NSSC · Expected Move
Napco Security Technologies, Inc
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).
NSSC straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current NSSC Expected Move
30-Day Straddle
$2.72
7-Day Straddle
$2.72
Avg IV
119.1%
IV Rank
100%
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 |
|---|---|---|---|---|
| 20260929 | $2.72 | $2.72 | 119.1% | 100% |
| 20260928 | $2.65 | $2.65 | 111.7% | 94% |
| 20260925 | $2.83 | $2.83 | 101.7% | 79% |
| 20260924 | $1.88 | $1.88 | 107.7% | 67% |
| 20260923 | $2.12 | $2.12 | 95.4% | 53% |
| 20260922 | $2.77 | $2.77 | 93.0% | 50% |
| 20260921 | $3.65 | $3.65 | 93.3% | 51% |
| 20260918 | $3.08 | $1.55 | 84.0% | 40% |
| 20260917 | $4.38 | $1.38 | 80.3% | 36% |
| 20260916 | $3.30 | $2.05 | 89.8% | 47% |
| 20260915 | $4.15 | $1.85 | 84.6% | 41% |
| 20260914 | $3.10 | $1.50 | 81.3% | 37% |
| 20260911 | $3.70 | $1.90 | 86.7% | 43% |
| 20260910 | $4.15 | $1.55 | 80.5% | 36% |
| 20260909 | $4.30 | $2.35 | 76.9% | 32% |
| 20260908 | $4.22 | $2.27 | 85.5% | 42% |
| 20260904 | $4.70 | $2.50 | 77.8% | 33% |
| 20260903 | $4.35 | $2.83 | 77.1% | 32% |
| 20260902 | $2.67 | $2.67 | 92.7% | 50% |
| 20260901 | $2.45 | $2.45 | 103.8% | 63% |
| 20260831 | $2.45 | $2.45 | 109.9% | 70% |
| 20260828 | $2.40 | $2.40 | 98.0% | 56% |
| 20260827 | $2.73 | $2.73 | 93.6% | 51% |
| 20260826 | $2.17 | $2.17 | 84.5% | 41% |
| 20260825 | $3.05 | $3.05 | 89.9% | 47% |
| 20260824 | $3.95 | $3.95 | 90.1% | 47% |
| 20260821 | $4.95 | $2.58 | 91.1% | 48% |
| 20260820 | $5.12 | $2.67 | 88.1% | 45% |
| 20260819 | $5.28 | $2.88 | 94.6% | 52% |
| 20260818 | $5.55 | $3.15 | 83.9% | 40% |
| 20260817 | $6.28 | $2.65 | 88.9% | 46% |
| 20260814 | $5.22 | $2.80 | 79.0% | 34% |
| 20260813 | $5.47 | $2.33 | 94.1% | 52% |
| 20260812 | $5.28 | $2.88 | 86.1% | 43% |
| 20260811 | $5.05 | $2.12 | 83.9% | 40% |
| 20260810 | $5.50 | $2.62 | 90.7% | 48% |
| 20260806 | $5.70 | $3.65 | 62.7% | 15% |
| 20260805 | $3.67 | $3.67 | 89.9% | 47% |
| 20260804 | $3.62 | $3.62 | 67.1% | 21% |
| 20260803 | $3.40 | $3.40 | 73.4% | 28% |
| 20260731 | $3.65 | $3.65 | 66.5% | 20% |
| 20260730 | $3.47 | $3.47 | 69.8% | 24% |
| 20260729 | $3.65 | $3.65 | 81.9% | 38% |
| 20260728 | $3.62 | $3.62 | 65.3% | 19% |
| 20260727 | $3.67 | $3.67 | 54.6% | 6% |
| 20260724 | $3.88 | $3.88 | 80.3% | 36% |
| 20260723 | $4.03 | $4.03 | 61.1% | 14% |
| 20260722 | $4.53 | $4.53 | 76.6% | 32% |
| 20260721 | $3.67 | $3.67 | 61.4% | 14% |
| 20260720 | $4.28 | $4.28 | 70.6% | 25% |
| 20260716 | $3.58 | $1.85 | 60.9% | 13% |
| 20260715 | $3.48 | $2.23 | 64.3% | 17% |
| 20260714 | $4.05 | $1.88 | 63.9% | 17% |
| 20260713 | $3.88 | $3.17 | 69.5% | 23% |
| 20260710 | $5.03 | $2.70 | 61.5% | 14% |
| 20260709 | $4.62 | $2.67 | 53.9% | 5% |
| 20260708 | $4.38 | $2.80 | 59.7% | 12% |
| 20260707 | $4.65 | $2.55 | 50.7% | 2% |
| 20260706 | $4.60 | $2.58 | 49.2% | 0% |
More on NSSC
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.