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
$0.33
7-Day Straddle
$0.30
Avg IV
1.2%
IV Rank
27%
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 |
|---|---|---|---|---|
| 20260812 | $0.33 | $0.30 | 1.2% | 27% |
| 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% |
| 20260629 | $2.55 | $2.55 | 1.5% | 38% |
| 20260626 | $2.08 | $2.08 | 1.7% | 46% |
| 20260625 | $1.45 | $1.45 | 1.2% | 26% |
| 20260624 | $1.93 | $1.93 | 1.5% | 38% |
| 20260623 | $3.40 | $3.40 | 1.7% | 45% |
| 20260622 | $1.85 | $1.85 | 1.3% | 31% |
| 20260618 | $3.67 | $3.45 | 1.4% | 34% |
| 20260617 | $1.12 | $1.15 | 1.2% | 28% |
| 20260616 | $3.58 | $1.07 | 1.2% | 27% |
| 20260615 | $1.40 | $1.15 | 1.1% | 25% |
| 20260613 | $1.48 | $1.12 | 1.2% | 25% |
| 20260612 | $1.48 | $1.12 | 1.1% | 24% |
| 20260611 | $1.43 | $1.07 | 1.2% | 27% |
| 20260610 | $1.48 | $1.02 | 1.0% | 20% |
| 20260609 | $1.45 | $1.10 | 1.0% | 18% |
| 20260608 | $1.45 | $1.95 | 1.0% | 19% |
| 20260605 | $3.50 | $1.00 | 1.1% | 25% |
| 20260604 | $1.45 | $1.48 | 1.1% | 23% |
| 20260603 | $1.45 | $1.12 | 0.9% | 15% |
| 20260602 | $1.15 | $1.15 | 2.5% | 75% |
| 20260601 | $8.32 | $8.32 | 3.0% | 90% |
| 20260529 | $3.12 | $3.12 | 2.5% | 74% |
| 20260528 | $0.95 | $0.95 | 2.5% | 74% |
| 20260527 | $0.90 | $0.90 | 2.5% | 72% |
| 20260526 | $0.97 | $0.97 | 2.9% | 87% |
| 20260522 | $0.78 | $0.78 | 2.7% | 80% |
| 20260521 | $0.72 | $0.72 | 2.3% | 67% |
| 20260520 | $1.35 | $1.35 | 2.0% | 54% |
| 20260519 | $0.75 | $0.75 | 2.5% | 75% |
| 20260518 | $0.80 | $0.80 | 2.4% | 69% |
| 20260515 | $0.80 | $0.50 | 2.0% | 56% |