NNDM · Expected Move
Nano Dimension Ltd. American Depositary Shares
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).
NNDM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NNDM Expected Move
30-Day Straddle
$0.17
7-Day Straddle
$0.17
30-Day ATM IV
96.6%
IV Rank
50%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $0.17 | $0.17 | 96.6% | 50% |
| 20261103 | $0.20 | $0.20 | 101.7% | 55% |
| 20261102 | $0.30 | $0.30 | 97.3% | 51% |
| 20261030 | $0.28 | $0.28 | 108.0% | 61% |
| 20261029 | $0.22 | $0.22 | 115.5% | 69% |
| 20261028 | $0.17 | $0.17 | 64.8% | 19% |
| 20261027 | $0.17 | $0.17 | 66.0% | 20% |
| 20261026 | $0.20 | $0.20 | 65.4% | 20% |
| 20261023 | $0.80 | $0.80 | 147.7% | 100% |
| 20261022 | $0.20 | $0.20 | 69.4% | 25% |
| 20261021 | $0.17 | $0.17 | 55.9% | 11% |
| 20261020 | $0.20 | $0.20 | — | — |
| 20261019 | $0.20 | $0.20 | 69.9% | 25% |
| 20261016 | $2.58 | $0.12 | 59.7% | 15% |
| 20261015 | $1.43 | $0.10 | — | — |
| 20261014 | $0.40 | $0.10 | 71.8% | 27% |
| 20261013 | $0.25 | $0.17 | 64.6% | 20% |
| 20261012 | $0.25 | $0.40 | 63.8% | 19% |
| 20261009 | $0.30 | $0.93 | 71.4% | 27% |
| 20261008 | $0.28 | $0.20 | 73.8% | 29% |
| 20261007 | $0.28 | $0.15 | 74.3% | 30% |
| 20261006 | $0.35 | $0.45 | 85.3% | 22% |
| 20261005 | $0.28 | $0.72 | 70.0% | 14% |
| 20261002 | $2.65 | $2.65 | 98.7% | 29% |
| 20261001 | $0.22 | $0.22 | 89.2% | 24% |
| 20260930 | $0.22 | $0.22 | 58.1% | 7% |
| 20260929 | $0.22 | $0.22 | 75.1% | 16% |
| 20260928 | $0.20 | $0.20 | 71.8% | 15% |
| 20260925 | $0.22 | $0.22 | 74.0% | 16% |
| 20260924 | $0.28 | $0.28 | 89.5% | 24% |
| 20260923 | $0.20 | $0.20 | 82.5% | 20% |
| 20260922 | $0.28 | $0.28 | 74.2% | 16% |
| 20260921 | $0.22 | $0.22 | 75.3% | 17% |
| 20260918 | $0.20 | $0.17 | — | — |
| 20260917 | $0.22 | $0.12 | 78.6% | 18% |
| 20260916 | $0.17 | $0.10 | 70.7% | 14% |
| 20260915 | $0.20 | $0.12 | 70.2% | 14% |
| 20260914 | $0.23 | $0.12 | 68.4% | 13% |
| 20260911 | $0.23 | $0.12 | 79.9% | 19% |
| 20260910 | $0.28 | $0.12 | 85.7% | 22% |
| 20260909 | $0.28 | $0.12 | 90.6% | 25% |
| 20260908 | $0.25 | $0.20 | 74.6% | 16% |
| 20260904 | $7.67 | $0.20 | 107.5% | 34% |
| 20260903 | $0.52 | $0.22 | 109.9% | 36% |
| 20260902 | $0.25 | $0.25 | 98.1% | 29% |
| 20260901 | $0.17 | $0.17 | 111.3% | 36% |
| 20260831 | $0.40 | $0.40 | 120.1% | 41% |
| 20260828 | $0.17 | $0.17 | 92.9% | 26% |
| 20260827 | $2.65 | $2.65 | 110.2% | 36% |
| 20260826 | $0.20 | $0.20 | 87.4% | 23% |
| 20260825 | $0.17 | $0.17 | 62.7% | 10% |
| 20260824 | $0.73 | $0.73 | 120.3% | 41% |
| 20260821 | $0.20 | $0.05 | 75.0% | 16% |
| 20260820 | $0.20 | $0.08 | 66.1% | 12% |
| 20260819 | $0.20 | $0.08 | 61.3% | 9% |
| 20260818 | $0.33 | $0.12 | 96.2% | 28% |
| 20260817 | $0.22 | $0.17 | 66.7% | 7% |
| 20260814 | $0.28 | $0.17 | 67.2% | 7% |
| 20260813 | $0.30 | $0.20 | — | — |
| 20260812 | $0.22 | $0.15 | 83.3% | 12% |
More on NNDM
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.