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
$1.05
7-Day Straddle
$10.47
Avg IV
1.7%
IV Rank
10%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260609 $1.05 $10.47 1.7% 10%
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%
20260430 $0.65 $0.65 2.2% 30%
20260429 $0.68 $0.68 2.2% 30%
20260428 $0.77 $0.77 2.3% 32%
20260427 $0.80 $0.80 2.6% 36%
20260424 $0.73 $0.73 1.9% 27%
20260423 $0.85 $0.85 1.9% 27%
20260422 $0.62 $0.62 2.3% 32%
20260421 $0.73 $0.73 1.4% 20%
20260420 $0.90 $0.90 1.8% 24%
20260417 $0.50 $0.35 2.3% 32%
20260416 $0.77 $0.50 2.3% 32%
20260415 $0.88 $0.60 2.6% 36%
20260414 $1.05 $1.17 2.2% 31%
20260413 $8.47 $1.15 2.4% 33%
20260410 $1.18 $1.30 2.3% 32%
20260409 $1.40 $1.45 1.8% 25%
20260408 $1.55 $1.02 2.2% 30%
20260407 $1.05 $1.05 1.6% 22%
20260406 $1.60 $1.35 2.4% 34%
20260402 $1.70 $1.57 1.7% 23%
20260401 $1.25 $1.25 2.9% 40%
20260331 $1.65 $1.65 3.0% 42%
20260330 $1.02 $1.02 2.9% 40%
20260327 $1.40 $1.40 2.5% 34%
20260326 $1.23 $1.23 2.3% 31%
20260325 $1.15 $1.15 1.5% 20%
20260324 $0.97 $0.97 2.2% 31%
20260323 $1.05 $1.05 2.0% 28%
20260320 $0.93 $0.88 2.3% 32%
20260319 $1.62 $8.72 3.7% 52%
20260318 $8.78 $1.30 2.1% 29%