NEXN (Nexxen International Ltd. Ordinary Shares)

Expected Move & Straddle Price History

The expected move for NEXN 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).

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.

Current NEXN Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$1.15
Avg IV
1.9%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to NEXN'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.
NEXN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260831 $1.15 $1.15 1.9% 67%
20260828 $1.57 $1.57 1.3% 36%
20260827 $1.40 $1.40 1.0% 22%
20260826 $1.55 $1.55 1.2% 31%
20260825 $1.57 $1.57 1.2% 31%
20260824 $1.58 $1.58 1.7% 56%
20260821 $1.73 $0.98 1.4% 39%
20260820 $1.55 $1.02 1.5% 46%
20260819 $1.65 $1.50 1.5% 47%
20260818 $1.83 $1.57 1.6% 52%
20260817 $1.62 $1.55 1.0% 20%
20260814 $2.12 $1.75 1.3% 37%
20260813 $2.23 $1.68 1.2% 29%
20260812 $2.65 $3.45 2.1% 77%
20260811 $2.53 $1.50 1.3% 36%
20260810 $2.52 $2.83 1.3% 37%
20260806 $2.62 $3.90 1.0% 21%
20260805 $2.75 $2.75 1.9% 67%
20260804 $2.75 $2.75 1.8% 64%
20260803 $2.77 $2.77 1.8% 65%
20260731 $2.85 $2.85 1.7% 57%
20260730 $2.92 $2.92 1.7% 57%
20260729 $2.92 $2.92 1.6% 51%
20260728 $2.95 $2.95 1.6% 51%
20260727 $2.35 $2.35 1.4% 41%
20260724 $2.45 $2.45 1.4% 42%
20260723 $2.48 $2.48 1.3% 39%
20260722 $2.47 $2.47 1.3% 39%
20260721 $2.33 $2.33 1.0% 19%
20260720 $2.42 $2.42 1.0% 21%
20260716 $2.50 $1.07 0.8% 12%
20260715 $2.10 $0.95 0.8% 11%
20260714 $2.12 $1.00 0.8% 9%
20260713 $2.12 $1.00 0.8% 10%
20260710 $2.17 $1.12 0.9% 15%
20260709 $2.20 $1.20 0.8% 10%
20260708 $2.30 $1.35 0.9% 18%
20260707 $2.15 $1.25 0.8% 10%
20260706 $2.27 $1.30 0.9% 13%
20260702 $1.25 $1.25 0.9% 13%
20260701 $1.18 $1.18 1.1% 24%
20260630 $1.15 $1.15 1.5% 43%
20260629 $1.55 $1.55 0.8% 8%
20260626 $1.92 $1.92 1.0% 18%
20260625 $1.85 $1.85 1.0% 22%
20260624 $1.45 $1.45 1.6% 50%
20260623 $1.98 $1.98 0.8% 9%
20260622 $1.90 $1.90 0.9% 14%
20260618 $1.73 $1.00 1.1% 24%
20260617 $1.80 $1.65 1.3% 33%
20260616 $1.57 $1.80 0.9% 13%
20260615 $2.27 $2.27 1.0% 21%
20260613 $1.83 $1.73 1.0% 19%
20260612 $1.83 $1.75 1.0% 20%
20260611 $1.75 $1.33 0.8% 9%
20260610 $1.83 $1.45 0.6% 1%
20260609 $1.73 $1.45 0.7% 4%
20260608 $1.65 $1.35 0.6% 0%
20260605 $1.80 $1.48 1.0% 15%
20260604 $1.75 $1.43 0.7% 0%