NNOX · Expected Move
NANO-X IMAGING LTD Ordinary Shares
The expected move for NNOX 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).
NNOX 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 NNOX Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.32
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to NNOX'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.
NNOX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.38 | $1.32 | — | — |
| 20261015 | $1.48 | $0.42 | — | — |
| 20261014 | $2.12 | $2.00 | — | — |
| 20261013 | $10.18 | $0.93 | — | — |
| 20261012 | $2.30 | $0.38 | — | — |
| 20261009 | $10.35 | $10.03 | 657.8% | 85% |
| 20261008 | $11.35 | $1.43 | 586.9% | 75% |
| 20261007 | $1.70 | $0.50 | — | — |
| 20261006 | $0.47 | $10.03 | 753.6% | 100% |
| 20261005 | $10.38 | $10.12 | — | — |
| 20261002 | $1.18 | $1.18 | — | — |
| 20261001 | $0.48 | $0.48 | 320.5% | 36% |
| 20260930 | $0.38 | $0.38 | — | — |
| 20260929 | $0.95 | $0.95 | — | — |
| 20260928 | $0.40 | $0.40 | — | — |
| 20260925 | $0.45 | $0.45 | — | — |
| 20260924 | $0.40 | $0.40 | — | — |
| 20260923 | $0.17 | $0.17 | 756.4% | 100% |
| 20260922 | $0.42 | $0.42 | — | — |
| 20260921 | $0.55 | $0.55 | — | — |
| 20260918 | $0.75 | $0.25 | — | — |
| 20260917 | $0.28 | $0.40 | 131.3% | 19% |
| 20260916 | $0.38 | $0.38 | — | — |
| 20260915 | $0.88 | $0.68 | — | — |
| 20260914 | $0.80 | $0.55 | — | — |
| 20260911 | $0.90 | $0.70 | — | — |
| 20260910 | $0.90 | $0.28 | — | — |
| 20260909 | $0.20 | $0.25 | 249.2% | 61% |
| 20260908 | $1.43 | $0.17 | 130.7% | 19% |
| 20260904 | $0.25 | $0.23 | 233.4% | 55% |
| 20260903 | $10.38 | $0.45 | — | — |
| 20260902 | $0.23 | $0.23 | — | — |
| 20260901 | $0.20 | $0.20 | — | — |
| 20260831 | $0.17 | $0.17 | — | — |
| 20260828 | $0.17 | $0.17 | — | — |
| 20260827 | $0.20 | $0.20 | — | — |
| 20260826 | $0.20 | $0.20 | 316.5% | 85% |
| 20260825 | $0.73 | $0.73 | — | — |
| 20260824 | $0.20 | $0.20 | — | — |
| 20260821 | $0.35 | $0.17 | — | — |
| 20260820 | $0.47 | $0.15 | — | — |
| 20260819 | $0.47 | $0.12 | — | — |
| 20260818 | $0.30 | $0.15 | 321.4% | 87% |
| 20260817 | $0.47 | $0.10 | — | — |
| 20260814 | $7.65 | $0.75 | 358.9% | 100% |
| 20260813 | $0.20 | $0.10 | 359.0% | 100% |
| 20260812 | $1.82 | $0.12 | 136.1% | 43% |
| 20260811 | $7.92 | $0.25 | 124.9% | 35% |
| 20260810 | $1.00 | $0.57 | 159.6% | 60% |
| 20260806 | $0.75 | $10.07 | 165.5% | 64% |
| 20260805 | $0.15 | $0.15 | 182.9% | 77% |
| 20260804 | $0.20 | $0.20 | 151.8% | 54% |
| 20260803 | $0.25 | $0.25 | 139.2% | 45% |
| 20260731 | $0.17 | $0.17 | 91.5% | 10% |
| 20260730 | $0.20 | $0.20 | 147.4% | 51% |
| 20260729 | $0.23 | $0.23 | 100.7% | 17% |
| 20260728 | $0.25 | $0.25 | 155.9% | 57% |
| 20260727 | $0.25 | $0.25 | 101.4% | 17% |
| 20260724 | $0.20 | $0.20 | 149.2% | 52% |
| 20260723 | $0.23 | $0.23 | 97.0% | 14% |
More on NNOX
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.