NNE (Nano Nuclear Energy Inc. Common Stock)

Expected Move & Straddle Price History

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).

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 NNE Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$2.00
Avg IV
1.2%
IV Rank
58%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $3.88 $2.00 1.2% 58%
20260722 $4.12 $2.20 1.2% 58%
20260721 $4.17 $2.22 1.2% 50%
20260720 $3.95 $1.52 1.1% 41%
20260716 $3.70 $1.85 1.1% 37%
20260715 $4.22 $2.20 1.1% 34%
20260714 $4.22 $2.38 1.1% 30%
20260713 $4.38 $1.65 1.1% 30%
20260710 $4.15 $1.95 1.0% 26%
20260709 $4.38 $2.33 1.0% 27%
20260708 $4.45 $2.50 1.1% 29%
20260707 $4.55 $2.58 1.0% 24%
20260706 $4.90 $1.95 1.0% 27%
20260702 $4.53 $2.23 1.1% 34%
20260701 $4.53 $2.55 1.0% 22%
20260630 $4.92 $2.73 1.0% 20%
20260629 $5.45 $2.05 1.1% 37%
20260626 $4.72 $2.02 1.1% 35%
20260625 $4.97 $2.52 1.1% 32%
20260624 $5.45 $3.00 1.1% 30%
20260623 $5.72 $3.27 1.0% 28%
20260622 $6.32 $2.50 1.1% 29%
20260618 $6.28 $3.28 1.1% 38%
20260617 $5.97 $2.88 1.2% 48%
20260616 $5.35 $3.00 1.1% 29%
20260615 $5.78 $1.88 1.0% 28%
20260613 $4.65 $2.25 1.0% 21%
20260612 $4.88 $2.23 1.0% 19%
20260611 $4.97 $2.55 1.1% 29%
20260610 $5.35 $3.05 1.1% 31%
20260609 $5.67 $3.48 1.1% 38%
20260608 $6.28 $2.62 1.0% 28%
20260605 $4.80 $2.42 1.1% 41%
20260604 $6.25 $3.27 1.1% 41%
20260603 $6.62 $4.10 1.2% 46%
20260602 $7.75 $4.97 1.2% 51%
20260601 $7.50 $3.38 1.1% 44%
20260529 $6.42 $3.52 1.0% 28%
20260528 $6.70 $3.62 1.0% 25%
20260527 $6.35 $3.70 1.1% 31%
20260526 $7.25 $4.45 1.0% 24%
20260522 $5.35 $2.60 1.1% 29%
20260521 $5.32 $2.98 1.0% 20%
20260520 $5.30 $2.90 1.0% 25%
20260519 $5.17 $3.00 1.0% 26%
20260518 $5.47 $2.95 1.0% 22%
20260515 $5.70 $2.67 1.1% 34%
20260514 $6.75 $3.92 1.1% 33%
20260513 $6.58 $4.20 1.0% 24%
20260512 $6.33 $4.17 1.1% 32%
20260511 $7.10 $3.47 1.1% 29%
20260510 $7.03 $3.50 1.1% 29%
20260508 $6.45 $3.50 1.1% 34%
20260507 $6.28 $3.83 1.1% 29%
20260506 $6.80 $4.28 1.2% 48%
20260505 $5.05 $3.40 1.0% 24%
20260504 $5.40 $2.25 1.0% 23%
20260502 $5.00 $2.45 1.0% 28%
20260501 $5.00 $2.58 1.0% 22%
20260430 $5.20 $2.83 1.0% 27%