NESR · Expected Move
National Energy Services Reunited Corp. Ordinary Shares
The expected move for NESR 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).
NESR 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 NESR Expected Move
30-Day Straddle
$3.72
7-Day Straddle
$2.12
30-Day ATM IV
70.3%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to NESR'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.
NESR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $3.72 | $2.12 | 70.3% | 54% |
| 20261110 | $3.58 | $2.88 | 73.4% | 61% |
| 20261109 | $3.82 | $2.55 | 75.9% | 66% |
| 20261106 | $4.50 | $3.22 | 88.2% | 94% |
| 20261105 | $4.75 | $3.03 | 91.0% | 100% |
| 20261104 | $3.60 | $3.60 | 83.0% | 99% |
| 20261103 | $2.97 | $2.97 | 71.7% | 69% |
| 20261102 | $3.45 | $3.45 | 80.3% | 92% |
| 20261030 | $3.62 | $3.62 | 76.0% | 80% |
| 20261029 | $4.30 | $4.30 | 83.2% | 100% |
| 20261028 | $3.40 | $3.40 | 78.5% | 94% |
| 20261027 | $3.82 | $3.82 | 80.2% | 99% |
| 20261026 | $2.88 | $2.88 | 70.6% | 71% |
| 20261023 | $3.62 | $3.62 | 80.5% | 100% |
| 20261022 | $3.33 | $3.33 | 77.2% | 100% |
| 20261021 | $3.65 | $3.65 | 71.9% | 86% |
| 20261020 | $3.60 | $3.60 | 72.5% | 88% |
| 20261019 | $3.40 | $3.40 | 74.6% | 95% |
| 20261016 | $3.40 | $1.95 | 69.2% | 77% |
| 20261015 | $3.45 | $1.58 | 71.1% | 83% |
| 20261014 | $3.78 | $1.32 | 76.1% | 100% |
| 20261013 | $3.47 | $2.30 | 66.1% | 81% |
| 20261012 | $3.80 | $2.15 | 63.2% | 69% |
| 20261009 | $4.17 | $1.40 | 66.4% | 82% |
| 20261008 | $4.15 | $2.27 | 65.3% | 78% |
| 20261007 | $4.22 | $2.30 | 63.5% | 70% |
| 20261006 | $4.50 | $1.97 | 64.5% | 74% |
| 20261005 | $4.55 | $2.67 | 63.2% | 69% |
| 20261002 | $2.02 | $2.02 | 59.7% | 55% |
| 20261001 | $2.17 | $2.17 | 57.4% | 46% |
| 20260930 | $2.15 | $2.15 | 52.7% | 28% |
| 20260929 | $3.30 | $3.30 | 59.5% | 55% |
| 20260928 | $3.80 | $3.80 | 61.3% | 62% |
| 20260925 | $3.92 | $3.92 | 56.2% | 42% |
| 20260924 | $3.45 | $3.45 | 55.4% | 38% |
| 20260923 | $3.83 | $3.83 | 53.4% | 31% |
| 20260922 | $3.92 | $3.92 | 52.6% | 27% |
| 20260921 | $3.62 | $3.62 | 51.3% | 22% |
| 20260918 | $4.67 | $2.93 | 53.9% | 33% |
| 20260917 | $4.03 | $2.70 | 49.8% | 16% |
| 20260916 | $4.00 | $1.95 | 53.5% | 31% |
| 20260915 | $4.42 | $2.50 | 56.4% | 42% |
| 20260914 | $4.53 | $2.83 | 52.0% | 25% |
| 20260911 | $4.70 | $1.98 | 53.1% | 29% |
| 20260910 | $4.30 | $2.52 | 51.6% | 24% |
| 20260909 | $4.65 | $2.35 | 52.5% | 27% |
| 20260908 | $4.57 | $2.08 | 51.4% | 23% |
| 20260904 | $5.32 | $2.47 | 54.6% | 35% |
| 20260903 | $4.53 | $2.33 | 47.0% | 5% |
| 20260902 | $3.10 | $3.10 | 50.7% | 19% |
| 20260901 | $3.08 | $3.08 | 52.1% | 24% |
| 20260831 | $3.80 | $3.80 | 58.4% | 47% |
| 20260828 | $3.15 | $3.15 | 50.0% | 16% |
| 20260827 | $3.78 | $3.78 | 54.5% | 30% |
| 20260826 | $3.85 | $3.85 | 54.0% | 28% |
| 20260825 | $4.22 | $4.22 | 55.8% | 35% |
| 20260824 | $3.88 | $3.88 | 53.8% | 28% |
| 20260821 | $4.33 | $2.15 | 55.7% | 34% |
| 20260820 | $3.72 | $2.40 | 49.1% | 12% |
| 20260819 | $4.88 | $1.65 | 60.3% | 39% |
More on NESR
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.