NDX · Expected Move
Nasdaq 100 · Index
The expected move for NDX 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).
NDX 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 NDX Expected Move
30-Day Straddle
$1791.80
7-Day Straddle
$1037.35
30-Day ATM IV
29.1%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to NDX'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.
NDX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $1791.80 | $1037.35 | 29.1% | 76% |
| 20261105 | $2013.00 | $1292.50 | 33.2% | 100% |
| 20261104 | $1463.30 | $758.25 | 22.6% | 56% |
| 20261103 | $1729.20 | $1024.70 | 27.0% | 95% |
| 20261102 | $1742.40 | $1029.55 | 27.4% | 95% |
| 20261030 | $1612.40 | $946.75 | 24.8% | 67% |
| 20261029 | $0.00 | $0.00 | 20.8% | 35% |
| 20261028 | $1422.80 | $422.25 | 20.9% | 36% |
| 20261027 | $1451.25 | $703.75 | 21.7% | 42% |
| 20261026 | $1535.95 | $757.25 | 23.0% | 52% |
| 20261023 | $1640.75 | $884.60 | 24.6% | 65% |
| 20261022 | $1621.00 | $922.00 | 25.0% | 68% |
| 20261021 | $1436.95 | $709.25 | 21.2% | 38% |
| 20261020 | $1462.00 | $678.15 | 21.8% | 43% |
| 20261019 | $1445.25 | $666.35 | 21.6% | 39% |
| 20261016 | $1502.30 | $759.80 | 22.4% | 46% |
| 20261015 | $1344.90 | $606.90 | 19.9% | 27% |
| 20261014 | $1376.45 | $616.50 | 20.2% | 29% |
| 20261013 | $1285.70 | $525.90 | 18.4% | 16% |
| 20261012 | $1274.15 | $490.55 | 18.2% | 14% |
| 20261009 | $1259.25 | $475.95 | 17.7% | 11% |
| 20261008 | $1333.35 | $554.20 | 19.2% | 22% |
| 20261007 | $1321.05 | $498.15 | 18.6% | 17% |
| 20261006 | $1323.60 | $477.65 | 18.5% | 17% |
| 20261005 | $1335.30 | $496.95 | 18.8% | 19% |
| 20261002 | $1308.00 | $518.55 | 18.4% | 16% |
| 20261001 | $1359.65 | $601.00 | 19.8% | 26% |
| 20260930 | $1371.10 | $613.20 | 19.8% | 26% |
| 20260929 | $1332.50 | $591.40 | 19.3% | 23% |
| 20260928 | $1295.80 | $581.75 | 18.8% | 19% |
| 20260925 | $1237.85 | $572.25 | 17.6% | 10% |
| 20260924 | $1253.50 | $573.85 | 18.2% | 14% |
| 20260923 | $1275.35 | $532.40 | 18.3% | 15% |
| 20260922 | $1228.55 | $495.90 | 17.5% | 9% |
| 20260921 | $1210.25 | $496.25 | 17.4% | 9% |
| 20260918 | $1108.35 | $443.10 | 16.3% | 0% |
| 20260917 | $1121.65 | $478.95 | 17.1% | 4% |
| 20260916 | $1204.45 | $595.70 | 19.0% | 19% |
| 20260915 | $1250.50 | $601.95 | 19.0% | 25% |
| 20260914 | $1230.00 | $570.65 | 18.6% | 22% |
| 20260911 | $1178.10 | $512.60 | 17.4% | 13% |
| 20260910 | $1327.85 | $675.85 | 20.2% | 34% |
| 20260909 | $1289.25 | $603.40 | 19.2% | 26% |
| 20260908 | $1231.70 | $526.10 | 18.3% | 20% |
| 20260904 | $1142.15 | $442.35 | 16.8% | 9% |
| 20260903 | $1130.50 | $428.90 | 17.0% | 11% |
| 20260902 | $1194.75 | $455.45 | 18.0% | 18% |
| 20260901 | $1212.15 | $490.20 | 18.3% | 20% |
| 20260831 | $1114.40 | $463.20 | 16.6% | 8% |
| 20260828 | $1130.15 | $473.25 | 16.7% | 9% |
| 20260827 | $1169.65 | $506.00 | 17.5% | 14% |
| 20260826 | $1259.50 | $569.95 | 18.8% | 24% |
| 20260825 | $1253.90 | $564.50 | 18.8% | 24% |
| 20260824 | $1289.35 | $583.20 | 19.4% | 31% |
| 20260821 | $1269.60 | $554.55 | 18.8% | 27% |
| 20260820 | $1295.70 | $608.00 | 19.9% | 34% |
| 20260819 | $1283.50 | $523.15 | 19.2% | 29% |
| 20260818 | $1317.15 | $525.00 | 19.6% | 33% |
| 20260817 | $1257.00 | $467.00 | 18.4% | 24% |
| 20260814 | $1233.50 | $432.45 | 17.8% | 21% |
More on NDX
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.