NL · Expected Move
NLI Holdings, Inc.
The expected move for NL 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).
NL 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 NL Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$1.02
30-Day ATM IV
69.9%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to NL'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.
NL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.02 | $1.02 | 69.9% | 22% |
| 20261023 | $1.40 | $1.40 | 82.1% | 36% |
| 20261022 | $1.45 | $1.45 | 80.3% | 34% |
| 20261021 | $1.50 | $1.50 | 80.6% | 34% |
| 20261020 | $1.15 | $1.15 | 64.5% | 16% |
| 20261019 | $1.25 | $1.25 | 71.8% | 24% |
| 20261016 | $1.30 | $1.27 | 70.3% | 23% |
| 20261015 | $1.15 | $1.20 | 55.6% | 6% |
| 20261014 | $1.28 | $1.25 | 62.9% | 14% |
| 20261013 | $1.28 | $1.27 | 67.7% | 18% |
| 20261012 | $1.10 | $1.15 | 49.5% | 0% |
| 20261009 | $1.10 | $1.15 | 65.6% | 8% |
| 20261008 | $1.05 | $1.12 | 61.3% | 5% |
| 20261007 | $1.10 | $1.15 | 66.5% | 9% |
| 20261006 | $1.00 | $1.18 | 60.2% | 4% |
| 20261005 | $1.23 | $1.05 | 67.0% | 10% |
| 20261002 | $1.25 | $1.25 | 62.6% | 6% |
| 20261001 | $1.25 | $1.25 | 69.4% | 12% |
| 20260930 | $1.27 | $1.27 | 88.4% | 28% |
| 20260929 | $1.18 | $1.18 | 69.8% | 12% |
| 20260928 | $1.30 | $1.30 | 78.3% | 19% |
| 20260925 | $1.27 | $1.27 | 113.6% | 50% |
| 20260924 | $1.30 | $1.30 | 73.2% | 15% |
| 20260923 | $1.35 | $1.35 | 81.3% | 22% |
| 20260922 | $1.05 | $1.05 | 81.0% | 22% |
| 20260921 | $1.50 | $1.50 | 90.1% | 29% |
| 20260918 | $1.35 | $1.23 | 85.9% | 26% |
| 20260917 | $1.35 | $1.07 | 82.1% | 23% |
| 20260916 | $1.35 | $0.90 | 100.6% | 39% |
| 20260915 | $1.35 | $1.12 | 75.6% | 17% |
| 20260914 | $1.38 | $1.10 | 81.2% | 22% |
| 20260911 | $1.40 | $1.10 | 70.3% | 12% |
| 20260910 | $1.43 | $1.32 | 84.0% | 24% |
| 20260909 | $1.60 | $1.25 | 86.2% | 26% |
| 20260908 | $1.60 | $1.50 | 84.2% | 24% |
| 20260904 | $1.70 | $1.30 | 77.3% | 18% |
| 20260903 | $1.55 | $1.25 | 62.3% | 5% |
| 20260902 | $1.27 | $1.27 | 82.7% | 23% |
| 20260901 | $1.38 | $1.38 | 60.1% | 4% |
| 20260831 | $1.42 | $1.42 | 57.3% | 1% |
| 20260828 | $1.40 | $1.40 | 72.3% | 14% |
| 20260827 | $1.12 | $1.12 | 66.6% | 9% |
| 20260826 | $1.15 | $1.15 | 76.4% | 18% |
| 20260825 | $1.12 | $1.12 | 73.1% | 15% |
| 20260824 | $1.38 | $1.38 | 67.2% | 10% |
| 20260821 | $1.65 | $1.45 | 63.8% | 7% |
| 20260820 | $1.67 | $1.30 | 58.5% | 2% |
| 20260819 | $1.62 | $1.45 | 56.0% | 0% |
| 20260818 | $1.65 | $1.45 | 61.1% | 4% |
| 20260817 | $1.77 | $1.85 | 71.5% | 13% |
| 20260814 | $1.75 | $1.45 | 84.3% | 24% |
| 20260813 | $1.78 | $1.40 | 80.3% | 21% |
| 20260812 | $1.68 | $1.43 | 86.8% | 26% |
| 20260811 | $1.67 | $1.43 | 80.2% | 20% |
| 20260810 | $1.52 | $1.32 | 94.6% | 33% |
| 20260806 | $1.75 | $1.35 | 88.2% | 27% |
| 20260805 | $0.88 | $0.88 | 76.7% | 17% |
| 20260804 | $0.98 | $0.98 | 86.0% | 26% |
| 20260803 | $1.02 | $1.02 | 81.4% | 22% |
| 20260731 | $0.88 | $0.88 | 89.2% | 28% |
More on NL
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.