NERV · Expected Move
Minerva Neurosciences, Inc
The expected move for NERV 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).
NERV straddle price & implied vol
3 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 NERV Expected Move
30-Day Straddle
$2.83
7-Day Straddle
$2.83
30-Day ATM IV
263.7%
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to NERV'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.
NERV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.83 | $2.83 | 263.7% | — |
| 20261022 | $2.90 | $2.90 | 257.4% | — |
| 20261021 | $4.90 | $4.90 | 198.0% | — |
More on NERV
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.