NCMI · Expected Move
National CineMedia, Inc.
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).
NCMI 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 NCMI Expected Move
30-Day Straddle
$16.60
7-Day Straddle
$16.60
30-Day ATM IV
—
IV Rank
—
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $16.60 | $16.60 | — | — |
| 20261110 | $0.92 | $0.88 | — | — |
| 20261109 | $1.12 | $3.40 | — | — |
| 20261106 | $1.12 | $10.90 | — | — |
| 20261105 | $1.20 | $10.97 | — | — |
| 20261104 | $1.15 | $1.15 | — | — |
| 20261103 | $13.45 | $13.45 | — | — |
| 20261102 | $1.77 | $1.77 | — | — |
| 20261030 | $0.88 | $0.88 | — | — |
| 20261029 | $0.88 | $0.88 | — | — |
| 20261028 | $1.15 | $1.15 | — | — |
| 20261027 | $0.78 | $0.78 | 108.7% | 32% |
| 20261026 | $0.72 | $0.72 | 92.4% | 25% |
| 20261023 | $0.67 | $0.67 | 112.4% | 34% |
| 20261022 | $0.97 | $0.97 | 96.9% | 27% |
| 20261021 | $0.50 | $0.50 | 100.2% | 28% |
| 20261020 | $0.55 | $0.55 | 89.6% | 22% |
| 20261019 | $0.55 | $0.55 | 79.0% | 17% |
| 20261016 | $0.50 | $1.70 | 94.1% | 24% |
| 20261015 | $0.50 | $0.75 | 86.5% | 20% |
| 20261014 | $15.40 | $6.28 | 83.8% | 19% |
| 20261013 | $0.53 | $0.45 | 77.3% | 16% |
| 20261012 | $3.17 | $5.35 | 62.6% | 9% |
| 20261009 | $1.50 | $1.75 | — | — |
| 20261008 | $0.47 | $0.75 | 112.3% | 32% |
| 20261007 | $0.55 | $5.00 | 116.2% | 34% |
| 20261006 | $0.55 | $0.57 | 115.8% | 29% |
| 20261005 | $0.55 | $2.27 | 70.7% | 11% |
| 20261002 | $0.78 | $0.78 | 135.7% | 36% |
| 20261001 | $5.00 | $5.00 | — | — |
| 20260930 | $0.75 | $0.75 | 127.4% | 33% |
| 20260929 | $2.58 | $2.58 | — | — |
| 20260928 | $0.50 | $0.50 | 133.3% | 35% |
| 20260925 | $0.80 | $0.80 | 147.8% | 41% |
| 20260924 | $0.75 | $0.75 | 142.2% | 39% |
| 20260923 | $1.25 | $1.25 | 142.1% | 39% |
| 20260922 | $0.75 | $0.75 | 142.7% | 39% |
| 20260921 | $0.53 | $0.53 | 136.8% | 37% |
| 20260918 | $0.45 | $2.83 | 144.8% | 40% |
| 20260917 | $0.78 | $1.62 | 144.2% | 39% |
| 20260916 | $0.78 | $2.27 | 142.7% | 39% |
| 20260915 | $0.78 | $0.38 | 140.0% | 38% |
| 20260914 | $0.78 | $0.38 | 137.8% | 37% |
| 20260911 | $1.75 | $0.55 | 226.1% | 71% |
| 20260910 | $0.75 | $0.55 | 135.9% | 36% |
| 20260909 | $0.75 | $0.73 | 142.3% | 39% |
| 20260908 | $2.88 | $0.28 | 166.9% | 48% |
| 20260904 | $10.40 | $1.20 | — | — |
| 20260903 | $2.85 | $0.53 | — | — |
| 20260902 | $0.68 | $0.68 | 121.3% | 31% |
| 20260901 | $0.78 | $0.78 | 185.9% | 55% |
| 20260831 | $0.68 | $0.68 | 158.5% | 45% |
| 20260828 | $0.65 | $0.65 | 114.9% | 28% |
| 20260827 | $0.78 | $0.78 | 165.6% | 48% |
| 20260826 | $1.27 | $1.27 | 86.9% | 18% |
| 20260825 | $1.30 | $1.30 | 95.2% | 21% |
| 20260824 | $0.28 | $0.28 | 101.3% | 23% |
| 20260821 | $0.28 | $0.10 | 92.2% | 20% |
| 20260820 | $0.57 | $0.47 | 105.9% | 25% |
| 20260819 | $0.38 | $0.25 | 94.6% | 21% |
More on NCMI
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.