NNBR (NN Inc)
Expected Move & Straddle Price History
The expected move for NNBR 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 NNBR Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
Avg IV
1.9%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to NNBR'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.
NNBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260724 | $1.77 | $1.77 | 1.9% | 34% |
| 20260723 | $1.32 | $1.32 | 2.0% | 37% |
| 20260722 | $1.40 | $1.40 | 1.9% | 17% |
| 20260721 | $1.25 | $1.25 | 1.6% | 9% |
| 20260720 | $3.17 | $3.17 | 1.8% | 13% |
| 20260716 | $1.05 | $0.72 | 1.6% | 9% |
| 20260715 | $1.35 | $1.30 | 1.9% | 14% |
| 20260714 | $1.15 | $1.35 | 1.4% | 7% |
| 20260713 | $1.35 | $1.12 | 1.6% | 9% |
| 20260710 | $2.12 | $1.15 | 1.6% | 10% |
| 20260709 | $1.62 | $1.12 | 1.5% | 8% |
| 20260708 | $1.25 | $1.10 | 1.7% | 10% |
| 20260707 | $1.75 | $1.22 | 1.7% | 11% |
| 20260706 | $1.60 | $1.18 | 1.6% | 10% |
| 20260702 | $1.12 | $1.12 | 2.2% | 20% |
| 20260701 | $1.65 | $1.65 | 2.2% | 20% |
| 20260630 | $1.38 | $1.38 | 2.1% | 18% |
| 20260629 | $1.40 | $1.40 | 2.1% | 18% |
| 20260626 | $1.45 | $1.45 | 1.8% | 13% |
| 20260625 | $0.75 | $0.75 | 1.8% | 13% |
| 20260624 | $1.60 | $1.60 | 2.1% | 18% |
| 20260623 | $1.12 | $1.12 | 1.7% | 12% |
| 20260622 | $1.00 | $1.00 | 1.8% | 14% |
| 20260618 | $0.85 | $0.28 | 1.7% | 10% |
| 20260617 | $0.85 | $0.45 | 1.6% | 10% |
| 20260616 | $1.18 | $0.60 | 1.7% | 11% |
| 20260615 | $0.97 | $0.98 | 1.6% | 10% |
| 20260613 | $8.10 | $0.68 | 1.6% | 9% |
| 20260612 | $8.10 | $0.68 | 1.5% | 8% |
| 20260611 | $3.05 | $0.70 | 1.6% | 9% |
| 20260610 | $8.18 | $0.42 | 1.7% | 11% |
| 20260609 | $0.90 | $10.35 | 1.4% | 6% |
| 20260608 | $3.15 | $0.77 | 1.5% | 8% |
| 20260605 | $0.85 | $1.45 | 1.2% | 4% |
| 20260604 | $1.10 | $1.35 | 1.5% | 9% |
| 20260603 | $0.77 | $1.48 | 1.1% | 1% |
| 20260602 | $0.93 | $0.93 | 2.1% | 17% |
| 20260601 | $1.00 | $1.00 | 2.2% | 31% |
| 20260529 | $0.77 | $0.77 | 1.8% | 25% |
| 20260528 | $0.98 | $0.98 | 1.3% | 18% |
| 20260527 | $0.88 | $0.88 | 1.9% | 26% |
| 20260526 | $0.75 | $0.75 | 2.0% | 28% |
| 20260522 | $1.23 | $1.23 | 1.8% | 25% |
| 20260521 | $7.88 | $7.88 | 1.9% | 26% |
| 20260520 | $0.57 | $0.57 | 1.9% | 27% |
| 20260519 | $0.62 | $0.62 | 1.8% | 25% |
| 20260518 | $0.70 | $0.70 | 1.6% | 22% |
| 20260515 | $0.70 | $0.35 | 1.5% | 21% |
| 20260514 | $0.57 | $0.35 | 1.0% | 14% |
| 20260513 | $0.55 | $0.33 | 1.4% | 20% |
| 20260512 | $0.60 | $0.35 | 1.4% | 19% |
| 20260511 | $1.10 | $0.45 | 1.4% | 20% |
| 20260510 | $0.80 | $2.90 | 1.4% | 19% |
| 20260508 | $0.80 | $2.90 | 1.3% | 19% |
| 20260507 | $0.92 | $0.50 | 2.3% | 32% |
| 20260506 | $0.88 | $0.60 | 1.6% | 22% |
| 20260505 | $0.85 | $0.68 | 1.4% | 19% |
| 20260504 | $0.95 | $2.75 | 1.7% | 24% |
| 20260502 | $0.93 | $0.93 | 2.9% | 40% |
| 20260501 | $0.93 | $0.93 | 2.9% | 40% |