NTRA · Expected Move
Natera, Inc. Common Stock
The expected move for NTRA 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).
NTRA 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 NTRA Expected Move
30-Day Straddle
$61.70
7-Day Straddle
$3.52
30-Day ATM IV
63.3%
IV Rank
92%
Implied one-standard-deviation move through the next 30 days. Compare to NTRA'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.
NTRA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $61.70 | $3.52 | 63.3% | 92% |
| 20261015 | $60.55 | $11.07 | 59.4% | 77% |
| 20261014 | $59.55 | $14.60 | 59.4% | 77% |
| 20261013 | $61.25 | $15.90 | 59.6% | 78% |
| 20261012 | $61.55 | $17.40 | 59.2% | 77% |
| 20261009 | $63.95 | $20.40 | 58.3% | 73% |
| 20261008 | $63.80 | $21.65 | 58.8% | 75% |
| 20261007 | $64.25 | $24.65 | 57.1% | 69% |
| 20261006 | $64.85 | $26.35 | 57.0% | 68% |
| 20261005 | $70.10 | $27.20 | 56.0% | 65% |
| 20261002 | $28.60 | $28.60 | 56.6% | 67% |
| 20261001 | $30.35 | $30.35 | 56.1% | 65% |
| 20260930 | $33.50 | $33.50 | 57.7% | 71% |
| 20260929 | $35.10 | $35.10 | 57.5% | 70% |
| 20260928 | $35.70 | $35.70 | 56.7% | 55% |
| 20260925 | $37.00 | $37.00 | 53.1% | 44% |
| 20260924 | $39.40 | $39.40 | 53.2% | 43% |
| 20260923 | $33.65 | $33.65 | 47.7% | 26% |
| 20260922 | $34.70 | $34.70 | 47.4% | 26% |
| 20260921 | $32.60 | $32.60 | 45.0% | 18% |
| 20260918 | $31.80 | $2.42 | 38.9% | 0% |
| 20260917 | $34.75 | $7.42 | 41.5% | 6% |
| 20260916 | $33.75 | $12.30 | 42.2% | 8% |
| 20260915 | $35.20 | $13.25 | 43.2% | 11% |
| 20260914 | $34.90 | $14.15 | 42.9% | 9% |
| 20260911 | $33.05 | $16.65 | 41.0% | 4% |
| 20260910 | $35.10 | $18.30 | 42.8% | 9% |
| 20260909 | $34.95 | $19.50 | 42.2% | 8% |
| 20260908 | $36.75 | $19.90 | 44.1% | 12% |
| 20260904 | $37.35 | $21.80 | 41.9% | 7% |
| 20260903 | $38.20 | $23.75 | 43.5% | 11% |
| 20260902 | $24.05 | $24.05 | 43.1% | 10% |
| 20260901 | $24.40 | $24.40 | 43.1% | 10% |
| 20260831 | $25.45 | $25.45 | 43.9% | 12% |
| 20260828 | $26.55 | $26.55 | 41.8% | 6% |
| 20260827 | $27.70 | $27.70 | 41.8% | 6% |
| 20260826 | $27.25 | $27.25 | 40.9% | 4% |
| 20260825 | $29.35 | $29.35 | 42.1% | 7% |
| 20260824 | $28.25 | $28.25 | 41.5% | 5% |
| 20260821 | $29.85 | $3.17 | 40.6% | 3% |
| 20260820 | $31.50 | $7.58 | 41.6% | 6% |
| 20260819 | $29.70 | $9.68 | 39.4% | 0% |
| 20260818 | $29.75 | $11.62 | 41.0% | 0% |
| 20260817 | $31.10 | $12.93 | 41.0% | 0% |
| 20260814 | $31.20 | $14.35 | 41.0% | 0% |
| 20260813 | $32.75 | $15.50 | 42.1% | 0% |
| 20260812 | $34.60 | $18.25 | 42.7% | 0% |
| 20260811 | $36.20 | $18.05 | 44.4% | 2% |
| 20260810 | $36.90 | $19.00 | 43.6% | 0% |
| 20260807 | — | — | 46.7% | 2% |
| 20260806 | $43.30 | $31.90 | 62.2% | 54% |
| 20260805 | $32.20 | $32.20 | 60.5% | 49% |
| 20260804 | $33.00 | $33.00 | 61.8% | 52% |
| 20260803 | $33.35 | $33.35 | 62.3% | 54% |
| 20260731 | $33.55 | $33.55 | 61.1% | 50% |
| 20260730 | $34.15 | $34.15 | 61.2% | 51% |
| 20260729 | $32.95 | $32.95 | 61.3% | 51% |
| 20260728 | $33.05 | $33.05 | 61.3% | 51% |
| 20260727 | $34.40 | $34.40 | 61.9% | 53% |
| 20260724 | $35.60 | $35.60 | 60.8% | 49% |
More on NTRA
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.