NNI (Nelnet, Inc. Class A)

Expected Move & Straddle Price History

The expected move for NNI 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 NNI Expected Move
30-Day Straddle
$7.55
7-Day Straddle
$5.30
Avg IV
0.5%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to NNI'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.
NNI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260811 $7.55 $5.30 0.5% 35%
20260810 $8.35 $4.80 0.5% 35%
20260806 $8.22 $6.95 0.6% 52%
20260805 $6.65 $6.65 0.4% 20%
20260804 $7.10 $7.10 0.4% 25%
20260803 $7.45 $7.45 0.4% 26%
20260731 $7.45 $7.45 0.4% 19%
20260730 $10.80 $10.80 0.5% 33%
20260729 $7.65 $7.65 0.4% 17%
20260728 $9.60 $9.60 0.4% 18%
20260727 $7.35 $7.35 0.3% 13%
20260724 $7.55 $7.55 0.3% 10%
20260723 $8.00 $8.00 0.3% 7%
20260722 $7.75 $7.75 0.3% 8%
20260721 $7.65 $7.65 0.3% 8%
20260720 $7.85 $7.85 0.3% 9%
20260716 $8.25 $4.80 0.3% 4%
20260715 $8.55 $4.92 0.3% 4%
20260714 $9.00 $5.15 0.3% 3%
20260713 $8.70 $4.95 0.3% 4%
20260710 $8.15 $4.92 0.3% 2%
20260709 $8.90 $5.40 0.3% 0%
20260708 $9.05 $5.40 0.3% 0%
20260707 $9.40 $4.95 0.3% 8%
20260706 $8.45 $4.92 0.3% 0%
20260702 $4.92 $4.92 0.4% 18%
20260701 $5.07 $5.07 0.4% 17%
20260630 $5.07 $5.07 0.3% 11%
20260629 $5.53 $5.53 0.4% 17%
20260626 $5.07 $5.07 0.4% 15%
20260625 $5.57 $5.57 0.4% 12%
20260624 $5.45 $5.45 0.4% 14%
20260623 $5.10 $5.10 0.3% 7%
20260622 $9.07 $9.07 0.4% 13%
20260618 $9.07 $4.80 0.3% 0%
20260617 $9.05 $4.80 0.3% 6%
20260616 $9.05 $4.80 0.3% 9%
20260615 $9.07 $4.80 0.3% 5%
20260613 $9.07 $4.80 0.3% 4%
20260612 $9.07 $4.80 0.3% 5%
20260611 $9.07 $4.92 0.3% 5%
20260610 $9.07 $5.05 0.3% 5%
20260609 $9.07 $4.95 0.3% 3%
20260608 $9.07 $5.35 0.3% 2%
20260605 $9.07 $5.07 0.3% 2%
20260604 $9.07 $5.05 0.3% 2%
20260603 $9.07 $5.57 0.3% 0%
20260602 $5.10 $5.10 0.7% 75%
20260601 $6.25 $6.25 0.6% 64%
20260529 $5.07 $5.07 0.8% 100%
20260528 $4.30 $4.30 0.6% 62%
20260527 $5.47 $5.47 0.6% 62%
20260526 $5.10 $5.10 0.4% 34%
20260522 $5.60 $5.60 0.4% 34%
20260521 $5.10 $5.10 0.5% 59%
20260520 $6.03 $6.03 0.5% 52%
20260519 $6.07 $6.07 0.5% 59%
20260518 $6.05 $6.05 0.5% 51%
20260515 $6.00 $4.80 0.4% 33%
20260514 $6.00 $4.92 0.5% 50%