NTAP · Expected Move
NetApp, Inc
The expected move for NTAP 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).
NTAP 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 NTAP Expected Move
30-Day Straddle
$23.80
7-Day Straddle
$23.80
30-Day ATM IV
50.5%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to NTAP'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.
NTAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $23.80 | $23.80 | 50.5% | 41% |
| 20261021 | $24.75 | $24.75 | 49.1% | 35% |
| 20261020 | $24.35 | $24.35 | 50.2% | 39% |
| 20261019 | $25.80 | $25.80 | 51.3% | 44% |
| 20261016 | $24.90 | $4.45 | 49.1% | 35% |
| 20261015 | $25.80 | $6.95 | 47.0% | 25% |
| 20261014 | $27.65 | $8.90 | 48.7% | 33% |
| 20261013 | $28.90 | $8.70 | 47.0% | 25% |
| 20261012 | $30.50 | $9.95 | 48.9% | 34% |
| 20261009 | $30.25 | $11.60 | 46.2% | 22% |
| 20261008 | $30.75 | $11.65 | 48.2% | 30% |
| 20261007 | $32.00 | $14.95 | 48.0% | 30% |
| 20261006 | $29.55 | $14.60 | 46.4% | 22% |
| 20261005 | $30.00 | $15.35 | 47.0% | 25% |
| 20261002 | $17.30 | $17.30 | 47.6% | 28% |
| 20261001 | $16.70 | $16.70 | 46.1% | 21% |
| 20260930 | $16.05 | $16.05 | 46.0% | 21% |
| 20260929 | $16.60 | $16.60 | 46.1% | 21% |
| 20260928 | $17.15 | $17.15 | 46.9% | 25% |
| 20260925 | $17.45 | $17.45 | 45.3% | 18% |
| 20260924 | $18.10 | $18.10 | 46.5% | 23% |
| 20260923 | $17.40 | $17.40 | 44.4% | 15% |
| 20260922 | $17.40 | $17.40 | 44.0% | 22% |
| 20260921 | $19.10 | $19.10 | 45.2% | 27% |
| 20260918 | $18.80 | $2.92 | 43.1% | 19% |
| 20260917 | $19.15 | $5.25 | 42.7% | 17% |
| 20260916 | $20.90 | $6.25 | 47.2% | 35% |
| 20260915 | $20.20 | $7.22 | 46.0% | 31% |
| 20260914 | $20.05 | $8.40 | 45.3% | 28% |
| 20260911 | $20.25 | $10.00 | 41.3% | 13% |
| 20260910 | $21.00 | $10.70 | 45.9% | 39% |
| 20260909 | $21.65 | $11.70 | 46.6% | 41% |
| 20260908 | $23.10 | $12.30 | 47.4% | 48% |
| 20260904 | $23.20 | $12.75 | 45.8% | 43% |
| 20260903 | $22.95 | $14.00 | 45.8% | 43% |
| 20260902 | $23.10 | $23.10 | 63.8% | 100% |
| 20260901 | $22.45 | $22.45 | 59.6% | 91% |
| 20260831 | $22.25 | $22.25 | 60.4% | 94% |
| 20260828 | $22.25 | $22.25 | 57.8% | 85% |
| 20260827 | $24.85 | $24.85 | 61.6% | 98% |
| 20260826 | $23.90 | $23.90 | 59.7% | 92% |
| 20260825 | $24.15 | $24.15 | 60.4% | 94% |
| 20260824 | $25.40 | $25.40 | 62.2% | 100% |
| 20260821 | $26.20 | $2.48 | 61.6% | 100% |
| 20260820 | $26.70 | $4.70 | 60.7% | 100% |
| 20260819 | $25.75 | $6.80 | 58.2% | 92% |
| 20260818 | $29.25 | $8.93 | 60.2% | 100% |
| 20260817 | $29.35 | $8.53 | 60.3% | 100% |
| 20260814 | $30.75 | $9.57 | 58.2% | 93% |
| 20260813 | $30.35 | $11.18 | 58.3% | 93% |
| 20260812 | $30.05 | $12.15 | 58.0% | 92% |
| 20260811 | $30.50 | $12.60 | 58.4% | 94% |
| 20260810 | $32.05 | $13.30 | 59.9% | 99% |
| 20260807 | — | — | 57.7% | 91% |
| 20260806 | $31.45 | $15.55 | 60.2% | 100% |
| 20260805 | $15.85 | $15.85 | 59.0% | 97% |
| 20260804 | $17.15 | $17.15 | 59.8% | 100% |
| 20260803 | $16.80 | $16.80 | 58.0% | 100% |
| 20260731 | $17.30 | $17.30 | 55.0% | 88% |
| 20260730 | $17.85 | $17.85 | 56.0% | 91% |
More on NTAP
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.