NIQ · Expected Move

NIQ Global Intelligence plc

The expected move for NIQ 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).

NIQ 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 NIQ Expected Move
30-Day Straddle
$3.62
7-Day Straddle
$2.80
30-Day ATM IV
64.0%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to NIQ'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.
NIQ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.62 $2.80 64.0% 40%
20261106 $3.80 $1.85 67.3% 45%
20261105 $3.33 $2.53 65.7% 43%
20261104 $2.55 $2.55 62.7% 38%
20261103 $2.53 $2.53 77.9% 62%
20261102 $2.42 $2.42 62.1% 37%
20261030 $2.47 $2.47 60.6% 35%
20261029 $2.60 $2.60 61.8% 37%
20261028 $2.83 $2.83 63.1% 39%
20261027 $2.50 $2.50 61.1% 36%
20261026 $2.52 $2.52 59.5% 33%
20261023 $3.20 $3.20 70.9% 51%
20261022 $3.00 $3.00 66.0% 43%
20261021 $2.75 $2.75 63.4% 39%
20261020 $2.72 $2.72 59.3% 33%
20261019 $3.10 $3.10 69.5% 49%
20261016 $2.75 $1.38 52.4% 22%
20261015 $2.92 $1.12 60.2% 34%
20261014 $3.22 $1.50 68.7% 48%
20261013 $2.67 $1.43 56.7% 29%
20261012 $2.73 $1.30 56.3% 28%
20261009 $2.80 $1.18 55.6% 27%
20261008 $2.40 $1.10 52.9% 23%
20261007 $2.65 $1.00 55.9% 28%
20261006 $2.72 $1.20 55.9% 28%
20261005 $2.80 $1.23 56.1% 28%
20261002 $1.47 $1.47 56.5% 29%
20261001 $1.30 $1.30 60.8% 35%
20260930 $1.30 $1.30 54.3% 25%
20260929 $1.25 $1.25 53.1% 17%
20260928 $1.50 $1.50 53.8% 18%
20260925 $1.60 $1.60 48.8% 12%
20260924 $1.65 $1.65 49.7% 13%
20260923 $1.50 $1.50 52.7% 17%
20260922 $1.75 $1.75 47.6% 11%
20260921 $1.98 $1.98 51.0% 15%
20260918 $1.93 $0.65 46.2% 9%
20260917 $1.93 $0.62 46.9% 10%
20260916 $1.55 $0.80 40.4% 3%
20260915 $2.35 $1.38 47.8% 11%
20260914 $2.73 $1.35 50.3% 14%
20260911 $2.02 $1.00 46.6% 10%
20260910 $1.98 $1.20 46.3% 9%
20260909 $2.15 $1.18 45.7% 9%
20260908 $2.15 $1.45 47.4% 11%
20260904 $2.52 $1.65 47.5% 11%
20260903 $2.42 $1.70 43.6% 6%
20260902 $1.68 $1.68 45.5% 8%
20260901 $1.70 $1.70 44.5% 7%
20260831 $1.70 $1.70 46.1% 9%
20260828 $1.80 $1.80 44.9% 8%
20260827 $1.77 $1.77 45.0% 8%
20260826 $2.23 $2.23 43.3% 6%
20260825 $2.27 $2.27 51.2% 15%
20260824 $1.98 $1.98 44.2% 7%
20260821 $1.73 $1.80 39.2% 1%
20260820 $1.92 $0.90 44.7% 7%
20260819 $2.03 $0.97 46.1% 9%
20260818 $1.62 $0.57 40.6% 3%
20260817 $1.62 $0.68 40.6% 3%

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.