NMR · Expected Move
Nomura Holdings, Inc
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).
NMR 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 NMR Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.50
Avg IV
98.6%
IV Rank
43%
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 |
|---|---|---|---|---|
| 20260929 | $0.50 | $0.50 | 98.6% | 43% |
| 20260928 | $0.53 | $0.53 | 80.3% | 29% |
| 20260925 | $0.53 | $0.53 | 81.2% | 30% |
| 20260924 | $0.60 | $0.60 | 89.7% | 36% |
| 20260923 | $0.60 | $0.60 | 125.1% | 62% |
| 20260922 | $0.62 | $0.62 | 92.6% | 38% |
| 20260921 | $0.70 | $0.70 | 115.7% | 55% |
| 20260918 | $0.62 | $0.70 | 83.9% | 33% |
| 20260917 | $0.57 | $0.45 | 99.9% | 45% |
| 20260916 | $0.60 | $0.72 | 148.1% | 80% |
| 20260915 | $0.80 | $3.08 | 99.6% | 45% |
| 20260914 | $0.90 | $1.07 | 93.0% | 40% |
| 20260911 | $1.02 | $1.12 | 61.9% | 18% |
| 20260910 | $0.88 | $0.80 | 115.1% | 56% |
| 20260909 | $0.88 | $0.68 | 112.1% | 54% |
| 20260908 | $0.98 | $1.32 | 94.2% | 41% |
| 20260904 | $0.85 | $0.82 | 54.3% | 13% |
| 20260903 | $0.95 | $0.97 | 63.0% | 19% |
| 20260902 | $0.62 | $0.62 | 89.2% | 37% |
| 20260901 | $0.68 | $0.68 | 176.7% | 100% |
| 20260831 | $0.98 | $0.98 | 129.9% | 77% |
| 20260828 | $0.88 | $0.88 | 60.1% | 19% |
| 20260827 | $0.88 | $0.88 | 74.5% | 31% |
| 20260826 | $0.68 | $0.68 | 117.7% | 67% |
| 20260825 | $0.68 | $0.68 | 66.1% | 24% |
| 20260824 | $0.68 | $0.68 | 81.5% | 37% |
| 20260821 | $0.68 | $0.43 | 74.7% | 31% |
| 20260820 | $0.70 | $0.70 | 65.7% | 24% |
| 20260819 | $0.70 | $0.55 | 128.2% | 76% |
| 20260818 | $0.73 | $0.40 | 123.2% | 72% |
| 20260817 | $2.95 | $2.67 | 68.7% | 26% |
| 20260814 | $0.85 | $0.35 | 80.3% | 36% |
| 20260813 | $0.90 | $0.35 | 56.2% | 16% |
| 20260812 | $0.98 | $0.62 | 91.2% | 45% |
| 20260811 | $0.97 | $0.47 | 105.2% | 57% |
| 20260810 | $0.85 | $0.45 | 86.2% | 41% |
| 20260806 | $1.05 | $0.53 | 58.7% | 18% |
| 20260805 | $0.53 | $0.53 | 142.2% | 87% |
| 20260804 | $0.55 | $0.55 | 97.0% | 50% |
| 20260803 | $2.95 | $2.95 | 84.8% | 40% |
| 20260731 | $0.53 | $0.53 | 79.1% | 35% |
| 20260730 | $0.70 | $0.70 | 109.2% | 60% |
| 20260729 | $0.70 | $0.70 | 134.6% | 81% |
| 20260728 | $0.77 | $0.77 | 154.8% | 98% |
| 20260727 | $0.75 | $0.75 | 130.4% | 78% |
| 20260724 | $0.75 | $0.75 | 91.9% | 46% |
| 20260723 | $0.80 | $0.80 | 120.9% | 70% |
| 20260722 | $0.73 | $0.73 | 114.9% | 65% |
| 20260721 | $0.62 | $0.62 | 64.3% | 23% |
| 20260720 | $0.92 | $0.92 | 98.2% | 51% |
| 20260716 | $2.00 | $2.67 | 94.2% | 48% |
| 20260715 | $0.93 | $0.15 | 63.7% | 22% |
| 20260714 | $1.25 | $0.43 | 40.3% | 3% |
| 20260713 | $3.10 | $2.88 | 81.8% | 37% |
| 20260710 | $1.12 | $0.48 | 59.9% | 19% |
| 20260709 | $1.15 | $0.60 | 63.5% | 22% |
| 20260708 | $3.27 | $0.62 | 60.1% | 19% |
| 20260707 | $0.75 | $0.58 | 93.8% | 34% |
| 20260706 | $1.10 | $1.15 | 66.1% | 17% |
| 20260702 | $3.42 | $3.42 | 157.5% | 71% |
More on NMR
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.