NNBR · Expected Move
NN Inc
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).
NNBR 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 NNBR Expected Move
30-Day Straddle
$1.48
7-Day Straddle
$1.48
30-Day ATM IV
148.9%
IV Rank
15%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $1.48 | $1.48 | 148.9% | 15% |
| 20261103 | $3.38 | $3.38 | — | — |
| 20261102 | $1.50 | $1.50 | — | — |
| 20261030 | $1.28 | $1.28 | — | — |
| 20261029 | $2.50 | $2.50 | — | — |
| 20261028 | $1.50 | $1.50 | — | — |
| 20261027 | $1.35 | $1.35 | 153.4% | 17% |
| 20261026 | $1.15 | $1.15 | — | — |
| 20261023 | $1.32 | $1.32 | 148.1% | 16% |
| 20261022 | $1.70 | $1.70 | — | — |
| 20261021 | $1.80 | $1.80 | 163.5% | 20% |
| 20261020 | $3.85 | $3.85 | — | — |
| 20261019 | $1.28 | $1.28 | — | — |
| 20261016 | $1.12 | $0.93 | — | — |
| 20261015 | $1.18 | $2.30 | 124.6% | 10% |
| 20261014 | $1.18 | $1.17 | — | — |
| 20261013 | $1.52 | $1.10 | — | — |
| 20261012 | $1.40 | $0.82 | — | — |
| 20261009 | $1.55 | $1.00 | — | — |
| 20261008 | $1.55 | $0.93 | — | — |
| 20261007 | $1.50 | $1.05 | 111.0% | 7% |
| 20261006 | $1.35 | $0.88 | 98.2% | 3% |
| 20261005 | $1.30 | $0.93 | 103.5% | 6% |
| 20261002 | $0.83 | $0.83 | 95.9% | 4% |
| 20261001 | $1.12 | $1.12 | — | — |
| 20260930 | $6.38 | $6.38 | — | — |
| 20260929 | $1.25 | $1.25 | — | — |
| 20260928 | $1.57 | $1.57 | — | — |
| 20260925 | $3.62 | $3.62 | — | — |
| 20260924 | $2.48 | $2.48 | — | — |
| 20260923 | $1.25 | $1.25 | — | — |
| 20260922 | $2.53 | $2.53 | 105.0% | 6% |
| 20260921 | $1.27 | $1.27 | 98.0% | 5% |
| 20260918 | $4.08 | $0.88 | 97.0% | 4% |
| 20260917 | $1.52 | $1.10 | — | — |
| 20260916 | $1.25 | $0.93 | 113.8% | 8% |
| 20260915 | $1.35 | $0.75 | 142.1% | 15% |
| 20260914 | $1.45 | $1.00 | 118.5% | 10% |
| 20260911 | $1.57 | $0.95 | 125.7% | 11% |
| 20260910 | $8.78 | $1.10 | — | — |
| 20260909 | $1.47 | $1.12 | — | — |
| 20260908 | $1.55 | $1.42 | — | — |
| 20260904 | $2.62 | $1.38 | — | — |
| 20260903 | $1.30 | $0.85 | — | — |
| 20260902 | $1.27 | $1.27 | — | — |
| 20260901 | $1.27 | $1.27 | 149.4% | 17% |
| 20260831 | $1.45 | $1.45 | 153.3% | 18% |
| 20260828 | $1.15 | $1.15 | — | — |
| 20260827 | $1.15 | $1.15 | 98.4% | 6% |
| 20260826 | $1.50 | $1.50 | 155.6% | 21% |
| 20260825 | $1.65 | $1.65 | — | — |
| 20260824 | $1.50 | $1.50 | — | — |
| 20260821 | $1.48 | $1.83 | — | — |
| 20260820 | $1.88 | $2.65 | — | — |
| 20260819 | $1.75 | $1.25 | — | — |
| 20260818 | $1.50 | $1.10 | — | — |
| 20260817 | $1.57 | $1.12 | — | — |
| 20260814 | $1.75 | $1.38 | — | — |
| 20260813 | $1.23 | $1.55 | 236.6% | 40% |
| 20260812 | $1.62 | $1.07 | — | — |
More on NNBR
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.