NERD · Expected Move
Roundhill Video Games ETF · ETF
The expected move for NERD 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).
NERD 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 NERD Expected Move
30-Day Straddle
$1.43
7-Day Straddle
$1.05
30-Day ATM IV
26.2%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to NERD'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.
NERD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.43 | $1.05 | 26.2% | 0% |
| 20261008 | $7.00 | $7.00 | 34.4% | 9% |
| 20261007 | $1.60 | $3.00 | 31.4% | 5% |
| 20261006 | $10.00 | $5.00 | 32.4% | 6% |
| 20261005 | $1.62 | $4.90 | 30.1% | 3% |
| 20261002 | $3.20 | $3.20 | 33.2% | 8% |
| 20261001 | $1.23 | $1.23 | 28.3% | 0% |
| 20260930 | $5.00 | $5.00 | 39.3% | 16% |
| 20260929 | $1.20 | $1.20 | 42.0% | 20% |
| 20260928 | $1.25 | $1.25 | 41.8% | 20% |
| 20260925 | $1.25 | $1.25 | 41.9% | 20% |
| 20260924 | $1.27 | $1.27 | 39.9% | 17% |
| 20260923 | $1.33 | $1.33 | 36.0% | 11% |
| 20260922 | $1.23 | $1.23 | 31.3% | 4% |
| 20260921 | $1.30 | $1.30 | 28.7% | 0% |
| 20260918 | $1.32 | $1.07 | 42.4% | 20% |
| 20260917 | $5.00 | $3.12 | 38.3% | 14% |
| 20260916 | $1.35 | $1.07 | 41.6% | 19% |
| 20260915 | $1.32 | $1.12 | 33.5% | 6% |
| 20260914 | $1.33 | $1.07 | 29.8% | 1% |
| 20260911 | $1.40 | $1.18 | 34.5% | 8% |
| 20260910 | $1.40 | $1.15 | 43.2% | 22% |
| 20260909 | $1.40 | $1.12 | 42.7% | 21% |
| 20260908 | $1.48 | $1.18 | 36.3% | 11% |
| 20260904 | $1.45 | $3.20 | 29.5% | 0% |
| 20260903 | $3.40 | $4.25 | — | — |
| 20260902 | $1.30 | $1.30 | 32.1% | 4% |
| 20260901 | $3.35 | $3.35 | 47.3% | 28% |
| 20260831 | $1.32 | $1.32 | 30.4% | 2% |
| 20260828 | $1.25 | $1.25 | 47.9% | 29% |
| 20260827 | $5.00 | $5.00 | 36.1% | 11% |
| 20260826 | $1.40 | $1.40 | 33.4% | 6% |
| 20260825 | $1.35 | $1.35 | 31.0% | 6% |
| 20260824 | $1.48 | $1.48 | 35.4% | 12% |
| 20260821 | $1.32 | $0.88 | 31.2% | 6% |
| 20260820 | $4.80 | $0.95 | 31.1% | 6% |
| 20260819 | $1.42 | $0.88 | 29.8% | 4% |
| 20260818 | $1.42 | $1.18 | 32.6% | 8% |
| 20260817 | $1.40 | $0.93 | 30.4% | 5% |
| 20260814 | $1.45 | $0.82 | 29.3% | 3% |
| 20260813 | $1.43 | $1.15 | 34.2% | 11% |
| 20260812 | $1.45 | $1.20 | 33.5% | 10% |
| 20260811 | $1.60 | $10.00 | 37.4% | 16% |
| 20260810 | $1.85 | $1.48 | 93.9% | 100% |
| 20260806 | $1.88 | $1.48 | 37.8% | 25% |
| 20260805 | $1.50 | $1.50 | 47.4% | 48% |
| 20260804 | $1.55 | $1.55 | 42.4% | 36% |
| 20260803 | $8.40 | $8.40 | 69.8% | 100% |
| 20260731 | $1.60 | $1.60 | 45.4% | 58% |
| 20260730 | $1.62 | $1.62 | 35.1% | 25% |
| 20260729 | $1.62 | $1.62 | 37.6% | 33% |
| 20260728 | $1.67 | $1.67 | 36.2% | 29% |
| 20260727 | $1.65 | $1.65 | 42.3% | 48% |
| 20260724 | $1.80 | $1.80 | — | — |
| 20260723 | $1.73 | $1.73 | 44.8% | 56% |
| 20260722 | $3.42 | $3.42 | 49.1% | 69% |
| 20260721 | $1.93 | $1.93 | 45.4% | 58% |
| 20260720 | $1.73 | $1.73 | 42.5% | 49% |
| 20260716 | $1.80 | $1.20 | 40.6% | 43% |
| 20260715 | $1.75 | $1.25 | 39.5% | 39% |
More on NERD
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.