NHI (National Health Investors)

Expected Move & Straddle Price History

The expected move for NHI 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 NHI Expected Move
30-Day Straddle
$4.53
7-Day Straddle
$3.23
Avg IV
0.5%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to NHI'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.
NHI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $4.53 $3.23 0.5% 29%
20260903 $4.70 $2.82 0.6% 32%
20260902 $3.50 $3.50 0.7% 50%
20260901 $3.32 $3.32 0.6% 39%
20260831 $3.27 $3.27 0.8% 68%
20260828 $3.95 $3.95 0.5% 24%
20260827 $3.77 $3.77 0.5% 19%
20260826 $3.45 $3.45 0.5% 14%
20260825 $3.40 $3.40 0.5% 18%
20260824 $3.30 $3.30 0.6% 34%
20260821 $4.05 $1.48 0.6% 33%
20260820 $4.25 $1.73 0.4% 11%
20260819 $4.05 $1.68 0.4% 11%
20260818 $3.35 $1.80 0.4% 9%
20260817 $5.00 $2.77 0.4% 13%
20260814 $4.80 $2.80 0.5% 18%
20260813 $4.17 $2.88 0.4% 7%
20260812 $4.03 $2.42 0.4% 12%
20260811 $4.58 $1.95 0.4% 0%
20260810 $5.53 $3.60 0.5% 20%
20260806 $5.50 $4.85 0.4% 12%
20260805 $4.83 $4.83 0.5% 29%
20260804 $4.92 $4.92 0.6% 38%
20260803 $5.00 $5.00 0.7% 60%
20260731 $5.75 $5.75 0.6% 36%
20260730 $5.67 $5.67 0.6% 42%
20260729 $4.92 $4.92 0.6% 42%
20260728 $5.15 $5.15 0.7% 57%
20260727 $5.15 $5.15 0.6% 45%
20260724 $4.95 $4.95 0.5% 30%
20260723 $5.32 $5.32 0.4% 12%
20260722 $5.47 $5.47 0.6% 42%
20260721 $5.68 $5.68 0.4% 5%
20260720 $5.10 $5.10 0.5% 14%
20260716 $6.08 $2.43 0.5% 22%
20260715 $5.38 $2.62 0.5% 17%
20260714 $4.62 $2.85 0.4% 0%
20260713 $5.45 $2.85 0.4% 2%
20260710 $6.15 $3.30 0.5% 22%
20260709 $6.58 $3.12 0.5% 24%
20260708 $6.40 $3.38 0.4% 6%
20260707 $6.38 $3.98 0.5% 15%
20260706 $6.83 $4.15 0.5% 23%
20260702 $4.03 $4.03 0.8% 70%
20260701 $4.12 $4.12 0.9% 91%
20260630 $3.90 $3.90 0.8% 81%
20260629 $5.15 $5.15 0.8% 74%
20260626 $4.85 $4.85 0.7% 57%
20260625 $4.18 $4.18 0.7% 60%
20260624 $4.50 $4.50 0.7% 55%
20260623 $5.72 $5.72 0.7% 62%
20260622 $4.50 $4.50 0.7% 56%
20260618 $4.30 $1.53 0.7% 47%
20260617 $4.60 $2.25 0.6% 45%
20260616 $4.47 $2.65 0.6% 43%
20260615 $4.70 $2.12 0.6% 38%
20260613 $5.08 $3.08 0.6% 38%
20260612 $5.00 $3.08 0.6% 36%
20260611 $5.92 $3.65 0.6% 33%
20260610 $5.22 $3.90 0.6% 29%