NOA · Expected Move
North American Construction Group Ltd.
The expected move for NOA 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).
NOA straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current NOA Expected Move
30-Day Straddle
$1.25
7-Day Straddle
$1.25
Avg IV
187.3%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to NOA'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.
NOA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $1.25 | $1.25 | 187.3% | 84% |
| 20260928 | $1.52 | $1.52 | 177.7% | 78% |
| 20260925 | $1.52 | $1.52 | 144.2% | 55% |
| 20260924 | $1.15 | $1.15 | 151.5% | 60% |
| 20260923 | $1.02 | $1.02 | 115.6% | 35% |
| 20260922 | $1.68 | $1.68 | 116.3% | 36% |
| 20260921 | $1.08 | $1.08 | 190.9% | 87% |
| 20260918 | $1.07 | $0.68 | 175.9% | 77% |
| 20260917 | $1.38 | $0.57 | 168.5% | 72% |
| 20260916 | $1.95 | $1.30 | 146.8% | 57% |
| 20260915 | $1.20 | $0.68 | 83.3% | 13% |
| 20260914 | $1.80 | $1.38 | 137.8% | 51% |
| 20260911 | $1.80 | $1.62 | 93.9% | 21% |
| 20260910 | $2.57 | $1.77 | 73.8% | 6% |
| 20260909 | $2.12 | $1.35 | 78.9% | 9% |
| 20260908 | $1.85 | $1.27 | 120.2% | 32% |
| 20260904 | $2.08 | $1.32 | 162.3% | 56% |
| 20260903 | $1.75 | $1.48 | 123.7% | 34% |
| 20260902 | $1.18 | $1.18 | 171.1% | 61% |
| 20260901 | $1.15 | $1.15 | 192.9% | 74% |
| 20260831 | $1.95 | $1.95 | 189.4% | 72% |
| 20260828 | $1.68 | $1.68 | 161.4% | 56% |
| 20260827 | $1.23 | $1.23 | 173.9% | 63% |
| 20260826 | $1.75 | $1.75 | 93.2% | 17% |
| 20260825 | $1.45 | $1.45 | 140.9% | 44% |
| 20260824 | $1.80 | $1.80 | 160.8% | 55% |
| 20260821 | $1.75 | $2.33 | 93.5% | 17% |
| 20260820 | $1.72 | $1.35 | 116.3% | 30% |
| 20260819 | $1.55 | $1.20 | 90.1% | 15% |
| 20260818 | $1.97 | $1.80 | 169.3% | 60% |
| 20260817 | $2.70 | $1.43 | 146.9% | 47% |
| 20260814 | $1.92 | $1.45 | 126.6% | 36% |
| 20260813 | $4.95 | $2.77 | 196.0% | 75% |
| 20260812 | $2.08 | $2.62 | 138.6% | 43% |
| 20260811 | $1.95 | $1.52 | 91.6% | 16% |
| 20260810 | $2.77 | $1.65 | 131.6% | 39% |
| 20260806 | $2.80 | $2.93 | 85.8% | 13% |
| 20260805 | $2.82 | $2.82 | 153.8% | 51% |
| 20260804 | $2.90 | $2.90 | 188.0% | 71% |
| 20260803 | $2.57 | $2.57 | 188.7% | 71% |
| 20260731 | $2.55 | $2.55 | 158.9% | 54% |
| 20260730 | $1.38 | $1.38 | 106.0% | 24% |
| 20260729 | $2.60 | $2.60 | 210.0% | 83% |
| 20260728 | $2.70 | $2.70 | 108.8% | 26% |
| 20260727 | $3.05 | $3.05 | 177.8% | 65% |
| 20260724 | $3.28 | $3.28 | 144.5% | 46% |
| 20260723 | $2.57 | $2.57 | 136.4% | 41% |
| 20260722 | $3.30 | $3.30 | 120.2% | 32% |
| 20260721 | $2.65 | $2.65 | 119.5% | 32% |
| 20260720 | $2.10 | $2.10 | 114.7% | 29% |
| 20260716 | $2.20 | $1.75 | 125.3% | 35% |
| 20260715 | $2.20 | $1.48 | 64.6% | 0% |
| 20260714 | $2.30 | $1.30 | 147.9% | 48% |
| 20260713 | $2.30 | $1.45 | 120.6% | 32% |
| 20260710 | $2.50 | $2.05 | 80.7% | 10% |
| 20260709 | $2.97 | $1.20 | 90.5% | 18% |
| 20260708 | $2.45 | $1.50 | 119.8% | 34% |
| 20260707 | $2.98 | $1.77 | 84.4% | 14% |
| 20260706 | $3.10 | $1.80 | 132.9% | 41% |
More on NOA
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.