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
$21.10
7-Day Straddle
$9.65
Avg IV
0.6%
IV Rank
8%
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
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%
20260505 $21.35 $13.60 0.6% 15%
20260504 $21.00 $13.45 0.6% 14%
20260502 $13.85 $13.85 1.1% 100%
20260501 $14.10 $14.10 1.0% 84%
20260430 $13.35 $13.35 1.0% 89%
20260429 $14.45 $14.45 1.1% 91%
20260428 $14.95 $14.95 0.9% 65%
20260427 $16.45 $16.45 1.0% 81%
20260424 $16.95 $16.95 0.9% 63%
20260423 $16.30 $16.30 0.9% 70%
20260422 $16.30 $16.30 0.8% 42%
20260421 $16.35 $16.35 0.8% 52%
20260420 $16.75 $16.75 0.8% 46%
20260417 $16.70 $2.60 0.8% 55%
20260416 $16.40 $4.47 0.8% 46%
20260415 $17.05 $5.40 0.8% 49%
20260414 $17.45 $5.88 0.8% 41%
20260413 $17.30 $6.35 0.8% 39%
20260410 $17.20 $7.07 0.7% 37%
20260409 $17.50 $7.88 0.8% 41%
20260408 $17.85 $9.68 0.7% 35%
20260407 $18.50 $9.90 0.8% 42%
20260406 $18.20 $8.20 0.8% 38%
20260402 $19.30 $11.57 0.7% 29%
20260401 $12.60 $12.60 0.8% 48%
20260331 $12.85 $12.85 0.8% 44%
20260330 $13.70 $13.70 0.8% 55%
20260327 $13.65 $13.65 0.8% 43%
20260326 $14.30 $14.30 0.8% 39%
20260325 $13.95 $13.95 0.7% 24%
20260324 $14.85 $14.85 0.7% 34%