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
$3.30
7-Day Straddle
$3.30
Avg IV
0.7%
IV Rank
18%
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 |
|---|---|---|---|---|
| 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% |
| 20260501 | $5.15 | $5.15 | 1.1% | 78% |
| 20260430 | $5.43 | $5.43 | 1.1% | 70% |
| 20260429 | $5.60 | $5.60 | 1.0% | 57% |
| 20260428 | $4.75 | $4.75 | 0.9% | 51% |
| 20260427 | $4.58 | $4.58 | 1.0% | 58% |
| 20260424 | $5.35 | $5.35 | 0.9% | 46% |
| 20260423 | $4.65 | $4.65 | 1.0% | 59% |
| 20260422 | $5.55 | $5.55 | 1.0% | 56% |
| 20260421 | $5.43 | $5.43 | 0.9% | 51% |
| 20260420 | $5.22 | $5.22 | 0.8% | 39% |
| 20260417 | $5.40 | $2.42 | 0.8% | 37% |
| 20260416 | $5.33 | $2.25 | 0.7% | 20% |
| 20260415 | $5.32 | $2.45 | 0.7% | 21% |
| 20260414 | $5.50 | $1.77 | 0.8% | 30% |
| 20260413 | $5.35 | $2.83 | 0.7% | 15% |
| 20260410 | $6.05 | $3.45 | 0.6% | 13% |
| 20260409 | $5.70 | $4.10 | 0.7% | 19% |
| 20260408 | $6.70 | $3.17 | 0.8% | 25% |
| 20260407 | $5.82 | $4.03 | 0.7% | 14% |
| 20260406 | $5.18 | $3.20 | 0.7% | 12% |
| 20260402 | $5.92 | $3.62 | 0.7% | 13% |
| 20260401 | $3.30 | $3.30 | 1.0% | 40% |
| 20260331 | $3.45 | $3.45 | 0.8% | 28% |
| 20260330 | $3.72 | $3.72 | 0.9% | 36% |
| 20260327 | $4.38 | $4.38 | 0.8% | 27% |
| 20260326 | $3.65 | $3.65 | 0.8% | 24% |
| 20260325 | $3.90 | $3.90 | 0.8% | 22% |
| 20260324 | $3.67 | $3.67 | 0.7% | 17% |
| 20260323 | $4.22 | $4.22 | 0.7% | 14% |