NEXA · Expected Move
Nexa Resources S.A. Common Shares
The expected move for NEXA 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).
NEXA 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 NEXA Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.15
30-Day ATM IV
61.5%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to NEXA'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.
NEXA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $1.90 | $1.15 | 61.5% | 17% |
| 20261109 | $1.92 | $1.32 | 60.5% | 14% |
| 20261106 | $2.15 | $1.57 | 67.0% | 35% |
| 20261105 | $2.33 | $1.77 | 75.3% | 62% |
| 20261104 | $1.38 | $1.38 | — | — |
| 20261103 | $1.48 | $1.48 | 71.3% | 49% |
| 20261102 | $1.73 | $1.73 | 64.9% | 28% |
| 20261030 | $1.70 | $1.70 | 63.7% | 24% |
| 20261029 | $1.43 | $1.43 | 61.1% | 16% |
| 20261028 | $1.85 | $1.85 | 68.2% | 39% |
| 20261027 | $1.68 | $1.68 | 65.8% | 31% |
| 20261026 | $1.73 | $1.73 | 68.3% | 39% |
| 20261023 | $1.95 | $1.95 | 70.0% | 45% |
| 20261022 | $1.98 | $1.98 | 67.8% | 37% |
| 20261021 | $1.70 | $1.70 | 62.0% | 19% |
| 20261020 | $1.67 | $1.67 | 59.0% | 9% |
| 20261019 | $1.77 | $1.77 | 59.6% | 11% |
| 20261016 | $1.83 | $0.50 | 59.3% | 10% |
| 20261015 | $1.77 | $0.57 | 57.1% | 3% |
| 20261014 | $1.85 | $0.47 | — | — |
| 20261013 | $1.88 | $0.97 | — | — |
| 20261012 | $2.02 | $0.80 | 57.8% | 5% |
| 20261009 | $2.08 | $0.78 | 61.2% | 16% |
| 20261008 | $2.05 | $0.95 | 60.8% | 15% |
| 20261007 | $2.20 | $1.00 | 63.4% | 23% |
| 20261006 | $2.42 | $0.85 | 67.8% | 37% |
| 20261005 | $2.17 | $0.85 | 60.0% | 12% |
| 20261002 | $1.10 | $1.10 | 57.0% | 3% |
| 20261001 | $1.32 | $1.32 | 67.9% | 38% |
| 20260930 | $1.30 | $1.30 | 65.9% | 31% |
| 20260929 | $1.82 | $1.82 | 72.3% | 52% |
| 20260928 | $1.23 | $1.23 | 63.2% | 23% |
| 20260925 | $1.40 | $1.40 | 61.7% | 18% |
| 20260924 | $1.50 | $1.50 | 61.7% | 18% |
| 20260923 | $1.42 | $1.42 | 56.2% | 0% |
| 20260922 | $2.20 | $2.20 | 65.1% | 25% |
| 20260921 | $1.57 | $1.57 | 60.7% | 10% |
| 20260918 | $1.80 | $0.62 | 62.3% | 15% |
| 20260917 | $1.72 | $0.70 | 57.9% | 0% |
| 20260916 | $1.93 | $0.68 | 70.5% | 43% |
| 20260915 | $1.82 | $0.75 | 62.2% | 14% |
| 20260914 | $1.92 | $0.75 | 65.6% | 26% |
| 20260911 | $2.02 | $1.35 | 78.9% | 71% |
| 20260910 | $2.47 | $1.25 | 69.3% | 38% |
| 20260909 | $2.30 | $1.27 | 63.5% | 19% |
| 20260908 | $2.33 | $1.38 | 63.9% | 20% |
| 20260904 | $2.65 | $1.60 | 61.0% | 10% |
| 20260903 | $2.48 | $1.60 | 58.1% | 0% |
| 20260902 | $1.60 | $1.60 | 62.6% | 10% |
| 20260901 | $1.50 | $1.50 | 62.9% | 11% |
| 20260831 | $1.75 | $1.75 | 59.8% | 0% |
| 20260828 | $1.73 | $1.73 | 60.9% | 0% |
| 20260827 | $1.75 | $1.75 | 61.7% | 0% |
| 20260826 | $2.12 | $2.12 | 67.8% | 15% |
| 20260825 | $2.28 | $2.28 | 74.2% | 42% |
| 20260824 | $2.17 | $2.17 | 67.2% | 6% |
| 20260821 | $2.25 | $0.62 | 66.0% | 3% |
| 20260820 | $2.10 | $0.97 | 64.5% | 0% |
| 20260819 | $2.25 | $0.90 | — | — |
| 20260818 | $2.17 | $1.38 | — | — |
More on NEXA
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.