NCNO · Expected Move
nCino, Inc. Common Stock
The expected move for NCNO 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).
NCNO 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 NCNO Expected Move
30-Day Straddle
$2.02
7-Day Straddle
$2.02
30-Day ATM IV
54.6%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to NCNO'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.
NCNO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.02 | $2.02 | 54.6% | 22% |
| 20261001 | $1.68 | $1.68 | 52.1% | 15% |
| 20260930 | $1.50 | $1.50 | 50.8% | 11% |
| 20260929 | $1.73 | $1.73 | 53.6% | 19% |
| 20260928 | $1.95 | $1.95 | 53.2% | 18% |
| 20260925 | $1.82 | $1.82 | 50.5% | 10% |
| 20260924 | $1.73 | $1.73 | 53.1% | 17% |
| 20260923 | $1.97 | $1.97 | 49.9% | 8% |
| 20260922 | $2.03 | $2.03 | 49.2% | 7% |
| 20260921 | $2.82 | $2.82 | 48.7% | 5% |
| 20260918 | $2.50 | $1.30 | 49.4% | 7% |
| 20260917 | $2.55 | $1.12 | 51.5% | 13% |
| 20260916 | $2.65 | $1.23 | 50.6% | 11% |
| 20260915 | $2.75 | $1.20 | 51.4% | 13% |
| 20260914 | $2.60 | $1.02 | 49.0% | 6% |
| 20260911 | $2.85 | $1.70 | 60.6% | 38% |
| 20260910 | $3.10 | $1.62 | 55.8% | 25% |
| 20260909 | $2.98 | $1.45 | 53.2% | 18% |
| 20260908 | $3.12 | $1.75 | 54.8% | 22% |
| 20260904 | $3.17 | $2.00 | 51.8% | 14% |
| 20260903 | $3.42 | $2.02 | 49.7% | 8% |
| 20260902 | $1.85 | $1.85 | 47.9% | 3% |
| 20260901 | $2.05 | $2.05 | 52.9% | 17% |
| 20260831 | $1.93 | $1.93 | 50.7% | 11% |
| 20260828 | $2.05 | $2.05 | 46.8% | 0% |
| 20260827 | $2.35 | $2.35 | 51.0% | 0% |
| 20260826 | $2.42 | $2.42 | 55.9% | 0% |
| 20260825 | $3.20 | $3.20 | 71.8% | 57% |
| 20260824 | $3.40 | $3.40 | 73.1% | 62% |
| 20260821 | $3.40 | $0.80 | 72.8% | 61% |
| 20260820 | $3.10 | $0.68 | 67.8% | 42% |
| 20260819 | $3.53 | $1.23 | 73.5% | 64% |
| 20260818 | $3.28 | $1.15 | 69.9% | 50% |
| 20260817 | $3.60 | $1.18 | 75.1% | 70% |
| 20260814 | $3.52 | $1.42 | 68.9% | 39% |
| 20260813 | $3.75 | $1.42 | 71.3% | 47% |
| 20260812 | $3.68 | $1.75 | 72.0% | 49% |
| 20260811 | $3.40 | $1.70 | 68.5% | 38% |
| 20260810 | $3.78 | $1.83 | 72.8% | 52% |
| 20260807 | — | — | 69.2% | 40% |
| 20260806 | $3.88 | $2.18 | 69.5% | 41% |
| 20260805 | $2.02 | $2.02 | 68.3% | 37% |
| 20260804 | $2.03 | $2.03 | 68.9% | 39% |
| 20260803 | $2.30 | $2.30 | 69.9% | 42% |
| 20260731 | $2.42 | $2.42 | 68.3% | 37% |
| 20260730 | $2.17 | $2.17 | 70.8% | 45% |
| 20260729 | $2.47 | $2.47 | 65.1% | 26% |
| 20260728 | $2.40 | $2.40 | 61.2% | 14% |
| 20260727 | $2.33 | $2.33 | 66.0% | 29% |
| 20260724 | $2.25 | $2.25 | 59.7% | 9% |
| 20260723 | $2.50 | $2.50 | 62.1% | 17% |
| 20260722 | $2.62 | $2.62 | 70.1% | 43% |
| 20260721 | $2.42 | $2.42 | 60.3% | 11% |
| 20260720 | $2.65 | $2.65 | 61.9% | 16% |
| 20260716 | $2.73 | $0.92 | 59.2% | 7% |
| 20260715 | $2.75 | $0.98 | 60.2% | 10% |
| 20260714 | $2.67 | $0.88 | — | — |
| 20260713 | $2.80 | $1.07 | — | — |
| 20260710 | $2.83 | $1.23 | 60.5% | 11% |
| 20260709 | $3.03 | $1.35 | 63.0% | 20% |
More on NCNO
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.