NNEX · Expected Move

Tradr 2X Long NNE Daily ETF · ETF

The expected move for NNEX 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).

NNEX straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current NNEX Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$2.92
Avg IV
4.8%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to NNEX'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.
NNEX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260515 $2.92 $2.92 4.8% 58%
20260514 $2.92 $2.92 4.3% 49%
20260513 $2.92 $2.92 6.5% 90%
20260512 $2.92 $2.92 7.1% 100%
20260511 $2.92 $2.92 6.0% 84%
20260510 $2.92 $2.92 6.9% 100%
20260508 $2.92 $2.92 5.9% 100%
20260507 $2.92 $2.92 5.5% 92%
20260506 $2.92 $2.92 5.9% 100%
20260505 $2.92 $2.92 5.6% 100%
20260504 $2.92 $2.92 5.3% 99%
20260502 $2.92 $2.92 4.9% 88%
20260501 $2.92 $2.92 4.8% 84%
20260430 $2.92 $2.92 5.4% 100%
20260429 $2.92 $2.92 3.8% 89%
20260428 $2.92 $2.92 3.7% 85%
20260427 $2.92 $2.92 3.6% 81%
20260424 $2.92 $2.92 3.3% 71%
20260423 $2.92 $2.92 3.2% 68%
20260422 $2.92 $2.92 3.2% 65%
20260421 $2.92 $2.92 3.1% 63%
20260420 $2.92 $2.92 3.1% 62%
20260417 $2.90 $2.42 4.0% 100%
20260416 $2.67 $2.22 280.9% 53%
20260415 $2.65 $6.17 3.0% 62%
20260414 $2.38 $2.52 289.2% 57%
20260413 $2.75 $2.50 212.1% 26%
20260410 $2.85 $2.50 191.2% 17%
20260409 $2.90 $2.58 204.7% 23%
20260408 $3.20 $2.65 232.1% 34%
20260407 $2.33 $1.48 192.5% 18%
20260406 $2.58 $1.55 148.9% 0%
20260402 $2.75 $1.67 185.7% 5%
20260401 $1.62 $1.62 3.3% 70%
20260331 $1.88 $1.88 3.4% 77%
20260330 $1.65 $1.65 3.4% 77%
20260327 $1.82 $1.82 274.5% 45%
20260326 $2.17 $2.17 278.9% 47%
20260325 $2.23 $2.23 254.8% 37%
20260324 $2.20 $2.20 274.0% 45%
20260323 $2.35 $2.35 265.9% 42%
20260320 $2.33 $3.25 272.7% 45%
20260319 $2.25 $1.30 290.0% 52%
20260318 $2.53 $1.38 253.1% 36%
20260317 $2.62 $1.45 212.3% 17%
20260316 $2.75 $1.58 232.8% 27%
20260313 $3.05 $1.93 208.2% 16%
20260312 $3.33 $1.90 200.9% 12%
20260311 $3.50 $2.10 187.3% 6%
20260310 $3.50 $2.08 196.6% 10%
20260309 $3.88 $2.15 183.8% 5%
20260308 $3.62 $2.15 204.4% 14%
20260306 $3.62 $2.15 190.2% 7%
20260305 $4.20 $2.55 188.7% 7%
20260304 $2.38 $2.38 3.8% 91%
20260303 $3.02 $3.02 3.3% 70%
20260302 $10.00 $10.00 4.0% 100%
20260227 $3.25 $3.25 285.0% 55%
20260226 $3.65 $3.65 298.5% 62%
20260225 $3.80 $3.80 292.0% 58%

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.