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
$0.33
7-Day Straddle
$0.17
Avg IV
1.6%
IV Rank
44%
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
20260617 $0.33 $0.17 1.6% 44%
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%
20260508 $0.30 $7.60 1.5% 40%
20260507 $0.50 $0.25 1.5% 40%
20260506 $0.35 $0.22 0.9% 9%
20260505 $0.55 $0.22 0.7% 0%
20260504 $0.42 $0.25 1.2% 20%
20260502 $0.28 $0.28 2.8% 100%
20260501 $0.28 $0.28 2.4% 84%
20260430 $0.65 $0.65 2.1% 66%
20260429 $10.30 $10.30 2.2% 75%
20260428 $0.57 $0.57 2.0% 64%
20260427 $0.35 $0.35 1.6% 44%
20260424 $0.35 $0.35 1.4% 34%
20260423 $0.33 $0.33 1.7% 48%
20260422 $0.33 $0.33 1.6% 43%
20260421 $0.35 $0.35 1.9% 60%
20260420 $0.28 $0.28 1.5% 35%
20260417 $0.33 $0.30 1.4% 33%
20260416 $0.30 $7.53 1.3% 29%
20260415 $0.38 $0.28 1.3% 28%
20260414 $0.33 $0.28 1.3% 29%
20260413 $2.73 $0.25 1.3% 26%
20260410 $0.35 $0.28 1.3% 25%
20260409 $1.58 $0.28 1.3% 25%
20260408 $1.60 $0.23 1.5% 37%
20260407 $1.55 $0.20 1.6% 41%
20260406 $1.60 $0.33 1.3% 26%
20260402 $0.30 $0.23 1.2% 23%
20260401 $0.28 $0.28 1.7% 43%
20260331 $0.28 $0.28 1.7% 43%
20260330 $0.28 $0.28 2.3% 76%
20260327 $0.85 $0.85 1.6% 40%