NOMD · Expected Move
Nomad Foods Limited
The expected move for NOMD 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).
NOMD 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 NOMD Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$0.75
30-Day ATM IV
31.6%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to NOMD'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.
NOMD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.02 | $0.75 | 31.6% | 10% |
| 20261106 | $3.38 | $1.00 | 51.4% | 50% |
| 20261105 | $0.97 | $0.82 | 42.1% | 31% |
| 20261104 | $0.62 | $0.62 | — | — |
| 20261103 | $0.88 | $0.88 | — | — |
| 20261102 | $0.85 | $0.85 | 36.9% | 21% |
| 20261030 | $1.05 | $1.05 | 42.9% | 33% |
| 20261029 | $1.10 | $1.10 | 39.4% | 26% |
| 20261028 | $1.15 | $1.15 | 43.9% | 35% |
| 20261027 | $1.15 | $1.15 | — | — |
| 20261026 | $1.07 | $1.07 | 38.6% | 24% |
| 20261023 | $1.03 | $1.03 | — | — |
| 20261022 | $0.97 | $0.97 | 34.5% | 16% |
| 20261021 | $1.12 | $1.12 | — | — |
| 20261020 | $1.10 | $1.10 | 38.2% | 24% |
| 20261019 | $1.23 | $1.23 | 39.1% | 25% |
| 20261016 | $1.23 | $0.90 | 37.3% | 22% |
| 20261015 | $1.40 | $0.78 | 38.5% | 24% |
| 20261014 | $1.80 | $1.05 | 47.8% | 43% |
| 20261013 | $1.40 | $1.10 | — | — |
| 20261012 | $1.55 | $1.45 | 38.9% | 25% |
| 20261009 | $1.45 | $1.50 | 76.1% | 100% |
| 20261008 | $1.40 | $1.55 | 49.3% | 48% |
| 20261007 | $1.40 | $2.42 | 43.0% | 35% |
| 20261006 | $1.43 | $1.15 | 50.9% | 52% |
| 20261005 | $1.15 | $1.10 | 42.8% | 35% |
| 20261002 | $1.27 | $1.27 | 49.4% | 49% |
| 20261001 | $0.97 | $0.97 | 57.4% | 66% |
| 20260930 | $10.57 | $10.57 | 36.7% | 22% |
| 20260929 | $0.80 | $0.80 | 43.9% | 37% |
| 20260928 | $0.95 | $0.95 | 38.0% | 24% |
| 20260925 | $0.95 | $0.95 | 38.4% | 25% |
| 20260924 | $0.97 | $0.97 | 39.7% | 28% |
| 20260923 | $0.85 | $0.85 | 35.5% | 19% |
| 20260922 | $0.93 | $0.93 | 38.8% | 26% |
| 20260921 | $0.92 | $0.92 | 37.2% | 23% |
| 20260918 | $0.97 | $0.62 | 36.5% | 21% |
| 20260917 | $1.30 | $1.12 | — | — |
| 20260916 | $1.80 | $1.60 | 51.4% | 53% |
| 20260915 | $1.30 | $0.70 | 49.2% | 48% |
| 20260914 | $1.88 | $1.27 | 49.9% | 50% |
| 20260911 | $1.23 | $1.30 | 45.8% | 41% |
| 20260910 | $1.62 | $1.30 | 48.2% | 46% |
| 20260909 | $1.65 | $2.73 | 50.6% | 51% |
| 20260908 | $1.02 | $1.00 | 46.8% | 43% |
| 20260904 | $1.12 | $1.10 | 31.6% | 11% |
| 20260903 | $11.07 | $1.00 | 41.9% | 33% |
| 20260902 | $0.92 | $0.92 | 58.0% | 67% |
| 20260901 | $0.83 | $0.83 | 53.8% | 58% |
| 20260831 | $0.83 | $0.83 | 54.6% | 60% |
| 20260828 | $0.60 | $0.60 | 43.0% | 35% |
| 20260827 | $0.57 | $0.57 | 26.7% | 0% |
| 20260826 | $0.98 | $0.98 | 29.9% | 7% |
| 20260825 | $0.60 | $0.60 | 34.9% | 18% |
| 20260824 | $0.70 | $0.70 | 29.2% | 6% |
| 20260821 | $1.05 | $0.70 | 36.7% | 22% |
| 20260820 | $0.88 | $0.88 | 56.4% | 64% |
| 20260819 | $0.85 | $0.55 | 33.5% | 15% |
| 20260818 | $1.20 | $1.07 | 41.5% | 32% |
| 20260817 | $1.07 | $1.15 | 43.9% | 37% |
More on NOMD
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.