NHI · Expected Move
National Health Investors
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).
NHI 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 NHI Expected Move
30-Day Straddle
$4.67
7-Day Straddle
$4.67
30-Day ATM IV
27.9%
IV Rank
55%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.67 | $4.67 | 27.9% | 55% |
| 20261021 | $4.72 | $4.72 | 32.0% | 84% |
| 20261020 | $4.38 | $4.38 | 27.5% | 53% |
| 20261019 | $4.28 | $4.28 | 28.4% | 59% |
| 20261016 | $4.42 | $1.23 | 26.5% | 45% |
| 20261015 | $4.33 | $2.00 | 25.9% | 41% |
| 20261014 | $4.78 | $1.82 | 28.5% | 59% |
| 20261013 | $4.80 | $2.23 | 26.8% | 48% |
| 20261012 | $4.57 | $2.60 | 26.4% | 45% |
| 20261009 | $4.90 | $2.05 | 28.1% | 57% |
| 20261008 | $4.28 | $2.38 | 24.9% | 34% |
| 20261007 | $5.00 | $2.77 | 29.6% | 67% |
| 20261006 | $4.42 | $3.08 | 26.0% | 42% |
| 20261005 | $5.10 | $3.03 | 28.9% | 62% |
| 20261002 | $2.73 | $2.73 | 25.6% | 39% |
| 20261001 | $3.15 | $3.15 | 27.9% | 55% |
| 20260930 | $2.60 | $2.60 | 26.0% | 42% |
| 20260929 | $3.42 | $3.42 | 28.9% | 62% |
| 20260928 | $3.77 | $3.77 | 28.2% | 57% |
| 20260925 | $3.67 | $3.67 | 27.4% | 52% |
| 20260924 | $3.75 | $3.75 | 24.7% | 32% |
| 20260923 | $4.50 | $4.50 | 25.9% | 41% |
| 20260922 | $3.33 | $3.33 | 22.2% | 15% |
| 20260921 | $3.70 | $3.70 | 25.0% | 35% |
| 20260918 | $4.45 | $3.40 | 25.5% | 38% |
| 20260917 | $3.07 | $0.95 | 20.1% | 0% |
| 20260916 | $5.00 | $3.05 | 30.7% | 75% |
| 20260915 | $4.55 | $2.23 | 28.0% | 55% |
| 20260914 | $4.20 | $2.17 | 25.2% | 35% |
| 20260911 | $4.28 | $2.45 | 25.2% | 35% |
| 20260910 | $4.97 | $2.83 | 28.6% | 59% |
| 20260909 | $4.97 | $2.20 | 27.7% | 53% |
| 20260908 | $3.85 | $2.92 | 22.2% | 14% |
| 20260904 | $4.53 | $3.23 | 24.3% | 29% |
| 20260903 | $4.70 | $2.82 | 23.0% | 19% |
| 20260902 | $3.50 | $3.50 | 25.3% | 36% |
| 20260901 | $3.32 | $3.32 | 22.7% | 17% |
| 20260831 | $3.27 | $3.27 | 33.2% | 92% |
| 20260828 | $3.95 | $3.95 | 24.5% | 30% |
| 20260827 | $3.77 | $3.77 | 22.3% | 15% |
| 20260826 | $3.45 | $3.45 | 22.8% | 22% |
| 20260825 | $3.40 | $3.40 | 21.7% | 14% |
| 20260824 | $3.30 | $3.30 | 22.4% | 19% |
| 20260821 | $4.05 | $1.48 | 23.7% | 28% |
| 20260820 | $4.25 | $1.73 | 24.7% | 34% |
| 20260819 | $4.05 | $1.68 | 22.9% | 22% |
| 20260818 | $3.35 | $1.80 | 20.3% | 4% |
| 20260817 | $5.00 | $2.77 | 26.1% | 44% |
| 20260814 | $4.80 | $2.80 | 24.5% | 33% |
| 20260813 | $4.17 | $2.88 | 23.6% | 27% |
| 20260812 | $4.03 | $2.42 | 22.3% | 18% |
| 20260811 | $4.58 | $1.95 | 25.2% | 38% |
| 20260810 | $5.53 | $3.60 | 29.5% | 67% |
| 20260807 | — | — | 31.0% | 78% |
| 20260806 | $5.50 | $4.85 | 30.1% | 71% |
| 20260805 | $4.83 | $4.83 | 31.3% | 80% |
| 20260804 | $4.92 | $4.92 | 32.5% | 88% |
| 20260803 | $5.00 | $5.00 | 31.2% | 79% |
| 20260731 | $5.75 | $5.75 | 32.3% | 87% |
| 20260730 | $5.67 | $5.67 | 34.3% | 100% |
More on NHI
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.