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
$4.80
7-Day Straddle
$4.80
Avg IV
0.4%
IV Rank
26%
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
20260925 $4.80 $4.80 0.4% 26%
20260924 $10.43 $10.43 0.4% 19%
20260923 $8.10 $8.10 0.4% 23%
20260922 $8.90 $8.90 0.4% 25%
20260921 $9.10 $9.10 0.4% 24%
20260918 $11.80 $4.80 0.4% 24%
20260917 $11.70 $2.85 0.4% 23%
20260916 $11.62 $5.03 0.4% 20%
20260915 $9.53 $5.65 0.3% 12%
20260914 $12.50 $5.95 0.4% 21%
20260911 $12.30 $5.40 0.4% 19%
20260910 $13.00 $5.05 0.4% 20%
20260909 $12.40 $4.95 0.4% 23%
20260908 $12.70 $4.17 0.4% 29%
20260904 $13.00 $6.42 0.4% 23%
20260903 $12.10 $6.45 0.4% 16%
20260902 $6.65 $6.65 0.6% 54%
20260901 $5.00 $5.00 0.5% 37%
20260831 $5.60 $5.60 0.6% 67%
20260828 $6.65 $6.65 0.6% 54%
20260827 $7.00 $7.00 0.5% 43%
20260826 $7.15 $7.15 0.5% 38%
20260825 $6.07 $6.07 0.6% 52%
20260824 $7.08 $7.08 0.5% 41%
20260821 $7.30 $4.95 0.4% 32%
20260820 $7.00 $2.82 0.4% 25%
20260819 $6.95 $4.95 0.5% 35%
20260818 $7.10 $4.95 0.5% 40%
20260817 $7.40 $4.97 0.4% 24%
20260814 $7.40 $5.57 0.4% 17%
20260813 $8.30 $5.60 0.4% 32%
20260812 $8.45 $5.30 0.4% 32%
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%