NNDM (Nano Dimension Ltd. American Depositary Shares)
Expected Move & Straddle Price History
The expected move for NNDM 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 NNDM Expected Move
30-Day Straddle
$0.20
7-Day Straddle
$0.17
Avg IV
1.6%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to NNDM'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.
NNDM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260918 | $0.20 | $0.17 | 1.6% | 37% |
| 20260917 | $0.22 | $0.12 | 1.4% | 27% |
| 20260916 | $0.17 | $0.10 | 1.3% | 21% |
| 20260915 | $0.20 | $0.12 | 1.4% | 30% |
| 20260914 | $0.23 | $0.12 | 1.4% | 38% |
| 20260911 | $0.23 | $0.12 | 1.3% | 32% |
| 20260910 | $0.28 | $0.12 | 1.6% | 41% |
| 20260909 | $0.28 | $0.12 | 2.0% | 65% |
| 20260908 | $0.25 | $0.20 | 1.7% | 46% |
| 20260904 | $7.67 | $0.20 | 1.2% | 24% |
| 20260903 | $0.52 | $0.22 | 0.9% | 11% |
| 20260902 | $0.25 | $0.25 | 2.2% | 70% |
| 20260901 | $0.17 | $0.17 | 2.5% | 89% |
| 20260831 | $0.40 | $0.40 | 1.5% | 37% |
| 20260828 | $0.17 | $0.17 | 1.4% | 32% |
| 20260827 | $2.65 | $2.65 | 1.3% | 30% |
| 20260826 | $0.20 | $0.20 | 1.7% | 50% |
| 20260825 | $0.17 | $0.17 | 1.3% | 27% |
| 20260824 | $0.73 | $0.73 | 1.8% | 54% |
| 20260821 | $0.20 | $0.05 | 1.4% | 35% |
| 20260820 | $0.20 | $0.08 | 1.2% | 23% |
| 20260819 | $0.20 | $0.08 | 1.3% | 31% |
| 20260818 | $0.33 | $0.12 | 1.7% | 46% |
| 20260817 | $0.22 | $0.17 | 1.1% | 20% |
| 20260814 | $0.28 | $0.17 | 1.3% | 30% |
| 20260813 | $0.30 | $0.20 | 1.1% | 21% |
| 20260812 | $0.22 | $0.15 | 1.2% | 25% |
| 20260811 | $0.20 | $0.22 | 1.2% | 24% |
| 20260810 | $0.25 | $0.22 | 1.1% | 19% |
| 20260806 | $4.20 | $3.90 | 1.3% | 29% |
| 20260805 | $2.77 | $2.77 | 2.1% | 70% |
| 20260804 | $2.65 | $2.65 | 1.9% | 59% |
| 20260803 | $0.17 | $0.17 | 1.9% | 59% |
| 20260731 | $0.23 | $0.23 | 1.7% | 48% |
| 20260730 | $0.23 | $0.23 | 1.8% | 52% |
| 20260729 | $10.10 | $10.10 | 1.5% | 41% |
| 20260728 | $10.10 | $10.10 | 2.0% | 64% |
| 20260727 | $0.57 | $0.57 | 1.7% | 49% |
| 20260724 | $0.25 | $0.25 | 1.5% | 39% |
| 20260723 | $0.23 | $0.23 | 1.3% | 28% |
| 20260722 | $0.75 | $0.75 | 1.4% | 33% |
| 20260721 | $0.23 | $0.23 | 1.5% | 41% |
| 20260720 | $2.62 | $2.62 | 1.3% | 29% |
| 20260716 | $0.47 | $0.12 | 1.5% | 40% |
| 20260715 | $10.18 | $0.12 | 1.5% | 40% |
| 20260714 | $0.32 | $0.20 | 1.4% | 35% |
| 20260713 | $0.28 | $0.12 | 1.5% | 37% |
| 20260710 | $0.28 | $0.12 | 1.4% | 33% |
| 20260709 | $0.33 | $10.25 | 1.3% | 29% |
| 20260708 | $0.30 | $0.15 | 1.4% | 36% |
| 20260707 | $0.35 | $1.55 | 1.7% | 49% |
| 20260706 | $0.43 | $0.17 | 1.4% | 35% |
| 20260702 | $0.20 | $0.20 | 2.2% | 74% |
| 20260701 | $0.17 | $0.17 | 1.7% | 47% |
| 20260630 | $0.28 | $0.28 | 1.6% | 44% |
| 20260629 | $0.42 | $0.42 | 1.9% | 59% |
| 20260626 | $0.42 | $0.42 | 1.7% | 48% |
| 20260625 | $0.42 | $0.42 | 1.8% | 54% |
| 20260624 | $0.42 | $0.42 | 1.8% | 52% |
| 20260623 | $0.17 | $0.17 | 1.6% | 45% |