NGEN · Expected Move

NervGen Pharma Corp. Common stock

The expected move for NGEN 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).

NGEN 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 NGEN Expected Move
30-Day Straddle
$2.93
7-Day Straddle
$0.85
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to NGEN'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.
NGEN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $2.93 $0.85 — —
20261106 $5.00 $1.18 — —
20261105 $8.20 $13.55 — —
20261104 $1.18 $1.18 — —
20261103 $1.18 $1.18 — —
20261102 $1.10 $1.10 — —
20261030 $1.23 $1.23 — —
20261029 $8.30 $8.30 — —
20261028 $8.47 $8.47 — —
20261027 $1.18 $1.18 — —
20261026 $4.05 $4.05 — —
20261023 $1.30 $1.30 — —
20261022 $1.18 $1.18 — —
20261021 $1.15 $1.15 — —
20261020 $5.90 $5.90 — —
20261019 $1.58 $1.58 — —
20261016 $8.32 $2.48 — —
20261015 $0.93 $1.07 — —
20261014 $8.57 $3.05 — —
20261013 $1.18 $10.00 — —
20261012 $0.75 $0.60 — —
20261009 $0.80 $0.60 — —
20261008 $1.43 $2.98 — —
20261007 $1.23 $3.12 — —
20261006 $1.22 $2.83 — —
20261005 $1.20 $9.95 — —
20261002 $3.02 $3.02 — —
20261001 $2.50 $2.50 — —
20260930 $8.07 $8.07 — —
20260929 $0.95 $0.95 — —
20260928 $2.83 $2.83 — —
20260925 $4.95 $4.95 — —
20260924 $3.12 $3.12 — —
20260923 $0.62 $0.62 116.4% 6%
20260922 $0.60 $0.60 — —
20260921 $0.60 $0.60 — —
20260918 $4.95 $2.95 — —
20260917 $4.95 $2.48 145.2% 11%
20260916 $4.95 $9.95 — —
20260915 $2.78 $2.83 — —
20260914 $2.70 $4.95 — —
20260911 $4.95 $0.50 111.2% 5%
20260910 $2.55 $2.83 — —
20260909 $2.80 $9.95 — —
20260908 $1.15 $2.50 — —
20260904 $2.58 $2.53 — —
20260903 $2.65 $2.88 — —
20260902 $0.80 $0.80 141.1% 10%
20260901 $2.60 $2.60 — —
20260831 $0.60 $0.60 78.4% 0%
20260828 $2.68 $2.68 — —
20260827 $2.60 $2.60 110.1% 5%
20260826 $2.68 $2.68 — —
20260825 $2.65 $2.65 — —
20260824 $0.62 $0.62 127.4% 8%
20260821 $4.95 $4.95 — —
20260820 $2.73 $2.23 — —
20260819 $4.90 $8.50 — —
20260818 $2.60 $8.50 — —
20260817 $2.50 $1.40 — —

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.