NTCT · Expected Move

Netscout Systems Inc

The expected move for NTCT 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).

NTCT straddle price & implied vol

60 sessions

Bars: 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 NTCT Expected Move
30-Day Straddle
$4.72
7-Day Straddle
$2.25
30-Day ATM IV
39.5%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to NTCT'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.
NTCT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261005 $4.72 $2.25 39.5% 26%
20261002 $2.38 $2.38 41.0% 32%
20261001 $2.33 $2.33 38.8% 23%
20260930 $2.12 $2.12 41.4% 34%
20260929 $2.90 $2.90 40.0% 28%
20260928 $2.23 $2.23 38.6% 23%
20260925 $2.58 $2.58 36.6% 14%
20260924 $2.58 $2.58 39.2% 25%
20260923 $2.90 $2.90 37.9% 20%
20260922 $3.05 $3.05 41.1% 33%
20260921 $2.80 $2.80 37.8% 19%
20260918 $2.65 $2.30 32.9% 0%
20260917 $3.73 $1.67 41.2% 26%
20260916 $4.33 $2.05 47.8% 55%
20260915 $3.35 $2.23 35.1% 0%
20260914 $4.08 $3.35 36.4% 0%
20260911 $3.60 $2.60 37.1% 0%
20260910 $4.33 $2.98 50.5% 64%
20260909 $4.28 $3.10 37.3% 1%
20260908 $3.92 $2.80 39.8% 13%
20260904 $4.50 $3.60 44.4% 35%
20260903 $4.58 $3.47 44.1% 33%
20260902 $3.60 $3.60 43.2% 29%
20260901 $2.65 $2.65 41.8% 22%
20260831 $2.52 $2.52 37.8% 4%
20260828 $2.85 $2.85 38.7% 8%
20260827 $3.10 $3.10 37.9% 4%
20260826 $3.23 $3.23 39.7% 12%
20260825 $3.15 $3.15 37.9% 4%
20260824 $2.85 $2.85 37.0% 0%
20260821 $3.60 $3.15 37.4% 0%
20260820 $3.55 $2.98 40.1% 13%
20260819 $3.67 $2.92 41.5% 19%
20260818 $3.55 $2.05 38.5% 5%
20260817 $3.47 $1.57 37.4% 0%
20260814 $3.67 $2.10 38.5% 5%
20260813 $3.88 $2.27 39.4% 9%
20260812 $3.55 $2.65 37.5% 1%
20260811 $4.00 $3.17 41.6% 21%
20260810 $4.42 $3.40 43.8% 38%
20260807 — — 42.4% 32%
20260806 $5.12 $3.27 47.7% 54%
20260805 $4.20 $4.20 51.5% 70%
20260804 $4.62 $4.62 49.7% 63%
20260803 $5.20 $5.20 53.9% 80%
20260731 $4.92 $4.92 57.2% 94%
20260730 $4.22 $4.22 50.1% 64%
20260729 $4.57 $4.57 58.2% 98%
20260728 $4.78 $4.78 56.6% 91%
20260727 $4.70 $4.70 55.3% 86%
20260724 $4.70 $4.70 53.5% 78%
20260723 $5.03 $5.03 55.4% 86%
20260722 $4.65 $4.65 48.8% 59%
20260721 $5.47 $5.47 52.8% 76%
20260720 $5.35 $5.35 51.8% 71%
20260716 $5.68 $2.00 56.0% 89%
20260715 $6.05 $3.10 52.7% 75%
20260714 $6.33 $2.85 54.6% 83%
20260713 $6.40 $2.78 55.0% 84%
20260710 $6.15 $2.10 50.9% 67%

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.