NRGV · Expected Move

Energy Vault Holdings, Inc.

The expected move for NRGV 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).

NRGV straddle price & implied vol

60 sessions

Bars: 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 NRGV Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.50
30-Day ATM IV
124.1%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to NRGV'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.
NRGV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $0.50 $0.50 124.1% 52%
20261022 $0.73 $0.73 123.5% 51%
20261021 $0.70 $0.70 116.6% 40%
20261020 $0.80 $0.80 119.2% 44%
20261019 $0.85 $0.85 122.4% 49%
20261016 $0.85 $0.20 116.4% 40%
20261015 $0.88 $0.20 117.7% 42%
20261014 $0.80 $0.20 106.2% 24%
20261013 $0.88 $0.28 110.3% 30%
20261012 $0.85 $0.28 105.7% 23%
20261009 $0.97 $0.40 — —
20261008 $1.00 $0.30 106.0% 23%
20261007 $1.12 $0.40 110.0% 30%
20261006 $1.27 $0.48 110.2% 30%
20261005 $1.27 $0.47 108.2% 27%
20261002 $0.57 $0.57 102.9% 18%
20261001 $0.53 $0.53 101.8% 17%
20260930 $0.60 $0.60 104.2% 20%
20260929 $0.62 $0.62 106.3% 24%
20260928 $0.68 $0.68 103.8% 20%
20260925 $0.75 $0.75 96.7% 9%
20260924 $0.82 $0.82 97.3% 10%
20260923 $0.90 $0.90 103.5% 19%
20260922 $0.93 $0.93 97.9% 10%
20260921 $0.88 $0.88 98.0% 11%
20260918 $0.90 $0.40 91.3% 0%
20260917 $0.95 $0.28 98.3% 11%
20260916 $0.90 $0.35 99.3% 12%
20260915 $0.88 $0.45 91.6% 0%
20260914 $1.02 $0.50 106.7% 20%
20260911 $1.07 $0.50 98.9% 8%
20260910 $1.05 $0.53 101.3% 12%
20260909 $1.20 $0.60 105.8% 19%
20260908 $1.17 $0.62 103.5% 15%
20260904 $1.10 $0.57 97.6% 5%
20260903 $1.07 $0.68 98.9% 8%
20260902 $0.68 $0.68 100.3% 10%
20260901 $0.60 $0.60 95.8% 2%
20260831 $0.60 $0.60 101.3% 12%
20260828 $0.65 $0.65 102.1% 13%
20260827 $0.65 $0.65 94.3% 0%
20260826 $0.78 $0.78 109.1% 15%
20260825 $0.82 $0.82 101.3% 1%
20260824 $0.78 $0.78 102.6% 3%
20260821 $1.00 $0.20 110.5% 18%
20260820 $0.88 $2.17 107.9% 13%
20260819 $0.98 $0.33 107.4% 19%
20260818 $0.93 $0.40 111.9% 27%
20260817 $1.05 $0.43 110.9% 25%
20260814 $1.10 $0.47 109.3% 22%
20260813 $1.00 $0.42 108.9% 29%
20260812 $1.15 $0.65 115.8% 40%
20260811 $1.15 $0.85 135.1% 70%
20260810 $1.20 $0.88 141.1% 79%
20260807 — — 154.6% 100%
20260806 $1.02 $0.68 131.0% 68%
20260805 $0.70 $0.70 129.4% 66%
20260804 $0.93 $0.93 131.9% 70%
20260803 $0.77 $0.77 147.5% 96%
20260731 $0.75 $0.75 122.5% 54%

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.