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
$2.65
7-Day Straddle
$2.65
Avg IV
1.9%
IV Rank
59%
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
Date30D Straddle7D StraddleAvg IVIV Rank
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%
20260622 $0.45 $0.45 1.6% 45%
20260618 $0.42 $0.15 1.6% 44%
20260617 $0.33 $0.25 1.8% 53%
20260616 $0.30 $0.23 1.4% 35%
20260615 $0.38 $0.30 2.6% 94%
20260613 $0.40 $0.15 1.3% 31%
20260612 $0.40 $0.12 1.6% 41%
20260611 $2.58 $1.40 1.5% 40%
20260610 $0.22 $0.17 1.3% 27%
20260609 $0.30 $0.35 1.5% 38%
20260608 $10.18 $0.20 1.7% 47%
20260605 $0.38 $0.20 1.4% 34%
20260604 $0.53 $0.25 1.3% 30%
20260603 $0.50 $0.35 1.6% 44%
20260602 $10.18 $10.18 1.7% 48%
20260601 $0.28 $0.28 1.7% 46%
20260529 $0.33 $0.33 1.3% 29%
20260528 $0.30 $0.30 1.3% 30%
20260527 $0.38 $0.38 1.9% 59%
20260526 $0.60 $0.60 1.6% 46%
20260522 $0.25 $0.25 1.4% 35%
20260521 $0.22 $0.22 1.6% 44%
20260520 $0.23 $0.23 1.4% 34%
20260519 $0.20 $0.20 1.5% 41%
20260518 $0.20 $0.20 1.3% 31%
20260515 $0.28 $0.40 1.6% 42%
20260514 $10.25 $1.45 1.4% 32%
20260513 $0.35 $10.15 1.1% 20%
20260512 $0.30 $0.15 1.5% 40%
20260511 $0.22 $7.65 1.3% 28%
20260510 $0.30 $7.60 1.6% 42%