NFLW · Expected Move

Roundhill NFLX WeeklyPay ETF · ETF

The expected move for NFLW 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).

NFLW straddle price & implied vol

60 sessions

Bars: 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 NFLW Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$0.88
30-Day ATM IV
46.8%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to NFLW'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.
NFLW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.85 $0.88 46.8% 26%
20261008 $2.23 $1.05 56.1% 43%
20261007 $1.90 $0.93 46.1% 24%
20261006 $6.45 $0.78 43.4% 19%
20261005 $2.10 $1.10 47.7% 27%
20261002 $1.12 $1.12 42.0% 16%
20261001 $0.97 $0.97 37.2% 7%
20260930 $1.05 $1.05 46.2% 24%
20260929 $1.18 $1.18 45.9% 24%
20260928 $1.05 $1.05 45.7% 23%
20260925 $1.32 $1.32 46.3% 25%
20260924 $1.32 $1.32 51.1% 34%
20260923 $1.32 $1.32 48.2% 28%
20260922 $1.38 $1.38 50.9% 33%
20260921 $1.23 $1.23 44.5% 21%
20260918 $1.62 $10.00 51.5% 35%
20260917 $1.57 $0.80 44.5% 21%
20260916 $1.48 $0.88 38.0% 9%
20260915 $1.92 $0.82 33.4% 0%
20260914 $1.62 $0.95 36.9% 0%
20260911 $1.60 $0.93 54.1% 33%
20260910 $1.80 $0.95 46.9% 17%
20260909 $1.75 $1.02 45.7% 15%
20260908 $1.88 $1.05 46.4% 16%
20260904 $2.20 $1.23 41.2% 5%
20260903 $2.05 $1.12 52.9% 30%
20260902 $1.30 $1.30 58.6% 42%
20260901 $1.43 $1.43 48.1% 20%
20260831 $1.38 $1.38 47.6% 19%
20260828 $1.40 $1.40 59.7% 44%
20260827 $1.30 $1.30 47.6% 19%
20260826 $1.50 $1.50 59.2% 42%
20260825 $1.50 $1.50 53.6% 30%
20260824 $1.75 $1.75 48.7% 20%
20260821 $1.73 $5.25 49.1% 21%
20260820 $1.70 $0.45 57.4% 38%
20260819 $1.85 $0.65 38.8% 0%
20260818 $1.55 $0.62 69.0% 58%
20260817 $1.67 $0.85 59.2% 36%
20260814 $1.70 $1.00 63.5% 46%
20260813 $1.75 $0.95 76.0% 74%
20260812 $1.60 $0.98 51.0% 18%
20260811 $1.70 $1.15 50.5% 16%
20260810 $2.55 $1.83 85.3% 95%
20260807 — — 80.1% 83%
20260806 $2.53 $1.93 82.0% 88%
20260805 $1.90 $1.90 84.8% 94%
20260804 $1.97 $1.97 85.4% 95%
20260803 $1.95 $1.95 85.6% 96%
20260731 $2.05 $2.05 78.5% 80%
20260730 $1.95 $1.95 83.3% 91%
20260729 $2.02 $2.02 79.4% 82%
20260728 $2.05 $2.05 82.0% 88%
20260727 $2.15 $2.15 74.6% 71%
20260724 $2.23 $2.23 61.9% 42%
20260723 $2.10 $2.10 66.6% 53%
20260722 $2.10 $2.10 66.9% 54%
20260721 $2.12 $2.12 66.7% 53%
20260720 $2.27 $2.27 70.0% 61%
20260716 $2.65 $10.00 45.5% 5%

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.