NRXP · Expected Move
NRX Pharmaceuticals, Inc. Common Stock
The expected move for NRXP 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).
NRXP 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 NRXP Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$0.95
30-Day ATM IV
113.6%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to NRXP'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.
NRXP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $1.05 | $0.95 | 113.6% | 13% |
| 20261002 | $1.07 | $1.07 | 117.4% | 16% |
| 20261001 | $1.02 | $1.02 | 111.7% | 12% |
| 20260930 | $1.02 | $1.02 | 92.8% | 0% |
| 20260929 | $0.60 | $0.60 | 112.3% | 8% |
| 20260928 | $0.58 | $0.58 | 116.7% | 11% |
| 20260925 | $1.15 | $1.15 | 119.4% | 12% |
| 20260924 | $0.93 | $0.93 | 101.3% | 1% |
| 20260923 | $1.25 | $1.25 | 121.9% | 12% |
| 20260922 | $1.43 | $1.43 | 145.3% | 24% |
| 20260921 | $1.52 | $1.52 | 168.9% | 24% |
| 20260918 | $1.40 | $1.27 | 132.6% | 12% |
| 20260917 | $1.50 | $1.20 | 142.5% | 15% |
| 20260916 | $1.18 | $1.10 | 157.2% | 20% |
| 20260915 | $1.10 | $0.80 | 123.6% | 8% |
| 20260914 | $1.60 | $1.65 | 142.3% | 15% |
| 20260911 | $1.02 | $1.23 | 156.0% | 20% |
| 20260910 | $1.35 | $1.40 | — | — |
| 20260909 | $1.15 | $0.88 | 118.5% | 7% |
| 20260908 | $1.73 | $1.32 | 207.7% | 38% |
| 20260904 | $1.55 | $1.47 | 163.1% | 22% |
| 20260903 | $1.55 | $0.90 | 174.3% | 26% |
| 20260902 | $1.23 | $1.23 | 152.3% | 18% |
| 20260901 | $1.33 | $1.33 | 180.7% | 29% |
| 20260831 | $0.88 | $0.88 | 169.8% | 25% |
| 20260828 | $1.00 | $1.00 | 177.4% | 27% |
| 20260827 | $1.02 | $1.02 | 228.0% | 45% |
| 20260826 | $1.07 | $1.07 | 176.9% | 27% |
| 20260825 | $0.92 | $0.92 | 189.0% | 31% |
| 20260824 | $1.12 | $1.12 | 105.5% | 2% |
| 20260821 | $1.60 | $1.57 | 123.6% | 8% |
| 20260820 | $1.60 | $1.50 | 133.8% | 12% |
| 20260819 | $1.10 | $1.02 | 129.2% | 10% |
| 20260818 | $1.02 | $0.62 | — | — |
| 20260817 | $1.27 | $1.38 | — | — |
| 20260814 | $1.20 | $1.25 | — | — |
| 20260813 | $1.43 | $1.75 | — | — |
| 20260812 | $1.30 | $0.97 | 210.8% | 39% |
| 20260811 | $1.18 | $1.07 | — | — |
| 20260810 | $1.65 | $1.05 | 151.6% | 18% |
| 20260806 | $1.05 | $0.82 | 150.4% | 18% |
| 20260805 | $1.23 | $1.23 | 142.6% | 15% |
| 20260804 | $0.80 | $0.80 | 149.8% | 18% |
| 20260803 | $1.30 | $1.30 | 164.1% | 10% |
| 20260731 | $1.45 | $1.45 | 205.6% | 17% |
| 20260730 | $1.18 | $1.18 | 195.7% | 15% |
| 20260729 | $1.55 | $1.55 | 244.5% | 23% |
| 20260728 | $1.83 | $1.83 | — | — |
| 20260727 | $1.62 | $1.62 | — | — |
| 20260724 | $1.50 | $1.50 | — | — |
| 20260723 | $2.77 | $2.77 | 188.4% | 14% |
| 20260722 | $1.15 | $1.15 | 99.8% | 0% |
| 20260721 | $1.30 | $1.30 | 112.0% | 1% |
| 20260720 | $1.30 | $1.30 | 103.0% | 0% |
| 20260716 | $1.88 | $1.43 | 155.1% | 7% |
| 20260715 | $1.75 | $1.33 | 152.7% | 6% |
| 20260714 | $1.92 | $1.30 | 155.6% | 7% |
| 20260713 | $2.15 | $1.35 | 174.2% | 10% |
| 20260710 | $2.30 | $1.45 | 187.2% | 12% |
| 20260709 | $2.20 | $1.40 | 175.5% | 10% |
More on NRXP
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.