NMR (Nomura Holdings, Inc)
Expected Move & Straddle Price History
The expected move for NMR 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).
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.
Current NMR Expected Move
30-Day Straddle
$0.88
7-Day Straddle
$2.67
Avg IV
0.6%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to NMR'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.
NMR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260814 | $0.88 | $2.67 | 0.6% | 21% |
| 20260813 | $0.90 | $0.35 | 0.6% | 16% |
| 20260812 | $0.98 | $0.62 | 0.9% | 45% |
| 20260811 | $0.97 | $0.47 | 1.1% | 57% |
| 20260810 | $0.85 | $0.45 | 0.9% | 41% |
| 20260806 | $1.05 | $0.53 | 0.6% | 18% |
| 20260805 | $0.53 | $0.53 | 1.4% | 87% |
| 20260804 | $0.55 | $0.55 | 1.0% | 50% |
| 20260803 | $2.95 | $2.95 | 0.8% | 40% |
| 20260731 | $0.53 | $0.53 | 0.8% | 35% |
| 20260730 | $0.70 | $0.70 | 1.1% | 60% |
| 20260729 | $0.70 | $0.70 | 1.3% | 81% |
| 20260728 | $0.77 | $0.77 | 1.5% | 98% |
| 20260727 | $0.75 | $0.75 | 1.3% | 78% |
| 20260724 | $0.75 | $0.75 | 0.9% | 46% |
| 20260723 | $0.80 | $0.80 | 1.2% | 70% |
| 20260722 | $0.73 | $0.73 | 1.1% | 65% |
| 20260721 | $0.62 | $0.62 | 0.6% | 23% |
| 20260720 | $0.92 | $0.92 | 1.0% | 51% |
| 20260716 | $2.00 | $2.67 | 0.9% | 48% |
| 20260715 | $0.93 | $0.15 | 0.6% | 22% |
| 20260714 | $1.25 | $0.43 | 0.4% | 3% |
| 20260713 | $3.10 | $2.88 | 0.8% | 37% |
| 20260710 | $1.12 | $0.48 | 0.6% | 19% |
| 20260709 | $1.15 | $0.60 | 0.6% | 22% |
| 20260708 | $3.27 | $0.62 | 0.6% | 19% |
| 20260707 | $0.75 | $0.58 | 0.9% | 34% |
| 20260706 | $1.10 | $1.15 | 0.7% | 17% |
| 20260702 | $3.42 | $3.42 | 1.6% | 71% |
| 20260701 | $3.60 | $3.60 | 1.3% | 55% |
| 20260630 | $1.68 | $1.68 | 1.2% | 52% |
| 20260629 | $1.62 | $1.62 | 1.1% | 43% |
| 20260626 | $3.65 | $3.65 | 1.2% | 46% |
| 20260625 | $1.10 | $1.10 | 1.5% | 66% |
| 20260624 | $1.38 | $1.38 | 1.5% | 69% |
| 20260623 | $1.23 | $1.23 | 1.0% | 39% |
| 20260622 | $2.10 | $2.10 | 0.9% | 32% |
| 20260618 | $1.02 | $1.10 | 1.4% | 58% |
| 20260617 | $3.30 | $0.93 | 1.3% | 53% |
| 20260616 | $3.67 | $1.23 | 0.9% | 32% |
| 20260615 | $2.25 | $1.18 | 1.1% | 41% |
| 20260613 | $1.30 | $1.25 | 1.1% | 42% |
| 20260612 | $1.30 | $1.25 | 1.1% | 41% |
| 20260611 | $1.45 | $3.52 | 1.0% | 38% |
| 20260610 | $1.23 | $1.30 | 1.1% | 40% |
| 20260609 | $3.88 | $1.55 | 1.1% | 41% |
| 20260608 | $1.23 | $1.50 | 0.9% | 34% |
| 20260605 | $3.55 | $1.30 | 1.1% | 45% |
| 20260604 | $1.30 | $1.90 | 0.9% | 29% |
| 20260603 | $1.12 | $1.35 | 1.0% | 38% |
| 20260602 | $1.12 | $1.12 | 0.9% | 31% |
| 20260601 | $3.25 | $3.25 | 1.2% | 48% |
| 20260529 | $1.45 | $1.45 | 0.9% | 31% |
| 20260528 | $1.57 | $1.57 | 1.1% | 44% |
| 20260527 | $0.70 | $0.70 | 0.8% | 25% |
| 20260526 | $0.75 | $0.75 | 0.9% | 29% |
| 20260522 | $0.92 | $0.92 | 1.3% | 55% |
| 20260521 | $0.97 | $0.97 | 1.0% | 37% |
| 20260520 | $0.88 | $0.88 | 0.8% | 25% |
| 20260519 | $0.78 | $0.78 | 0.7% | 18% |