NSSC (Napco Security Technologies, Inc)
Expected Move & Straddle Price History
The expected move for NSSC 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).
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.
Current NSSC Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$2.12
Avg IV
0.8%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to NSSC'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.
NSSC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260811 | $5.05 | $2.12 | 0.8% | 40% |
| 20260810 | $5.50 | $2.62 | 0.9% | 48% |
| 20260806 | $5.70 | $3.65 | 0.6% | 15% |
| 20260805 | $3.67 | $3.67 | 0.9% | 47% |
| 20260804 | $3.62 | $3.62 | 0.7% | 21% |
| 20260803 | $3.40 | $3.40 | 0.7% | 28% |
| 20260731 | $3.65 | $3.65 | 0.7% | 20% |
| 20260730 | $3.47 | $3.47 | 0.7% | 24% |
| 20260729 | $3.65 | $3.65 | 0.8% | 38% |
| 20260728 | $3.62 | $3.62 | 0.7% | 19% |
| 20260727 | $3.67 | $3.67 | 0.5% | 6% |
| 20260724 | $3.88 | $3.88 | 0.8% | 36% |
| 20260723 | $4.03 | $4.03 | 0.6% | 14% |
| 20260722 | $4.53 | $4.53 | 0.8% | 32% |
| 20260721 | $3.67 | $3.67 | 0.6% | 14% |
| 20260720 | $4.28 | $4.28 | 0.7% | 25% |
| 20260716 | $3.58 | $1.85 | 0.6% | 13% |
| 20260715 | $3.48 | $2.23 | 0.6% | 17% |
| 20260714 | $4.05 | $1.88 | 0.6% | 17% |
| 20260713 | $3.88 | $3.17 | 0.7% | 23% |
| 20260710 | $5.03 | $2.70 | 0.6% | 14% |
| 20260709 | $4.62 | $2.67 | 0.5% | 5% |
| 20260708 | $4.38 | $2.80 | 0.6% | 12% |
| 20260707 | $4.65 | $2.55 | 0.5% | 2% |
| 20260706 | $4.60 | $2.58 | 0.5% | 0% |
| 20260702 | $3.02 | $3.02 | 0.8% | 29% |
| 20260701 | $2.75 | $2.75 | 0.6% | 12% |
| 20260630 | $3.17 | $3.17 | 0.7% | 14% |
| 20260629 | $3.35 | $3.35 | 0.7% | 19% |
| 20260626 | $3.30 | $3.30 | 0.7% | 18% |
| 20260625 | $3.33 | $3.33 | 0.8% | 31% |
| 20260624 | $4.92 | $4.92 | 0.9% | 40% |
| 20260623 | $4.47 | $4.47 | 0.8% | 30% |
| 20260622 | $5.20 | $5.20 | 0.7% | 21% |
| 20260618 | $3.98 | $3.15 | 0.7% | 13% |
| 20260617 | $4.70 | $2.58 | 0.9% | 38% |
| 20260616 | $3.83 | $2.98 | 0.7% | 19% |
| 20260615 | $4.92 | $2.38 | 0.7% | 23% |
| 20260613 | $4.83 | $2.83 | 0.7% | 14% |
| 20260612 | $4.83 | $2.73 | 0.7% | 13% |
| 20260611 | $4.15 | $3.20 | 0.6% | 2% |
| 20260610 | $4.20 | $3.35 | 0.6% | 4% |
| 20260609 | $4.15 | $2.58 | 0.6% | 7% |
| 20260608 | $2.88 | $2.90 | 0.6% | 0% |
| 20260605 | $4.15 | $2.05 | 0.6% | 11% |
| 20260604 | $4.93 | $2.65 | 0.6% | 3% |
| 20260603 | $4.95 | $2.78 | 0.6% | 2% |
| 20260602 | $2.75 | $2.75 | 1.2% | 74% |
| 20260601 | $3.58 | $3.58 | 1.1% | 70% |
| 20260529 | $3.75 | $3.75 | 1.0% | 56% |
| 20260528 | $3.75 | $3.75 | 1.0% | 56% |
| 20260527 | $3.15 | $3.15 | 1.0% | 54% |
| 20260526 | $3.35 | $3.35 | 0.9% | 50% |
| 20260510 | $4.92 | $2.95 | 0.7% | 27% |
| 20260508 | $4.92 | $2.95 | 0.7% | 25% |
| 20260507 | $4.53 | $3.65 | 0.7% | 22% |
| 20260506 | $4.85 | $3.50 | 0.7% | 24% |
| 20260505 | $4.97 | $3.53 | 0.7% | 22% |
| 20260504 | $4.97 | $3.10 | 0.8% | 28% |
| 20260502 | $6.00 | $6.00 | 1.4% | 100% |