NNI · Expected Move
Nelnet, Inc. Class A
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).
NNI 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 NNI Expected Move
30-Day Straddle
$8.65
7-Day Straddle
$7.48
30-Day ATM IV
29.9%
IV Rank
27%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $8.65 | $7.48 | 29.9% | 27% |
| 20261110 | $9.25 | $0.00 | 33.4% | 40% |
| 20261109 | $9.75 | $0.00 | 29.8% | 31% |
| 20261106 | $9.90 | $0.00 | 33.8% | 46% |
| 20261105 | $11.35 | $0.00 | 37.3% | 59% |
| 20261104 | $0.00 | $0.00 | 36.6% | 56% |
| 20261103 | $0.00 | $0.00 | 37.3% | 59% |
| 20261102 | $0.00 | $0.00 | 37.0% | 58% |
| 20261030 | $0.00 | $0.00 | 38.3% | 62% |
| 20261029 | $0.00 | $0.00 | 35.9% | 54% |
| 20261028 | $0.00 | $0.00 | 36.4% | 55% |
| 20261027 | $0.00 | $0.00 | 40.6% | 71% |
| 20261026 | $0.00 | $0.00 | 37.9% | 61% |
| 20261023 | $0.00 | $0.00 | 41.4% | 73% |
| 20261022 | $10.07 | $10.07 | 35.2% | 51% |
| 20261021 | $5.05 | $5.05 | 35.0% | 50% |
| 20261020 | $10.12 | $10.12 | 32.7% | 42% |
| 20261019 | $6.40 | $6.40 | 38.6% | 64% |
| 20261016 | $11.03 | $7.48 | 32.7% | 42% |
| 20261015 | $10.20 | $5.70 | 34.9% | 50% |
| 20261014 | $10.45 | $7.48 | 32.0% | 40% |
| 20261013 | $10.38 | $4.90 | 31.2% | 37% |
| 20261012 | $10.40 | $4.90 | 32.0% | 40% |
| 20261009 | $10.10 | $3.45 | 36.6% | 56% |
| 20261008 | $10.10 | $3.95 | 35.3% | 52% |
| 20261007 | $10.10 | $4.90 | 35.4% | 52% |
| 20261006 | $10.10 | $4.90 | 35.4% | 52% |
| 20261005 | $12.70 | $7.48 | 40.6% | 71% |
| 20261002 | $4.90 | $4.90 | 36.1% | 54% |
| 20261001 | $4.90 | $4.90 | 35.3% | 52% |
| 20260930 | $4.90 | $4.90 | 37.1% | 61% |
| 20260929 | $4.90 | $4.90 | 36.0% | 58% |
| 20260928 | $4.80 | $4.80 | 40.8% | 74% |
| 20260925 | $4.80 | $4.80 | 40.3% | 72% |
| 20260924 | $10.43 | $10.43 | 39.5% | 69% |
| 20260923 | $8.10 | $8.10 | 41.6% | 76% |
| 20260922 | $8.90 | $8.90 | 41.8% | 77% |
| 20260921 | $9.10 | $9.10 | 40.9% | 74% |
| 20260918 | $11.80 | $4.80 | 42.7% | 80% |
| 20260917 | $11.70 | $2.85 | 40.6% | 73% |
| 20260916 | $11.62 | $5.03 | 39.2% | 68% |
| 20260915 | $9.53 | $5.65 | 31.3% | 42% |
| 20260914 | $12.50 | $5.95 | 40.4% | 72% |
| 20260911 | $12.30 | $5.40 | 39.3% | 69% |
| 20260910 | $13.00 | $5.05 | 39.6% | 70% |
| 20260909 | $12.40 | $4.95 | 38.7% | 67% |
| 20260908 | $12.70 | $4.17 | 39.1% | 68% |
| 20260904 | $13.00 | $6.42 | 36.1% | 58% |
| 20260903 | $12.10 | $6.45 | 32.7% | 47% |
| 20260902 | $6.65 | $6.65 | 30.2% | 39% |
| 20260901 | $5.00 | $5.00 | 28.1% | 32% |
| 20260831 | $5.60 | $5.60 | 28.3% | 32% |
| 20260828 | $6.65 | $6.65 | 27.5% | 30% |
| 20260827 | $7.00 | $7.00 | 28.5% | 33% |
| 20260826 | $7.15 | $7.15 | 27.4% | 29% |
| 20260825 | $6.07 | $6.07 | 25.0% | 21% |
| 20260824 | $7.08 | $7.08 | 26.4% | 26% |
| 20260821 | $7.30 | $4.95 | 23.7% | 17% |
| 20260820 | $7.00 | $2.82 | 23.3% | 15% |
| 20260819 | $6.95 | $4.95 | 23.1% | 15% |
More on NNI
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.