NNE · Expected Move
Nano Nuclear Energy Inc. Common Stock
The expected move for NNE 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).
NNE 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 NNE Expected Move
30-Day Straddle
$2.03
7-Day Straddle
$1.05
30-Day ATM IV
77.1%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to NNE'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.
NNE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.03 | $1.05 | 77.1% | 26% |
| 20261022 | $2.15 | $1.12 | 76.5% | 25% |
| 20261021 | $2.22 | $1.23 | 72.1% | 14% |
| 20261020 | $2.20 | $1.27 | 73.4% | 17% |
| 20261019 | $2.25 | $1.00 | 74.2% | 19% |
| 20261016 | $2.15 | $1.05 | 74.2% | 19% |
| 20261015 | $2.25 | $1.18 | 73.5% | 17% |
| 20261014 | $2.15 | $1.23 | 72.8% | 16% |
| 20261013 | $2.45 | $1.32 | 72.3% | 15% |
| 20261012 | $2.55 | $1.02 | 73.8% | 16% |
| 20261009 | $2.20 | $1.10 | 66.3% | 0% |
| 20261008 | $2.45 | $1.27 | 70.3% | 1% |
| 20261007 | $2.55 | $1.30 | 70.0% | 1% |
| 20261006 | $2.85 | $1.50 | 74.2% | 10% |
| 20261005 | $2.67 | $0.95 | 72.2% | 6% |
| 20261002 | $2.50 | $1.07 | 72.7% | 7% |
| 20261001 | $2.58 | $1.38 | 73.4% | 8% |
| 20260930 | $2.83 | $1.45 | 77.6% | 18% |
| 20260929 | $2.75 | $1.60 | 75.2% | 13% |
| 20260928 | $2.85 | $1.00 | 75.1% | 13% |
| 20260925 | $2.55 | $1.38 | 69.8% | 0% |
| 20260924 | $2.75 | $1.42 | 72.9% | 0% |
| 20260923 | $3.00 | $1.57 | 77.7% | 9% |
| 20260922 | $3.10 | $1.82 | 76.3% | 6% |
| 20260921 | $3.15 | $1.32 | 78.1% | 10% |
| 20260918 | $2.67 | $1.18 | 76.3% | 6% |
| 20260917 | $3.03 | $1.58 | 79.9% | 15% |
| 20260916 | $2.88 | $1.40 | 79.3% | 13% |
| 20260915 | $2.92 | $1.68 | 78.6% | 11% |
| 20260914 | $3.15 | $1.18 | 82.4% | 22% |
| 20260911 | $3.15 | $1.40 | 81.7% | 20% |
| 20260910 | $3.35 | $1.73 | 85.1% | 29% |
| 20260909 | $3.62 | $1.73 | 83.9% | 25% |
| 20260908 | $3.55 | $2.10 | 81.7% | 20% |
| 20260904 | $2.88 | $1.23 | 75.1% | 2% |
| 20260903 | $2.95 | $1.43 | 74.2% | 0% |
| 20260902 | $2.98 | $1.60 | 74.4% | 0% |
| 20260901 | $3.20 | $1.70 | 79.1% | 0% |
| 20260831 | $3.73 | $1.35 | 84.2% | 3% |
| 20260828 | $3.35 | $1.55 | 84.6% | 4% |
| 20260827 | $3.47 | $1.98 | 84.9% | 6% |
| 20260826 | $3.62 | $1.90 | 86.4% | 11% |
| 20260825 | $3.73 | $2.20 | 83.4% | 0% |
| 20260824 | $3.75 | $1.45 | 85.1% | 6% |
| 20260821 | $3.55 | $1.90 | 86.8% | 12% |
| 20260820 | $3.50 | $1.75 | 85.1% | 6% |
| 20260819 | $3.67 | $2.10 | 84.6% | 5% |
| 20260818 | $3.60 | $2.15 | 85.3% | 7% |
| 20260817 | $3.78 | $1.42 | 83.3% | 0% |
| 20260814 | $3.42 | $2.02 | 84.1% | 0% |
| 20260813 | $4.15 | $2.10 | 93.1% | 20% |
| 20260812 | $4.00 | $2.22 | 92.8% | 22% |
| 20260811 | $4.70 | $2.58 | 101.7% | 58% |
| 20260810 | $4.30 | $1.85 | 98.9% | 47% |
| 20260807 | — | — | 95.8% | 34% |
| 20260806 | $4.03 | $2.35 | 101.1% | 55% |
| 20260805 | $4.20 | $2.42 | 102.4% | 64% |
| 20260804 | $4.30 | $2.72 | 102.7% | 68% |
| 20260803 | $4.12 | $1.67 | 101.3% | 64% |
| 20260731 | $3.65 | $1.75 | 102.0% | 66% |
More on NNE
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.