NOVT (Novanta Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for NOVT 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).

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.

Current NOVT Expected Move
30-Day Straddle
$18.15
7-Day Straddle
$18.15
Avg IV
0.9%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to NOVT'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.
NOVT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260730 $18.15 $18.15 0.9% 49%
20260729 $18.90 $18.90 0.8% 46%
20260728 $19.15 $19.15 0.9% 57%
20260727 $19.40 $19.40 0.9% 57%
20260724 $19.40 $19.40 0.9% 53%
20260723 $20.70 $20.70 0.8% 32%
20260722 $20.45 $20.45 0.8% 45%
20260721 $21.05 $21.05 0.9% 49%
20260720 $21.65 $21.65 0.8% 38%
20260716 $22.80 $5.65 0.7% 20%
20260715 $21.95 $6.25 0.7% 28%
20260714 $22.55 $6.92 0.8% 37%
20260713 $24.05 $8.07 0.8% 39%
20260710 $24.60 $9.68 0.7% 17%
20260709 $24.95 $10.70 0.8% 36%
20260708 $24.60 $10.90 0.8% 34%
20260707 $24.40 $12.35 0.8% 35%
20260706 $27.75 $13.35 0.8% 37%
20260702 $14.00 $14.00 0.7% 26%
20260701 $14.70 $14.70 0.9% 65%
20260630 $14.35 $14.35 0.9% 56%
20260629 $15.00 $15.00 0.7% 24%
20260626 $14.75 $14.75 0.7% 26%
20260625 $16.45 $16.45 0.8% 39%
20260624 $15.50 $15.50 0.8% 31%
20260623 $16.25 $16.25 0.7% 24%
20260622 $17.05 $17.05 0.8% 34%
20260618 $17.45 $2.42 0.7% 17%
20260617 $17.40 $4.72 0.7% 11%
20260616 $18.05 $6.47 0.8% 31%
20260615 $18.95 $8.55 0.7% 14%
20260613 $21.10 $9.65 0.6% 8%
20260612 $20.90 $9.60 0.7% 18%
20260611 $21.10 $9.72 0.6% 2%
20260610 $21.80 $11.65 0.7% 19%
20260609 $22.25 $12.30 0.7% 15%
20260608 $23.80 $13.65 0.7% 23%
20260605 $22.95 $13.65 0.7% 16%
20260604 $23.70 $14.40 0.7% 12%
20260603 $24.50 $15.15 0.6% 10%
20260602 $16.70 $16.70 0.9% 55%
20260601 $16.90 $16.90 0.9% 57%
20260529 $15.75 $15.75 0.8% 38%
20260528 $16.35 $16.35 0.8% 39%
20260527 $17.05 $17.05 0.8% 34%
20260526 $18.10 $18.10 0.8% 35%
20260522 $17.50 $17.50 0.7% 21%
20260521 $16.15 $16.15 0.6% 9%
20260520 $17.70 $17.70 0.6% 0%
20260519 $17.60 $17.60 0.7% 27%
20260518 $18.25 $18.25 0.6% 17%
20260515 $18.55 $3.55 0.7% 25%
20260514 $19.05 $4.47 0.7% 24%
20260513 $20.35 $6.65 0.7% 25%
20260512 $21.00 $5.85 0.7% 26%
20260511 $19.95 $11.10 0.7% 28%
20260510 $21.45 $12.90 0.7% 21%
20260508 $21.45 $12.90 0.7% 25%
20260507 $21.95 $13.40 0.7% 24%
20260506 $21.95 $13.60 0.7% 22%