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
$2.62
7-Day Straddle
$1.38
Avg IV
1.2%
IV Rank
12%
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 |
|---|---|---|---|---|
| 20260904 | $2.62 | $1.38 | 1.2% | 12% |
| 20260903 | $1.30 | $0.85 | 1.2% | 13% |
| 20260902 | $1.27 | $1.27 | 1.6% | 29% |
| 20260901 | $1.27 | $1.27 | 2.0% | 51% |
| 20260831 | $1.45 | $1.45 | 2.0% | 50% |
| 20260828 | $1.15 | $1.15 | 2.0% | 52% |
| 20260827 | $1.15 | $1.15 | 1.6% | 31% |
| 20260826 | $1.50 | $1.50 | 1.5% | 29% |
| 20260825 | $1.65 | $1.65 | 1.9% | 46% |
| 20260824 | $1.50 | $1.50 | 1.8% | 44% |
| 20260821 | $1.48 | $1.83 | 1.7% | 37% |
| 20260820 | $1.88 | $2.65 | 1.7% | 39% |
| 20260819 | $1.75 | $1.25 | 1.6% | 33% |
| 20260818 | $1.50 | $1.10 | 1.5% | 25% |
| 20260817 | $1.57 | $1.12 | 1.7% | 34% |
| 20260814 | $1.75 | $1.38 | 1.4% | 22% |
| 20260813 | $1.23 | $1.55 | 1.4% | 19% |
| 20260812 | $1.62 | $1.07 | 1.6% | 29% |
| 20260811 | $1.43 | $1.90 | 1.4% | 18% |
| 20260810 | $1.48 | $1.30 | 1.4% | 20% |
| 20260806 | $2.08 | $2.10 | 1.9% | 45% |
| 20260805 | $1.50 | $1.50 | 1.9% | 46% |
| 20260804 | $1.53 | $1.53 | 2.1% | 56% |
| 20260803 | $1.42 | $1.42 | 2.2% | 60% |
| 20260731 | $1.55 | $1.55 | 2.0% | 51% |
| 20260730 | $1.52 | $1.52 | 2.2% | 61% |
| 20260729 | $1.32 | $1.32 | 2.0% | 50% |
| 20260728 | $1.55 | $1.55 | 1.8% | 38% |
| 20260727 | $2.58 | $2.58 | 2.0% | 35% |
| 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% |