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: 30-day at-the-money implied volatility (right axis).
Current NMR Expected Move
30-Day Straddle
$3.02
7-Day Straddle
$0.55
30-Day ATM IV
—
IV Rank
—
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $3.02 | $0.55 | — | — |
| 20261112 | $0.95 | $0.53 | 41.9% | 46% |
| 20261111 | $0.82 | $0.55 | 33.5% | 18% |
| 20261110 | $0.95 | $0.72 | 40.6% | 38% |
| 20261109 | $1.02 | $0.62 | 41.7% | 41% |
| 20261106 | $1.25 | $0.93 | 40.3% | 37% |
| 20261105 | $1.00 | $0.75 | 57.9% | 86% |
| 20261104 | $0.65 | $0.65 | 37.6% | 30% |
| 20261103 | $0.65 | $0.65 | 40.1% | 37% |
| 20261102 | $0.72 | $0.72 | 34.7% | 9% |
| 20261030 | $0.72 | $0.72 | 29.8% | 3% |
| 20261029 | $0.80 | $0.80 | 34.5% | 9% |
| 20261028 | $1.02 | $1.02 | 38.5% | 14% |
| 20261027 | $3.42 | $3.42 | 43.0% | 19% |
| 20261026 | $1.12 | $1.12 | 40.5% | 16% |
| 20261023 | $1.25 | $1.25 | 44.3% | 21% |
| 20261022 | $1.05 | $1.05 | 36.9% | 12% |
| 20261021 | $1.02 | $1.02 | 33.8% | 8% |
| 20261020 | $1.15 | $1.15 | 41.5% | 17% |
| 20261019 | $0.97 | $0.97 | 53.8% | 32% |
| 20261016 | $0.88 | $3.23 | 42.8% | 19% |
| 20261015 | $1.32 | $0.78 | 53.9% | 32% |
| 20261014 | $1.20 | $0.78 | 45.1% | 22% |
| 20261013 | $0.85 | $0.45 | 34.7% | 9% |
| 20261012 | $1.00 | $0.47 | 40.2% | 16% |
| 20261009 | $1.15 | $0.47 | 42.1% | 18% |
| 20261008 | $1.38 | $0.55 | 51.3% | 29% |
| 20261007 | $0.93 | $0.55 | 37.3% | 12% |
| 20261006 | $1.10 | $0.45 | 39.0% | 14% |
| 20261005 | $1.12 | $0.45 | 39.0% | 14% |
| 20261002 | $1.38 | $1.38 | 41.8% | 18% |
| 20261001 | $2.88 | $2.88 | 43.1% | 19% |
| 20260930 | $2.83 | $2.83 | 59.7% | 39% |
| 20260929 | $0.50 | $0.50 | 33.5% | 8% |
| 20260928 | $0.53 | $0.53 | 29.0% | 3% |
| 20260925 | $0.53 | $0.53 | 29.9% | 4% |
| 20260924 | $0.60 | $0.60 | 35.3% | 10% |
| 20260923 | $0.60 | $0.60 | 30.7% | 5% |
| 20260922 | $0.62 | $0.62 | 31.5% | 5% |
| 20260921 | $0.70 | $0.70 | 33.7% | 8% |
| 20260918 | $0.62 | $0.70 | 29.5% | 3% |
| 20260917 | $0.57 | $0.45 | 26.8% | 0% |
| 20260916 | $0.60 | $0.72 | 45.0% | 19% |
| 20260915 | $0.80 | $3.08 | 31.1% | 2% |
| 20260914 | $0.90 | $1.07 | — | — |
| 20260911 | $1.02 | $1.12 | 38.3% | 11% |
| 20260910 | $0.88 | $0.80 | 34.3% | 6% |
| 20260909 | $0.88 | $0.68 | 34.5% | 6% |
| 20260908 | $0.98 | $1.32 | 39.8% | 12% |
| 20260904 | $0.85 | $0.82 | 32.5% | 4% |
| 20260903 | $0.95 | $0.97 | 34.0% | 5% |
| 20260902 | $0.62 | $0.62 | 36.8% | 9% |
| 20260901 | $0.68 | $0.68 | 31.9% | 3% |
| 20260831 | $0.98 | $0.98 | 30.8% | 1% |
| 20260828 | $0.88 | $0.88 | 38.0% | 10% |
| 20260827 | $0.88 | $0.88 | 37.7% | 10% |
| 20260826 | $0.68 | $0.68 | 31.6% | 2% |
| 20260825 | $0.68 | $0.68 | 29.6% | 0% |
| 20260824 | $0.68 | $0.68 | 41.7% | 15% |
| 20260821 | $0.68 | $0.43 | 30.2% | 1% |
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.