NRIX · Expected Move

Nurix Therapeutics, Inc. Common stock

The expected move for NRIX 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).

NRIX 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 NRIX Expected Move
30-Day Straddle
$4.65
7-Day Straddle
$2.38
30-Day ATM IV
79.6%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to NRIX'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.
NRIX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $4.65 $2.38 79.6% 23%
20261008 $4.45 $2.05 75.9% 18%
20261007 $5.38 $2.42 85.4% 31%
20261006 $5.55 $2.78 86.7% 33%
20261005 $5.55 $5.18 102.4% 56%
20261002 $3.33 $3.33 86.2% 33%
20261001 $3.17 $3.17 76.9% 19%
20260930 $3.88 $3.88 92.3% 41%
20260929 $2.62 $2.62 91.3% 37%
20260928 $3.80 $3.80 81.1% 24%
20260925 $3.42 $3.42 78.4% 20%
20260924 $4.58 $4.58 85.2% 29%
20260923 $2.52 $2.52 84.1% 28%
20260922 $3.33 $3.33 72.9% 12%
20260921 $3.65 $3.65 90.5% 36%
20260918 $3.58 $2.00 63.7% 0%
20260917 $4.05 $1.60 85.6% 29%
20260916 $5.25 $1.30 91.3% 37%
20260915 $4.22 $3.28 85.8% 30%
20260914 $5.38 $1.60 87.3% 32%
20260911 $5.50 $3.10 86.2% 30%
20260910 $5.53 $4.10 74.8% 15%
20260909 $4.62 $3.20 75.3% 15%
20260908 $5.53 $3.15 89.1% 34%
20260904 $4.75 $4.53 86.4% 30%
20260903 $5.25 $3.90 75.7% 16%
20260902 $5.00 $5.00 84.1% 27%
20260901 $5.08 $5.08 87.1% 31%
20260831 $4.97 $4.97 72.7% 12%
20260828 $3.55 $3.55 73.8% 13%
20260827 $5.20 $5.20 87.0% 31%
20260826 $5.12 $5.12 85.3% 29%
20260825 $4.42 $4.42 76.3% 17%
20260824 $4.15 $4.15 76.0% 16%
20260821 $4.25 $2.42 64.1% 0%
20260820 $5.43 $4.75 87.9% 32%
20260819 $5.30 $4.93 84.0% 27%
20260818 $5.15 $5.03 82.6% 25%
20260817 $5.47 $4.90 85.2% 29%
20260814 $5.20 $2.15 78.5% 20%
20260813 $5.42 $2.25 80.5% 22%
20260812 $5.20 $5.00 78.0% 19%
20260811 $4.35 $4.10 75.5% 16%
20260810 $4.55 $5.00 64.1% 0%
20260807 — — 80.3% 5%
20260806 $5.25 $3.98 88.0% 18%
20260805 $4.17 $4.17 88.9% 19%
20260804 $3.95 $3.95 81.9% 7%
20260803 $5.10 $5.10 97.7% 34%
20260731 $5.00 $5.00 97.6% 34%
20260730 $3.62 $3.62 79.6% 3%
20260729 $5.05 $5.05 89.3% 16%
20260728 $4.97 $4.97 92.1% 20%
20260727 $4.97 $4.97 95.1% 24%
20260724 $5.12 $5.12 95.4% 25%
20260723 $5.50 $5.50 98.3% 29%
20260722 $5.20 $5.20 94.8% 24%
20260721 $5.00 $5.00 93.5% 22%
20260720 $5.08 $5.08 96.3% 26%
20260716 $5.47 $4.35 80.2% 4%

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.