NMG · Expected Move
Nouveau Monde Graphite Inc.
The expected move for NMG 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).
NMG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current NMG Expected Move
30-Day Straddle
$2.42
7-Day Straddle
$2.42
Avg IV
5.4%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NMG'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.
NMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.42 | $2.42 | 5.4% | 100% |
| 20261001 | $2.20 | $2.20 | 0.0% | 0% |
| 20260930 | $2.25 | $2.25 | 161.0% | 34% |
| 20260929 | $1.40 | $1.40 | 0.0% | 0% |
| 20260928 | $1.48 | $1.48 | 0.0% | 0% |
| 20260925 | $1.43 | $1.43 | 3.9% | 82% |
| 20260924 | $3.65 | $3.65 | 106.7% | 23% |
| 20260923 | $1.25 | $1.25 | 0.2% | 0% |
| 20260922 | $1.43 | $1.43 | 247.0% | 46% |
| 20260921 | $2.00 | $2.00 | 145.8% | 22% |
| 20260918 | $2.02 | $2.00 | 169.8% | 27% |
| 20260917 | $1.55 | $1.67 | 251.7% | 47% |
| 20260916 | $1.48 | $1.77 | 140.9% | 20% |
| 20260915 | $1.20 | $1.67 | 230.8% | 42% |
| 20260914 | $2.05 | $1.07 | 221.1% | 40% |
| 20260911 | $3.10 | $2.00 | 171.2% | 36% |
| 20260910 | $2.35 | $1.20 | 253.8% | 54% |
| 20260909 | $3.08 | $1.68 | 0.0% | 0% |
| 20260908 | $3.08 | $1.88 | 104.2% | 22% |
| 20260904 | $3.12 | $1.02 | 55.6% | 12% |
| 20260903 | $1.52 | $8.62 | 131.0% | 28% |
| 20260902 | $1.93 | $1.93 | 3.9% | 82% |
| 20260901 | $1.95 | $1.95 | 0.0% | 0% |
| 20260831 | $1.95 | $1.95 | 199.7% | 42% |
| 20260828 | $1.70 | $1.70 | 0.0% | 0% |
| 20260827 | $1.05 | $1.05 | 257.9% | 54% |
| 20260826 | $2.92 | $2.92 | 0.0% | 0% |
| 20260825 | $1.10 | $1.10 | 205.2% | 43% |
| 20260824 | $3.00 | $3.00 | 0.0% | 0% |
| 20260821 | $2.83 | $1.02 | 3.7% | 78% |
| 20260820 | $3.65 | $1.10 | 157.2% | 33% |
| 20260819 | $2.40 | $1.17 | 231.7% | 49% |
| 20260818 | $2.97 | $1.15 | 0.0% | 0% |
| 20260817 | $2.45 | $1.05 | 202.7% | 34% |
| 20260814 | $3.27 | $1.52 | 283.3% | 54% |
| 20260813 | $3.02 | $1.67 | 139.6% | 19% |
| 20260812 | $1.15 | $2.38 | 137.5% | 18% |
| 20260811 | $1.18 | $1.10 | 109.8% | 11% |
| 20260810 | $1.45 | $1.15 | 3.1% | 60% |
| 20260806 | $3.12 | $3.40 | 193.5% | 32% |
| 20260805 | $2.00 | $2.00 | 4.7% | 99% |
| 20260804 | $3.30 | $3.30 | 4.7% | 100% |
| 20260803 | $2.15 | $2.15 | 4.2% | 97% |
| 20260731 | $2.53 | $2.53 | 3.4% | 74% |
| 20260730 | $1.30 | $1.30 | 3.6% | 80% |
| 20260729 | $3.83 | $3.83 | 4.3% | 99% |
| 20260728 | $2.02 | $2.02 | 4.4% | 100% |
| 20260727 | $8.70 | $8.70 | 4.1% | 93% |
| 20260724 | $9.18 | $9.18 | 4.1% | 95% |
| 20260723 | $1.35 | $1.35 | 3.5% | 78% |
| 20260722 | $11.18 | $11.18 | 3.3% | 73% |
| 20260721 | $2.58 | $2.58 | 3.3% | 72% |
| 20260720 | $1.30 | $1.30 | 3.2% | 71% |
| 20260716 | $2.45 | $1.38 | 276.6% | 58% |
| 20260715 | $1.17 | $1.07 | 261.6% | 54% |
| 20260714 | $2.48 | $1.30 | 275.8% | 58% |
| 20260713 | $11.03 | $1.30 | 241.4% | 48% |
| 20260710 | $1.30 | $0.98 | 264.1% | 55% |
| 20260709 | $1.02 | $1.75 | 228.8% | 45% |
| 20260708 | $1.00 | $1.00 | 272.5% | 57% |
More on NMG
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.