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
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 NOA Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.05
30-Day ATM IV
62.3%
IV Rank
32%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.38 | $1.05 | 62.3% | 32% |
| 20261112 | $1.82 | $1.27 | 58.5% | 27% |
| 20261111 | $1.47 | $1.27 | 59.8% | 29% |
| 20261110 | $2.02 | $1.80 | 77.7% | 53% |
| 20261109 | $1.15 | $1.25 | 64.2% | 35% |
| 20261106 | $1.20 | $1.48 | 68.7% | 41% |
| 20261105 | $4.90 | $3.10 | 38.7% | 0% |
| 20261104 | $1.65 | $1.65 | 70.3% | 40% |
| 20261103 | $1.90 | $1.90 | 64.2% | 31% |
| 20261102 | $1.60 | $1.60 | 74.7% | 47% |
| 20261030 | $2.60 | $2.60 | 67.4% | 36% |
| 20261029 | $3.35 | $3.35 | 60.3% | 26% |
| 20261028 | $3.30 | $3.30 | 108.4% | 95% |
| 20261027 | $2.48 | $2.48 | 77.2% | 50% |
| 20261026 | $1.75 | $1.75 | 68.1% | 37% |
| 20261023 | $1.70 | $1.70 | 79.8% | 54% |
| 20261022 | $3.00 | $3.00 | 77.3% | 50% |
| 20261021 | $1.77 | $1.77 | 89.3% | 67% |
| 20261020 | $2.62 | $2.62 | 67.0% | 35% |
| 20261019 | $2.08 | $2.08 | 73.6% | 45% |
| 20261016 | $2.42 | $1.52 | 58.8% | 24% |
| 20261015 | $2.02 | $1.55 | 73.4% | 45% |
| 20261014 | $1.45 | $0.95 | 61.3% | 27% |
| 20261013 | $1.07 | $1.15 | 64.0% | 31% |
| 20261012 | $2.33 | $2.12 | 50.7% | 12% |
| 20261009 | $1.72 | $1.98 | 63.1% | 30% |
| 20261008 | $1.88 | $2.15 | 60.4% | 26% |
| 20261007 | $1.73 | $1.07 | 56.3% | 20% |
| 20261006 | $1.57 | $0.82 | 48.7% | 9% |
| 20261005 | $1.62 | $0.95 | 49.2% | 10% |
| 20261002 | $1.02 | $1.02 | 62.9% | 30% |
| 20261001 | $0.90 | $0.90 | 54.6% | 18% |
| 20260930 | $2.23 | $2.23 | 56.7% | 21% |
| 20260929 | $1.25 | $1.25 | 58.3% | 23% |
| 20260928 | $1.52 | $1.52 | 63.6% | 31% |
| 20260925 | $1.52 | $1.52 | 50.0% | 11% |
| 20260924 | $1.15 | $1.15 | 54.8% | 18% |
| 20260923 | $1.02 | $1.02 | 45.8% | 5% |
| 20260922 | $1.68 | $1.68 | 60.4% | 26% |
| 20260921 | $1.08 | $1.08 | 44.5% | 3% |
| 20260918 | $1.07 | $0.68 | 42.3% | 0% |
| 20260917 | $1.38 | $0.57 | 49.6% | 8% |
| 20260916 | $1.95 | $1.30 | 61.9% | 26% |
| 20260915 | $1.20 | $0.68 | 44.6% | 0% |
| 20260914 | $1.80 | $1.38 | 46.8% | 3% |
| 20260911 | $1.80 | $1.62 | 53.1% | 12% |
| 20260910 | $2.57 | $1.77 | 67.1% | 33% |
| 20260909 | $2.12 | $1.35 | 58.4% | 20% |
| 20260908 | $1.85 | $1.27 | 54.2% | 14% |
| 20260904 | $2.08 | $1.32 | 68.7% | 35% |
| 20260903 | $1.75 | $1.48 | 54.7% | 15% |
| 20260902 | $1.18 | $1.18 | 53.8% | 13% |
| 20260901 | $1.15 | $1.15 | 53.2% | 12% |
| 20260831 | $1.95 | $1.95 | 54.3% | 14% |
| 20260828 | $1.68 | $1.68 | 58.7% | 21% |
| 20260827 | $1.23 | $1.23 | 62.5% | 26% |
| 20260826 | $1.75 | $1.75 | 68.0% | 34% |
| 20260825 | $1.45 | $1.45 | 61.3% | 24% |
| 20260824 | $1.80 | $1.80 | 58.9% | 21% |
| 20260821 | $1.75 | $2.33 | 52.0% | 11% |
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.