NE · Expected Move
Noble Corporation plc
The expected move for NE 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).
NE 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 NE Expected Move
30-Day Straddle
$4.40
7-Day Straddle
$1.85
30-Day ATM IV
40.0%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to NE'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.
NE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.40 | $1.85 | 40.0% | 37% |
| 20261015 | $4.58 | $1.30 | — | — |
| 20261014 | $4.50 | $1.58 | 41.3% | 43% |
| 20261013 | $5.28 | $1.65 | 44.5% | 60% |
| 20261012 | $5.38 | $1.65 | 47.0% | 73% |
| 20261009 | $4.92 | $2.02 | 43.1% | 53% |
| 20261008 | $5.00 | $2.38 | 44.1% | 58% |
| 20261007 | $4.80 | $2.73 | 43.3% | 54% |
| 20261006 | $5.47 | $2.17 | 45.4% | 65% |
| 20261005 | $5.22 | $2.62 | 43.9% | 57% |
| 20261002 | $2.75 | $2.75 | 45.0% | 62% |
| 20261001 | $2.73 | $2.73 | 41.9% | 46% |
| 20260930 | $2.75 | $2.75 | 41.7% | 45% |
| 20260929 | $3.10 | $3.10 | 41.5% | 45% |
| 20260928 | $3.77 | $3.77 | 46.9% | 72% |
| 20260925 | $3.20 | $3.20 | 40.7% | 40% |
| 20260924 | $3.98 | $3.98 | 43.8% | 56% |
| 20260923 | $3.75 | $3.75 | 42.4% | 49% |
| 20260922 | $3.67 | $3.67 | 40.0% | 37% |
| 20260921 | $3.65 | $3.65 | 38.5% | 29% |
| 20260918 | $3.85 | $1.07 | 37.4% | 23% |
| 20260917 | $3.93 | $1.12 | 39.3% | 33% |
| 20260916 | $5.03 | $2.60 | 47.7% | 76% |
| 20260915 | $4.38 | $2.38 | 39.2% | 33% |
| 20260914 | $4.00 | $1.80 | — | — |
| 20260911 | $4.53 | $1.70 | 33.8% | 5% |
| 20260910 | $4.33 | $1.88 | 37.2% | 22% |
| 20260909 | $4.25 | $2.10 | 35.9% | 16% |
| 20260908 | $4.75 | $2.55 | 38.9% | 31% |
| 20260904 | $4.62 | $2.60 | 36.8% | 20% |
| 20260903 | $4.70 | $2.45 | — | — |
| 20260902 | $3.35 | $3.35 | 38.5% | 29% |
| 20260901 | $3.10 | $3.10 | 39.4% | 33% |
| 20260831 | $3.52 | $3.52 | 36.1% | 17% |
| 20260828 | $2.60 | $2.60 | 32.9% | 0% |
| 20260827 | $3.75 | $3.75 | 38.5% | 21% |
| 20260826 | $3.30 | $3.30 | 36.2% | 9% |
| 20260825 | $3.62 | $3.62 | 37.6% | 16% |
| 20260824 | $3.55 | $3.55 | 37.3% | 15% |
| 20260821 | $3.88 | $0.90 | 34.7% | 0% |
| 20260820 | $4.17 | $1.90 | 38.4% | 20% |
| 20260819 | $3.97 | $1.65 | 37.7% | 16% |
| 20260818 | $3.70 | $1.15 | 35.1% | 1% |
| 20260817 | $3.97 | $1.40 | 37.4% | 14% |
| 20260814 | $4.17 | $2.35 | 38.0% | 18% |
| 20260813 | $4.80 | $2.80 | — | — |
| 20260812 | $3.85 | $2.40 | 35.2% | 1% |
| 20260811 | $4.60 | $2.58 | 39.6% | 27% |
| 20260810 | $3.93 | $2.62 | 38.9% | 23% |
| 20260807 | — | — | 35.0% | 0% |
| 20260806 | $4.38 | $3.10 | — | — |
| 20260805 | $2.80 | $2.80 | 40.2% | 23% |
| 20260804 | $3.72 | $3.72 | 43.5% | 44% |
| 20260803 | $3.77 | $3.77 | 45.9% | 59% |
| 20260731 | $2.88 | $2.88 | 37.9% | 9% |
| 20260730 | $3.60 | $3.60 | 38.1% | 10% |
| 20260729 | $3.17 | $3.17 | 44.1% | 48% |
| 20260728 | $3.33 | $3.33 | 41.6% | 32% |
| 20260727 | $3.93 | $3.93 | 42.5% | 38% |
| 20260724 | $4.65 | $4.65 | 47.4% | 69% |
More on NE
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.