NLOP · Expected Move

Net Lease Office Properties

The expected move for NLOP 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).

NLOP 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 NLOP Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$1.35
30-Day ATM IV
64.9%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to NLOP'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.
NLOP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261111 $0.95 $1.35 64.9% 28%
20261110 $2.20 $1.62 49.6% 12%
20261109 $1.68 $1.07 48.5% 11%
20261106 $1.00 $1.55 56.3% 19%
20261105 $1.00 $2.10 92.0% 56%
20261104 $3.25 $3.25 107.5% 72%
20261103 $11.10 $11.10 111.5% 77%
20261102 $2.10 $2.10 65.4% 28%
20261030 $1.25 $1.25 133.8% 100%
20261029 $0.88 $0.88 123.5% 100%
20261028 $3.48 $3.48 — —
20261027 $1.23 $1.23 58.4% 26%
20261026 $1.12 $1.12 49.9% 15%
20261023 $1.52 $1.52 59.9% 28%
20261022 $1.00 $1.00 38.8% 1%
20261021 $1.20 $1.20 51.4% 17%
20261020 $1.23 $1.23 49.3% 14%
20261019 $0.95 $0.95 52.0% 18%
20261016 $0.90 $0.75 50.3% 16%
20261015 $1.05 $0.60 46.0% 10%
20261014 $1.43 $0.80 — —
20261013 $1.05 $1.00 60.4% 29%
20261012 $1.17 $1.75 — —
20261009 $1.32 $1.07 90.6% 69%
20261008 $1.35 $10.50 — —
20261007 $1.35 $1.93 73.0% 46%
20261006 $1.15 $0.90 59.1% 27%
20261005 $1.45 $0.55 54.7% 21%
20261002 $0.72 $0.72 63.0% 32%
20261001 $0.70 $0.70 65.6% 36%
20260930 $3.17 $3.17 47.1% 12%
20260929 $2.50 $2.50 88.8% 66%
20260928 $1.27 $1.27 43.8% 7%
20260925 $11.03 $11.03 114.2% 100%
20260924 $1.25 $1.25 96.3% 73%
20260923 $1.77 $1.77 94.2% 70%
20260922 $1.40 $1.40 56.4% 23%
20260921 $1.38 $1.38 97.1% 74%
20260918 $1.45 $0.90 98.6% 76%
20260917 $2.45 $0.73 49.6% 14%
20260916 $2.05 $1.25 51.8% 17%
20260915 $1.20 $1.38 49.0% 13%
20260914 $1.23 $1.32 45.6% 9%
20260911 $1.10 $1.38 84.9% 59%
20260910 $1.10 $3.00 84.7% 58%
20260909 $1.97 $1.70 47.4% 11%
20260908 $0.97 $3.20 42.0% 5%
20260904 $1.07 $1.48 62.3% 30%
20260903 $1.00 $1.55 68.2% 38%
20260902 $1.60 $1.60 70.9% 41%
20260901 $1.75 $1.75 81.1% 54%
20260831 $1.27 $1.27 113.9% 95%
20260828 $1.35 $1.35 83.5% 57%
20260827 $1.10 $1.10 82.1% 57%
20260826 $1.45 $1.45 60.3% 30%
20260825 $1.82 $1.82 — —
20260824 $6.08 $6.08 53.5% 22%
20260821 $1.20 $1.40 51.6% 20%
20260820 $1.30 $2.17 52.4% 21%
20260819 $1.40 $1.00 101.0% 80%

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.