NFLY · Expected Move
YieldMax NFLX Option Income Strategy ETF · ETF
The expected move for NFLY 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).
NFLY 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 NFLY Expected Move
30-Day Straddle
$0.85
7-Day Straddle
$0.85
30-Day ATM IV
62.6%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to NFLY'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.
NFLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $0.85 | $0.85 | 62.6% | 60% |
| 20260227 | $1.10 | $1.10 | 89.7% | 100% |
| 20260226 | $0.98 | $0.98 | 47.3% | 54% |
| 20260225 | $1.18 | $1.18 | 43.6% | 46% |
| 20260224 | $1.70 | $1.70 | 61.4% | 83% |
| 20260223 | $1.02 | $1.02 | 50.9% | 61% |
| 20260221 | $1.52 | $1.52 | — | — |
| 20260220 | $1.52 | $0.65 | 61.9% | 85% |
| 20260219 | $1.70 | $1.12 | 69.2% | 100% |
| 20260218 | $1.18 | $1.12 | 44.2% | 49% |
| 20260217 | $1.18 | $0.88 | 54.0% | 70% |
| 20260213 | $1.27 | $0.75 | 45.9% | 52% |
| 20260212 | $1.40 | $1.02 | 53.3% | 69% |
| 20260211 | $1.05 | $0.77 | 45.5% | 52% |
| 20260210 | $1.10 | $1.12 | 47.1% | 55% |
| 20260209 | $1.23 | $0.75 | 46.6% | 54% |
| 20260206 | $1.40 | $1.38 | 51.5% | 65% |
| 20260205 | $1.20 | $1.05 | 49.7% | 61% |
| 20260204 | $0.73 | $0.73 | 30.6% | 19% |
| 20260203 | $0.88 | $0.88 | 41.1% | 42% |
| 20260202 | $1.07 | $1.07 | 45.3% | 51% |
| 20260130 | $1.10 | $1.10 | 43.7% | 48% |
| 20260129 | $1.20 | $1.20 | 45.1% | 51% |
| 20260128 | $1.45 | $1.45 | 40.2% | 40% |
| 20260127 | $0.88 | $0.88 | 49.3% | 60% |
| 20260126 | $1.10 | $1.10 | 29.6% | 16% |
| 20260123 | $1.40 | $1.40 | 32.5% | 23% |
| 20260122 | $5.45 | $5.45 | 29.3% | 16% |
| 20260121 | $1.18 | $1.18 | 41.0% | 41% |
| 20260120 | $1.07 | $1.07 | 35.4% | 29% |
| 20260116 | $1.77 | $5.65 | 45.6% | 52% |
| 20260115 | $1.30 | $5.65 | 38.4% | 36% |
| 20260114 | $1.27 | $5.50 | 39.6% | 39% |
| 20260113 | $1.60 | $0.60 | 33.6% | 25% |
| 20260112 | $1.80 | $1.05 | 61.1% | 86% |
| 20260109 | $5.90 | $1.00 | 67.4% | 100% |
| 20260108 | $1.38 | $1.18 | 55.8% | 84% |
| 20260107 | $1.55 | $0.67 | 53.5% | 79% |
| 20260106 | $1.98 | $0.75 | 58.1% | 69% |
| 20260105 | $1.90 | $0.53 | 52.9% | 59% |
| 20260102 | $0.72 | $0.72 | 51.2% | 56% |
| 20251231 | $5.65 | $5.65 | 59.1% | 71% |
| 20251230 | $5.38 | $5.38 | 59.5% | 72% |
| 20251229 | $5.45 | $5.45 | 59.8% | 72% |
| 20251226 | $0.82 | $0.82 | 44.0% | 44% |
| 20251224 | $0.72 | $0.72 | 43.4% | 43% |
| 20251223 | $0.57 | $0.57 | 39.2% | 36% |
| 20251222 | $1.05 | $1.05 | 49.2% | 53% |
| 20251219 | $1.57 | $1.10 | 46.6% | 49% |
| 20251218 | $5.75 | $1.10 | 48.5% | 52% |
| 20251217 | $1.23 | $1.15 | 46.0% | 48% |
| 20251216 | $1.60 | $1.23 | 55.1% | 64% |
| 20251215 | $1.60 | $1.20 | 54.6% | 63% |
| 20251212 | $1.65 | $1.15 | 52.6% | 59% |
| 20251211 | $1.45 | $0.93 | 46.1% | 48% |
| 20251210 | $1.20 | $0.88 | 42.4% | 41% |
| 20251209 | $1.43 | $1.00 | 62.2% | 76% |
| 20251208 | $1.65 | $1.05 | 50.7% | 56% |
| 20251205 | $1.20 | $0.95 | 29.2% | 18% |
| 20251204 | $1.35 | $0.68 | 32.3% | 24% |
More on NFLY
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.