NEXN · Expected Move
Nexxen International Ltd. Ordinary Shares
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).
NEXN 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 NEXN Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
101.0%
IV Rank
32%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 101.0% | 32% |
| 20261021 | $0.00 | $0.00 | 186.7% | 100% |
| 20261020 | $1.30 | $1.30 | 79.1% | 20% |
| 20261019 | $1.40 | $1.40 | 166.4% | 94% |
| 20261016 | $2.08 | $1.20 | 68.7% | 11% |
| 20261015 | $2.08 | $1.22 | 69.1% | 11% |
| 20261014 | $2.15 | $1.32 | 69.3% | 11% |
| 20261013 | $1.77 | $1.17 | 66.5% | 9% |
| 20261012 | $1.95 | $1.20 | 70.2% | 12% |
| 20261009 | $1.80 | $1.20 | 70.8% | 13% |
| 20261008 | $2.20 | $1.22 | 78.7% | 19% |
| 20261007 | $2.27 | $1.40 | 79.9% | 20% |
| 20261006 | $1.90 | $1.85 | 78.7% | 19% |
| 20261005 | $2.38 | $1.80 | 73.9% | 15% |
| 20261002 | $1.35 | $1.35 | 65.8% | 8% |
| 20261001 | $1.73 | $1.73 | 76.2% | 17% |
| 20260930 | $1.33 | $1.33 | 72.0% | 14% |
| 20260929 | $1.90 | $1.90 | 70.8% | 12% |
| 20260928 | $2.02 | $2.02 | 69.1% | 11% |
| 20260925 | $2.02 | $2.02 | 67.9% | 10% |
| 20260924 | $2.05 | $2.05 | 68.2% | 10% |
| 20260923 | $2.02 | $2.02 | 70.0% | 12% |
| 20260922 | $2.00 | $2.00 | 72.4% | 16% |
| 20260921 | $1.50 | $1.50 | 73.7% | 17% |
| 20260918 | $1.55 | $1.32 | 66.8% | 11% |
| 20260917 | $1.95 | $1.22 | 63.5% | 8% |
| 20260916 | $1.52 | $1.25 | 66.4% | 11% |
| 20260915 | $1.98 | $0.78 | 82.2% | 24% |
| 20260914 | $1.60 | $1.00 | 67.8% | 12% |
| 20260911 | $2.00 | $1.17 | 80.6% | 22% |
| 20260910 | $1.98 | $1.02 | 80.4% | 22% |
| 20260909 | $1.98 | $1.32 | 78.3% | 21% |
| 20260908 | $1.62 | $1.33 | 68.3% | 12% |
| 20260904 | $1.98 | $1.32 | 74.6% | 17% |
| 20260903 | $1.95 | $1.32 | 75.6% | 18% |
| 20260902 | $1.32 | $1.32 | 73.7% | 17% |
| 20260901 | $1.38 | $1.38 | 78.4% | 21% |
| 20260831 | $1.15 | $1.15 | 70.7% | 14% |
| 20260828 | $1.57 | $1.57 | 76.2% | 19% |
| 20260827 | $1.40 | $1.40 | 71.7% | 15% |
| 20260826 | $1.55 | $1.55 | 75.5% | 18% |
| 20260825 | $1.57 | $1.57 | 74.0% | 17% |
| 20260824 | $1.58 | $1.58 | 74.0% | 17% |
| 20260821 | $1.73 | $0.98 | 74.6% | 17% |
| 20260820 | $1.55 | $1.02 | 76.1% | 19% |
| 20260819 | $1.65 | $1.50 | 72.5% | 16% |
| 20260818 | $1.83 | $1.57 | 78.1% | 20% |
| 20260817 | $1.62 | $1.55 | 67.8% | 12% |
| 20260814 | $2.12 | $1.75 | 89.9% | 30% |
| 20260813 | $2.23 | $1.68 | 88.9% | 29% |
| 20260812 | $2.65 | $3.45 | 110.6% | 47% |
| 20260811 | $2.53 | $1.50 | 100.7% | 39% |
| 20260810 | $2.52 | $2.83 | 110.6% | 47% |
| 20260807 | — | — | 110.5% | 47% |
| 20260806 | $2.62 | $3.90 | 173.9% | 100% |
| 20260805 | $2.75 | $2.75 | 112.8% | 82% |
| 20260804 | $2.75 | $2.75 | 113.5% | 83% |
| 20260803 | $2.77 | $2.77 | 116.8% | 88% |
| 20260731 | $2.85 | $2.85 | 116.2% | 87% |
| 20260730 | $2.92 | $2.92 | 120.3% | 93% |
More on NEXN
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.