.25 | 1.7% | 48% |
| 20260922 | $0.75 | $0.75 | 1.6% | 43% |
| 20260921 | $0.53 | $0.53 | 1.9% | 58% |
| 20260918 | $0.45 | $2.83 | 1.4% | 37% |
| 20260917 | $0.78 | $1.62 | 1.4% | 37% |
| 20260916 | $0.78 | $2.27 | 1.4% | 36% |
| 20260915 | $0.78 | $0.38 | 1.6% | 44% |
| 20260914 | $0.78 | $0.38 | 1.5% | 40% |
| 20260911 | $1.75 | $0.55 | 1.3% | 32% |
| 20260910 | $0.75 | $0.55 | 1.6% | 42% |
| 20260909 | $0.75 | $0.73 | 1.3% | 30% |
| 20260908 | $2.88 | $0.28 | 1.5% | 38% |
| 20260904 | $10.40 | $1.20 | 1.4% | 37% |
| 20260903 | $2.85 | $0.53 | 1.1% | 23% |
| 20260902 | $0.68 | $0.68 | 2.1% | 63% |
| 20260901 | $0.78 | $0.78 | 2.4% | 77% |
| 20260831 | $0.68 | $0.68 | 2.1% | 64% |
| 20260828 | $0.65 | $0.65 | 1.3% | 33% |
| 20260827 | $0.78 | $0.78 | 1.9% | 57% |
| 20260826 | $1.27 | $1.27 | 1.8% | 51% |
| 20260825 | $1.30 | $1.30 | 1.8% | 52% |
| 20260824 | $0.28 | $0.28 | 1.7% | 47% |
| 20260821 | $0.28 | $0.10 | 1.5% | 41% |
| 20260820 | $0.57 | $0.47 | 1.4% | 35% |
| 20260819 | $0.38 | $0.25 | 1.6% | 44% |
| 20260818 | $0.57 | $0.45 | 1.4% | 34% |
| 20260817 | $0.77 | $0.40 | 1.3% | 32% |
| 20260814 | $0.90 | $0.53 | 1.7% | 47% |
| 20260813 | $0.33 | $0.28 | 2.0% | 60% |
| 20260812 | $0.30 | $0.33 | 1.3% | 32% |
| 20260811 | $8.68 | $1.68 | 1.4% | 37% |
| 20260810 | $1.07 | $1.10 | 1.1% | 24% |
| 20260806 | $1.05 | $1.30 | 1.1% | 27% |
| 20260805 | $1.02 | $1.02 | 1.6% | 47% |
| 20260804 | $1.02 | $1.02 | 1.1% | 26% |
| 20260803 | $1.85 | $1.85 | 1.5% | 42% |
| 20260731 | $2.45 | $2.45 | 1.3% | 35% |
| 20260730 | $1.45 | $1.45 | 0.8% | 12% |
| 20260729 | $1.45 | $1.45 | 1.2% | 30% |
| 20260728 | $1.48 | $1.48 | 1.4% | 37% |
| 20260727 | $2.00 | $2.00 | 1.7% | 52% |
| 20260724 | $1.33 | $1.33 | 1.1% | 24% |
| 20260723 | $1.55 | $1.55 | 1.2% | 29% |
| 20260722 | $1.50 | $1.50 | 1.5% | 41% |
| 20260721 | $8.53 | $8.53 | 1.6% | 45% |
| 20260720 | $1.30 | $1.30 | 1.7% | 49% |
| 20260716 | $1.55 | $1.32 | 1.4% | 38% |
| 20260715 | $1.52 | $8.50 | 1.2% | 29% |
| 20260714 | $1.45 | $3.52 | 1.0% | 19% |
| 20260713 | $1.48 | $1.12 | 1.1% | 25% |
| 20260710 | $3.15 | $1.15 | 0.5% | 4% |
| 20260709 | $8.72 | $2.05 | 1.0% | 19% |
| 20260708 | $11.22 | $1.20 | 0.9% | 16% |
| 20260707 | $1.60 | $1.20 | 0.9% | 14% |
| 20260706 | $1.48 | $1.10 | 0.9% | 17% |
| 20260702 | $11.20 | $11.20 | 1.9% | 51% |
| 20260701 | $11.20 | $11.20 | 1.6% | 41% |
| 20260630 | $3.12 | $3.12 | 1.1% | 24% |