NNN · Expected Move
NNN REIT, Inc.
The expected move for NNN 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).
NNN 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 NNN Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$3.90
30-Day ATM IV
23.4%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to NNN'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.
NNN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.45 | $3.90 | 23.4% | 73% |
| 20261015 | $2.52 | $1.70 | 22.9% | 69% |
| 20261014 | $2.28 | $1.07 | 22.9% | 69% |
| 20261013 | $2.75 | $0.85 | 26.4% | 97% |
| 20261012 | $2.35 | $1.00 | 22.7% | 67% |
| 20261009 | $2.40 | $1.00 | 22.2% | 63% |
| 20261008 | $2.52 | $1.07 | 23.4% | 73% |
| 20261007 | $2.72 | $1.38 | 25.4% | 89% |
| 20261006 | $2.45 | $1.23 | 22.0% | 61% |
| 20261005 | $2.65 | $1.52 | 23.9% | 77% |
| 20261002 | $1.92 | $1.92 | 23.9% | 78% |
| 20261001 | $1.68 | $1.68 | 23.2% | 72% |
| 20260930 | $1.75 | $1.75 | 22.1% | 63% |
| 20260929 | $1.75 | $1.75 | 22.2% | 64% |
| 20260928 | $2.02 | $2.02 | 22.7% | 68% |
| 20260925 | $2.27 | $2.27 | 24.0% | 79% |
| 20260924 | $2.55 | $2.55 | 24.6% | 83% |
| 20260923 | $2.02 | $2.02 | 20.8% | 52% |
| 20260922 | $2.32 | $2.32 | 22.5% | 66% |
| 20260921 | $2.33 | $2.33 | 21.9% | 61% |
| 20260918 | $2.30 | $1.55 | 21.1% | 55% |
| 20260917 | $2.60 | $1.97 | 22.6% | 67% |
| 20260916 | $2.95 | $2.52 | 25.4% | 89% |
| 20260915 | $1.85 | $1.80 | 23.9% | 77% |
| 20260914 | $1.85 | $1.28 | 18.1% | 31% |
| 20260911 | $1.95 | $1.25 | 18.1% | 31% |
| 20260910 | $1.98 | $1.30 | 18.8% | 37% |
| 20260909 | $1.77 | $1.15 | 24.4% | 81% |
| 20260908 | $1.95 | $1.07 | 17.8% | 29% |
| 20260904 | $1.77 | $0.93 | 15.4% | 9% |
| 20260903 | $1.85 | $1.07 | 14.9% | 5% |
| 20260902 | $1.05 | $1.05 | 15.0% | 6% |
| 20260901 | $1.15 | $1.15 | 16.2% | 16% |
| 20260831 | $1.18 | $1.18 | 15.7% | 12% |
| 20260828 | $1.43 | $1.43 | 17.3% | 25% |
| 20260827 | $1.32 | $1.32 | 15.5% | 10% |
| 20260826 | $1.60 | $1.60 | 17.2% | 24% |
| 20260825 | $1.73 | $1.73 | 16.6% | 18% |
| 20260824 | $1.85 | $1.85 | 18.3% | 33% |
| 20260821 | $1.77 | $1.27 | 17.2% | 23% |
| 20260820 | $2.00 | $1.25 | 18.3% | 32% |
| 20260819 | $2.08 | $1.22 | 20.5% | 50% |
| 20260818 | $2.17 | $1.15 | 19.2% | 40% |
| 20260817 | $2.20 | $1.73 | 19.6% | 43% |
| 20260814 | $2.40 | $1.43 | 20.1% | 47% |
| 20260813 | $2.42 | $1.50 | 21.0% | 54% |
| 20260812 | $2.20 | $1.27 | 18.9% | 37% |
| 20260811 | $2.17 | $1.15 | 18.5% | 34% |
| 20260810 | $2.62 | $1.90 | 21.5% | 58% |
| 20260807 | — | — | 20.5% | 50% |
| 20260806 | $3.67 | $3.10 | 23.5% | 74% |
| 20260805 | $2.55 | $2.55 | 19.1% | 39% |
| 20260804 | $2.90 | $2.90 | 25.5% | 90% |
| 20260803 | $3.08 | $3.08 | 23.2% | 72% |
| 20260731 | $2.95 | $2.95 | 21.9% | 61% |
| 20260730 | $2.62 | $2.62 | 22.6% | 67% |
| 20260729 | $2.23 | $2.23 | 18.8% | 36% |
| 20260728 | $2.02 | $2.02 | 20.2% | 47% |
| 20260727 | $2.15 | $2.15 | 20.3% | 48% |
| 20260724 | $2.15 | $2.15 | 19.5% | 42% |
More on NNN
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.