NTES · Expected Move
NetEase, inc.
The expected move for NTES 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).
NTES 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 NTES Expected Move
30-Day Straddle
$12.10
7-Day Straddle
$9.65
30-Day ATM IV
38.7%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to NTES'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.
NTES Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $12.10 | $9.65 | 38.7% | 62% |
| 20261106 | $13.95 | $10.40 | 42.4% | 85% |
| 20261105 | $13.50 | $10.70 | 41.6% | 80% |
| 20261104 | $10.20 | $10.20 | 39.6% | 68% |
| 20261103 | $9.55 | $9.55 | 41.4% | 79% |
| 20261102 | $10.60 | $10.60 | 43.0% | 89% |
| 20261030 | $10.35 | $10.35 | 41.4% | 79% |
| 20261029 | $10.00 | $10.00 | 41.0% | 76% |
| 20261028 | $9.15 | $9.15 | 41.3% | 78% |
| 20261027 | $10.65 | $10.65 | 41.9% | 82% |
| 20261026 | $10.55 | $10.55 | 40.0% | 70% |
| 20261023 | $11.40 | $11.40 | 41.7% | 81% |
| 20261022 | $10.95 | $10.95 | 39.9% | 70% |
| 20261021 | $11.55 | $11.55 | 39.7% | 68% |
| 20261020 | $11.40 | $11.40 | 39.5% | 67% |
| 20261019 | $12.65 | $12.65 | 42.7% | 87% |
| 20261016 | $12.90 | $1.00 | 40.7% | 75% |
| 20261015 | $12.55 | $2.92 | 39.5% | 68% |
| 20261014 | $11.70 | $3.15 | 37.0% | 52% |
| 20261013 | $12.15 | $3.17 | 38.1% | 59% |
| 20261012 | $11.80 | $3.95 | 36.2% | 47% |
| 20261009 | $12.50 | $3.60 | 36.6% | 50% |
| 20261008 | $12.00 | $4.92 | 36.5% | 49% |
| 20261007 | $12.60 | $5.70 | 37.7% | 56% |
| 20261006 | $12.80 | $5.43 | 37.3% | 54% |
| 20261005 | $12.85 | $5.92 | 37.4% | 55% |
| 20261002 | $6.60 | $6.60 | 36.4% | 49% |
| 20261001 | $6.15 | $6.15 | 34.5% | 37% |
| 20260930 | $6.20 | $6.20 | 34.7% | 38% |
| 20260929 | $7.03 | $7.03 | 35.6% | 44% |
| 20260928 | $6.60 | $6.60 | 34.3% | 36% |
| 20260925 | $7.20 | $7.20 | 34.6% | 38% |
| 20260924 | $7.62 | $7.62 | 34.9% | 39% |
| 20260923 | $8.15 | $8.15 | 34.1% | 35% |
| 20260922 | $7.40 | $7.40 | 33.0% | 28% |
| 20260921 | $8.15 | $8.15 | 33.9% | 34% |
| 20260918 | $8.00 | $1.95 | 31.2% | 17% |
| 20260917 | $7.95 | $2.15 | 29.8% | 9% |
| 20260916 | $9.30 | $3.38 | 32.5% | 25% |
| 20260915 | $9.30 | $4.12 | 33.4% | 30% |
| 20260914 | $9.75 | $4.12 | 33.7% | 32% |
| 20260911 | $9.35 | $4.97 | 32.8% | 27% |
| 20260910 | $9.85 | $5.15 | 34.1% | 34% |
| 20260909 | $9.80 | $4.97 | 33.2% | 29% |
| 20260908 | $10.35 | $5.72 | 34.1% | 35% |
| 20260904 | $10.65 | $6.72 | 33.7% | 32% |
| 20260903 | $10.65 | $5.67 | 31.4% | 18% |
| 20260902 | $6.45 | $6.45 | 31.2% | 17% |
| 20260901 | $6.35 | $6.35 | 31.7% | 20% |
| 20260831 | $7.22 | $7.22 | 33.1% | 28% |
| 20260828 | $8.35 | $8.35 | 33.3% | 29% |
| 20260827 | $8.18 | $8.18 | 33.2% | 29% |
| 20260826 | $8.65 | $8.65 | 33.9% | 34% |
| 20260825 | $8.45 | $8.45 | 32.9% | 27% |
| 20260824 | $8.35 | $8.35 | 32.8% | 27% |
| 20260821 | $7.75 | $2.30 | 28.4% | 0% |
| 20260820 | $9.15 | $2.62 | 34.3% | 27% |
| 20260819 | $12.10 | $6.47 | 39.6% | 64% |
| 20260818 | $12.65 | $7.05 | 43.7% | 92% |
| 20260817 | $11.65 | $7.25 | 39.6% | 63% |
More on NTES
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.