NTLA · Expected Move
Intellia Therapeutics, Inc
The expected move for NTLA 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).
NTLA 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 NTLA Expected Move
30-Day Straddle
$2.05
7-Day Straddle
$2.05
30-Day ATM IV
77.5%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to NTLA'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.
NTLA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.05 | $2.05 | 77.5% | 31% |
| 20261021 | $2.05 | $2.05 | 74.3% | 24% |
| 20261020 | $1.73 | $1.73 | 65.0% | 4% |
| 20261019 | $2.23 | $2.23 | 77.0% | 30% |
| 20261016 | $2.25 | $0.55 | 77.6% | 31% |
| 20261015 | $2.10 | $0.53 | 74.9% | 26% |
| 20261014 | $2.15 | $0.75 | 71.5% | 18% |
| 20261013 | $2.17 | $0.88 | 70.8% | 16% |
| 20261012 | $2.55 | $1.02 | 75.9% | 28% |
| 20261009 | $2.65 | $0.85 | 74.8% | 25% |
| 20261008 | $2.72 | $1.67 | 76.5% | 29% |
| 20261007 | $2.25 | $1.23 | 73.6% | 23% |
| 20261006 | $2.58 | $1.33 | 73.2% | 22% |
| 20261005 | $2.50 | $1.27 | 68.6% | 12% |
| 20261002 | $1.27 | $1.27 | 72.6% | 20% |
| 20261001 | $1.50 | $1.50 | 77.0% | 30% |
| 20260930 | $1.27 | $1.27 | 67.5% | 9% |
| 20260929 | $1.45 | $1.45 | 74.0% | 23% |
| 20260928 | $1.60 | $1.60 | 73.1% | 22% |
| 20260925 | $1.45 | $1.45 | 71.8% | 19% |
| 20260924 | $1.62 | $1.62 | 69.1% | 13% |
| 20260923 | $1.80 | $1.80 | 70.3% | 15% |
| 20260922 | $1.88 | $1.88 | 68.7% | 12% |
| 20260921 | $1.75 | $1.75 | 67.4% | 9% |
| 20260918 | $1.77 | $0.25 | 68.7% | 12% |
| 20260917 | $1.90 | $0.53 | 68.8% | 12% |
| 20260916 | $1.83 | $0.65 | 67.6% | 9% |
| 20260915 | $1.65 | $0.93 | 63.4% | 0% |
| 20260914 | $2.17 | $0.90 | 77.1% | 18% |
| 20260911 | $2.20 | $0.83 | 74.0% | 10% |
| 20260910 | $2.38 | $0.95 | 79.4% | 30% |
| 20260909 | $2.38 | $1.15 | 76.2% | 23% |
| 20260908 | $2.40 | $1.42 | 74.1% | 18% |
| 20260904 | $2.17 | $1.45 | 72.5% | 14% |
| 20260903 | $2.62 | $1.68 | 76.5% | 23% |
| 20260902 | $1.90 | $1.90 | 82.9% | 39% |
| 20260901 | $1.90 | $1.90 | 90.3% | 56% |
| 20260831 | $1.80 | $1.80 | 83.6% | 40% |
| 20260828 | $2.08 | $2.08 | 84.9% | 44% |
| 20260827 | $1.98 | $1.98 | 81.3% | 35% |
| 20260826 | $2.12 | $2.12 | 84.3% | 31% |
| 20260825 | $2.52 | $2.52 | 87.1% | 36% |
| 20260824 | $1.88 | $1.88 | 74.0% | 13% |
| 20260821 | $2.12 | $0.53 | 76.1% | 17% |
| 20260820 | $2.05 | $0.73 | 72.8% | 11% |
| 20260819 | $2.38 | $0.72 | 79.4% | 23% |
| 20260818 | $2.00 | $0.75 | 72.2% | 10% |
| 20260817 | $1.92 | $0.77 | 70.2% | 6% |
| 20260814 | $2.20 | $0.90 | 75.8% | 16% |
| 20260813 | $2.15 | $0.98 | 73.4% | 12% |
| 20260812 | $2.40 | $1.05 | 78.3% | 21% |
| 20260811 | $2.38 | $1.25 | 77.4% | 19% |
| 20260810 | $2.58 | $1.27 | 81.7% | 27% |
| 20260807 | — | — | 84.0% | 31% |
| 20260806 | $3.28 | $1.55 | 95.6% | 52% |
| 20260805 | $1.60 | $1.60 | 91.6% | 44% |
| 20260804 | $1.77 | $1.77 | 88.5% | 39% |
| 20260803 | $1.60 | $1.60 | 82.3% | 28% |
| 20260731 | $1.88 | $1.88 | 88.0% | 38% |
| 20260730 | $1.82 | $1.82 | 85.5% | 33% |
More on NTLA
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.