NOVT · Expected Move
Novanta Inc. Common Stock
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).
NOVT 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 NOVT Expected Move
30-Day Straddle
$19.75
7-Day Straddle
$19.75
30-Day ATM IV
60.9%
IV Rank
85%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $19.75 | $19.75 | 60.9% | 85% |
| 20261026 | $18.35 | $18.35 | 59.3% | 76% |
| 20261023 | $17.50 | $17.50 | 56.2% | 59% |
| 20261022 | $19.05 | $19.05 | 60.9% | 85% |
| 20261021 | $20.15 | $20.15 | 63.2% | 97% |
| 20261020 | $18.55 | $18.55 | 58.9% | 74% |
| 20261019 | $18.10 | $18.10 | 57.2% | 65% |
| 20261016 | $18.40 | $3.25 | 58.1% | 69% |
| 20261015 | $19.35 | $4.67 | 57.5% | 67% |
| 20261014 | $20.35 | $6.38 | 57.5% | 67% |
| 20261013 | $21.00 | $6.55 | 56.2% | 60% |
| 20261012 | $20.80 | $6.62 | 55.3% | 55% |
| 20261009 | $20.95 | $6.88 | 53.3% | 44% |
| 20261008 | $19.60 | $7.83 | 52.7% | 41% |
| 20261007 | $20.85 | $8.93 | 51.8% | 36% |
| 20261006 | $22.25 | $9.10 | 51.9% | 36% |
| 20261005 | $22.15 | $9.28 | 50.9% | 31% |
| 20261002 | $10.45 | $10.45 | 51.7% | 36% |
| 20261001 | $10.90 | $10.90 | 51.5% | 34% |
| 20260930 | $11.18 | $11.18 | 51.3% | 34% |
| 20260929 | $11.80 | $11.80 | 52.2% | 38% |
| 20260928 | $11.95 | $11.95 | 51.1% | 33% |
| 20260925 | $12.15 | $12.15 | 47.8% | 15% |
| 20260924 | $13.00 | $13.00 | 49.4% | 23% |
| 20260923 | $12.90 | $12.90 | 48.1% | 16% |
| 20260922 | $13.50 | $13.50 | 48.2% | 17% |
| 20260921 | $13.50 | $13.50 | 49.6% | 24% |
| 20260918 | $13.85 | $3.28 | 47.0% | 10% |
| 20260917 | $14.90 | $4.45 | 48.8% | 20% |
| 20260916 | $15.20 | $5.75 | 48.7% | 19% |
| 20260915 | $15.45 | $6.30 | 46.6% | 8% |
| 20260914 | $16.00 | $7.15 | 48.5% | 19% |
| 20260911 | $16.55 | $8.30 | 45.6% | 3% |
| 20260910 | $17.80 | $8.85 | 49.0% | 21% |
| 20260909 | $17.10 | $9.75 | 46.8% | 9% |
| 20260908 | $18.20 | $10.70 | 48.1% | 16% |
| 20260904 | $18.55 | $11.00 | 46.2% | 6% |
| 20260903 | $18.60 | $10.78 | 45.0% | 0% |
| 20260902 | $11.50 | $11.50 | 46.8% | 8% |
| 20260901 | $11.50 | $11.50 | 45.7% | 2% |
| 20260831 | $12.60 | $12.60 | 46.7% | 7% |
| 20260828 | $12.55 | $12.55 | 45.3% | 0% |
| 20260827 | $13.50 | $13.50 | 47.8% | 6% |
| 20260826 | $14.00 | $14.00 | 47.3% | 4% |
| 20260825 | $14.15 | $14.15 | 49.5% | 16% |
| 20260824 | $14.20 | $14.20 | 48.6% | 11% |
| 20260821 | $15.20 | $2.53 | 47.4% | 4% |
| 20260820 | $15.30 | $4.38 | 46.7% | 0% |
| 20260819 | $16.45 | $4.83 | 49.2% | 14% |
| 20260818 | $17.15 | $7.38 | 46.8% | 0% |
| 20260817 | $18.95 | $6.70 | 46.9% | 0% |
| 20260814 | $19.85 | $8.88 | 47.6% | 0% |
| 20260813 | $20.00 | $9.55 | 47.8% | 1% |
| 20260812 | $20.65 | $10.80 | 48.7% | 7% |
| 20260811 | $21.60 | $11.90 | 50.5% | 18% |
| 20260810 | $22.05 | $13.00 | 52.1% | 28% |
| 20260807 | — | — | 52.3% | 29% |
| 20260806 | $25.50 | $16.15 | 53.2% | 34% |
| 20260805 | $17.65 | $17.65 | 60.6% | 80% |
| 20260804 | $18.55 | $18.55 | 61.1% | 83% |
More on NOVT
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.