NRC · Expected Move
NRC Health Common Stock
The expected move for NRC 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).
NRC 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 NRC Expected Move
30-Day Straddle
$3.15
7-Day Straddle
$2.25
30-Day ATM IV
40.8%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to NRC'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.
NRC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.15 | $2.25 | 40.8% | 7% |
| 20261106 | $0.00 | $0.00 | 43.5% | 10% |
| 20261105 | $0.00 | $0.00 | 43.9% | 11% |
| 20261104 | $0.00 | $0.00 | 40.0% | 5% |
| 20261103 | $0.00 | $0.00 | 59.5% | 33% |
| 20261102 | $0.00 | $0.00 | 38.8% | 4% |
| 20261030 | $1.57 | $1.57 | 51.0% | 21% |
| 20261029 | $0.00 | $0.00 | 45.8% | 14% |
| 20261028 | $0.00 | $0.00 | 106.3% | 100% |
| 20261027 | $0.00 | $0.00 | 78.6% | 76% |
| 20261026 | $0.00 | $0.00 | 50.4% | 25% |
| 20261023 | $0.00 | $0.00 | 66.7% | 55% |
| 20261022 | $4.28 | $4.28 | 92.0% | 100% |
| 20261021 | $0.00 | $0.00 | 46.9% | 26% |
| 20261020 | $0.00 | $0.00 | 46.1% | 24% |
| 20261019 | $0.00 | $0.00 | 59.7% | 57% |
| 20261016 | $2.47 | $0.55 | 51.3% | 37% |
| 20261015 | $2.27 | $1.12 | 61.6% | 62% |
| 20261014 | $2.42 | $0.70 | 45.7% | 23% |
| 20261013 | $1.75 | $0.57 | 45.2% | 22% |
| 20261012 | $2.47 | $0.82 | 45.5% | 22% |
| 20261009 | $2.05 | $0.82 | 38.2% | 5% |
| 20261008 | $2.53 | $0.95 | 45.2% | 22% |
| 20261007 | $2.62 | $1.05 | 48.9% | 31% |
| 20261006 | $2.60 | $1.00 | 45.5% | 23% |
| 20261005 | $2.83 | $1.30 | 47.1% | 27% |
| 20261002 | $2.00 | $2.00 | 47.7% | 28% |
| 20261001 | $1.52 | $1.52 | 56.4% | 49% |
| 20260930 | $1.80 | $1.80 | 43.8% | 18% |
| 20260929 | $1.73 | $1.73 | 44.1% | 19% |
| 20260928 | $1.50 | $1.50 | 47.0% | 26% |
| 20260925 | $1.52 | $1.52 | 45.0% | 21% |
| 20260924 | $1.62 | $1.62 | 44.2% | 19% |
| 20260923 | $1.88 | $1.88 | 41.9% | 14% |
| 20260922 | $1.90 | $1.90 | 42.1% | 14% |
| 20260921 | $2.08 | $2.08 | 42.3% | 15% |
| 20260918 | $1.93 | $3.50 | 41.0% | 12% |
| 20260917 | $2.15 | $1.00 | 43.6% | 18% |
| 20260916 | $2.10 | $0.68 | 41.3% | 12% |
| 20260915 | $2.17 | $0.97 | 41.8% | 14% |
| 20260914 | $2.27 | $0.80 | 43.1% | 17% |
| 20260911 | $2.35 | $1.45 | 43.2% | 17% |
| 20260910 | $2.55 | $1.42 | 44.6% | 20% |
| 20260909 | $2.48 | $1.50 | 44.7% | 21% |
| 20260908 | $2.60 | $1.73 | 45.4% | 22% |
| 20260904 | $2.70 | $1.70 | 44.8% | 21% |
| 20260903 | $2.55 | $1.75 | 41.0% | 12% |
| 20260902 | $1.23 | $1.23 | 37.3% | 2% |
| 20260901 | $1.50 | $1.50 | 43.6% | 18% |
| 20260831 | $1.70 | $1.70 | 41.9% | 14% |
| 20260828 | $1.55 | $1.55 | 37.3% | 3% |
| 20260827 | $1.65 | $1.65 | 39.4% | 8% |
| 20260826 | $1.75 | $1.75 | 39.2% | 7% |
| 20260825 | $1.80 | $1.80 | 41.3% | 11% |
| 20260824 | $1.80 | $1.80 | 40.3% | 9% |
| 20260821 | $1.88 | $1.88 | 38.3% | 5% |
| 20260820 | $1.83 | $2.00 | 37.3% | 2% |
| 20260819 | $1.92 | $0.67 | 38.2% | 4% |
| 20260818 | $1.85 | $0.75 | 36.8% | 1% |
| 20260817 | $1.98 | $1.38 | 37.9% | 3% |
More on NRC
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.