NDLS · Expected Move
Noodles & Company Class A
The expected move for NDLS 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).
NDLS 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 NDLS Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.25
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to NDLS'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.
NDLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260821 | $2.25 | $2.25 | — | — |
| 20260820 | $2.25 | $2.25 | — | — |
| 20260819 | $2.10 | $2.10 | — | — |
| 20260818 | $2.05 | $2.05 | — | — |
| 20260817 | $2.67 | $2.67 | — | — |
| 20260814 | $2.00 | $2.00 | — | — |
| 20260813 | $2.05 | $2.05 | — | — |
| 20260812 | $2.20 | $2.20 | — | — |
| 20260811 | $2.85 | $2.85 | — | — |
| 20260810 | $1.95 | $1.95 | — | — |
| 20260806 | $1.88 | $1.88 | — | — |
| 20260805 | $1.95 | $1.95 | — | — |
| 20260804 | $1.88 | $1.88 | — | — |
| 20260803 | $1.85 | $1.85 | — | — |
| 20260731 | $2.00 | $2.00 | — | — |
| 20260730 | $1.70 | $1.70 | — | — |
| 20260729 | $2.23 | $2.23 | — | — |
| 20260728 | $2.38 | $2.38 | — | — |
| 20260727 | $2.25 | $2.25 | — | — |
| 20260724 | $8.25 | $8.25 | — | — |
| 20260723 | $2.65 | $2.65 | — | — |
| 20260722 | $2.67 | $2.67 | — | — |
| 20260721 | $2.77 | $2.77 | — | — |
| 20260720 | $2.73 | $2.73 | — | — |
| 20260716 | $2.67 | $2.67 | — | — |
| 20260715 | $2.67 | $2.67 | — | — |
| 20260714 | $2.60 | $2.60 | — | — |
| 20260713 | $2.60 | $2.60 | — | — |
| 20260710 | $2.67 | $2.67 | — | — |
| 20260709 | $2.73 | $2.73 | — | — |
| 20260708 | $2.60 | $2.60 | — | — |
| 20260707 | $2.50 | $2.50 | — | — |
| 20260706 | $2.35 | $2.35 | — | — |
| 20260702 | $2.27 | $2.27 | — | — |
| 20260701 | $2.38 | $2.38 | — | — |
| 20260630 | $2.40 | $2.40 | — | — |
| 20260629 | $2.30 | $2.30 | — | — |
| 20260626 | $3.05 | $3.05 | — | — |
| 20260625 | $2.40 | $2.40 | — | — |
| 20260624 | $2.40 | $2.40 | — | — |
| 20260623 | $4.62 | $4.62 | — | — |
| 20260622 | $2.48 | $2.48 | — | — |
| 20260618 | $4.33 | $4.33 | — | — |
| 20260617 | $2.50 | $2.50 | — | — |
| 20260616 | $2.55 | $2.55 | — | — |
| 20260615 | $3.70 | $3.70 | — | — |
| 20260613 | $2.42 | $2.42 | — | — |
| 20260612 | $2.42 | $2.42 | — | — |
| 20260611 | $2.55 | $2.55 | — | — |
| 20260610 | $2.60 | $2.60 | — | — |
| 20260609 | $2.60 | $2.60 | — | — |
| 20260608 | $2.62 | $2.62 | — | — |
| 20260605 | $3.40 | $3.40 | — | — |
| 20260604 | $2.60 | $2.60 | — | — |
| 20260603 | $2.60 | $2.60 | — | — |
| 20260602 | $2.67 | $2.67 | — | — |
| 20260601 | $2.67 | $2.67 | — | — |
| 20260529 | $2.85 | $2.85 | — | — |
| 20260528 | $3.58 | $3.58 | — | — |
| 20260527 | $2.83 | $2.83 | — | — |
More on NDLS
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.