NTSK · Expected Move
Netskope, Inc. Class A Common Stock
The expected move for NTSK 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).
NTSK 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 NTSK Expected Move
30-Day Straddle
$5.53
7-Day Straddle
$2.55
30-Day ATM IV
93.7%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to NTSK'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.
NTSK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.53 | $2.55 | 93.7% | 61% |
| 20261106 | $5.42 | $3.03 | 93.6% | 61% |
| 20261105 | $5.62 | $3.10 | 94.1% | 62% |
| 20261104 | $3.00 | $3.00 | 90.0% | 54% |
| 20261103 | $3.52 | $3.52 | 92.9% | 60% |
| 20261102 | $3.33 | $3.33 | 89.7% | 54% |
| 20261030 | $3.65 | $3.65 | 88.0% | 50% |
| 20261029 | $3.60 | $3.60 | 78.7% | 33% |
| 20261028 | $4.03 | $4.03 | 80.9% | 37% |
| 20261027 | $3.67 | $3.67 | 77.5% | 30% |
| 20261026 | $3.85 | $3.85 | 78.9% | 33% |
| 20261023 | $3.62 | $3.62 | 70.5% | 17% |
| 20261022 | $3.38 | $3.38 | 67.9% | 12% |
| 20261021 | $3.35 | $3.35 | 66.1% | 9% |
| 20261020 | $2.85 | $2.85 | 61.6% | 0% |
| 20261019 | $3.20 | $3.20 | 70.1% | 12% |
| 20261016 | $3.38 | $1.00 | 72.4% | 16% |
| 20261015 | $3.40 | $0.85 | 66.2% | 4% |
| 20261014 | $3.38 | $0.97 | 66.7% | 5% |
| 20261013 | $3.52 | $1.48 | 64.2% | 0% |
| 20261012 | $3.45 | $1.32 | 65.1% | 0% |
| 20261009 | $3.90 | $1.52 | 68.0% | 3% |
| 20261008 | $3.60 | $1.78 | 67.1% | 1% |
| 20261007 | $3.60 | $1.70 | 66.5% | 0% |
| 20261006 | $3.88 | $1.72 | 69.1% | 1% |
| 20261005 | $3.65 | $1.90 | 68.4% | 0% |
| 20261002 | $1.75 | $1.75 | 68.6% | 0% |
| 20261001 | $2.00 | $2.00 | 69.3% | 0% |
| 20260930 | $2.10 | $2.10 | 77.0% | 14% |
| 20260929 | $2.05 | $2.05 | 69.7% | 0% |
| 20260928 | $2.12 | $2.12 | 72.1% | 3% |
| 20260925 | $2.35 | $2.35 | 71.2% | 1% |
| 20260924 | $2.58 | $2.58 | 70.7% | 0% |
| 20260923 | $2.70 | $2.70 | 71.4% | 0% |
| 20260922 | $2.80 | $2.80 | 71.7% | 0% |
| 20260921 | $2.83 | $2.83 | 71.9% | 0% |
| 20260918 | $2.78 | $0.45 | 72.2% | 0% |
| 20260917 | $2.92 | $0.55 | 74.6% | 4% |
| 20260916 | $3.12 | $0.93 | 78.3% | 12% |
| 20260915 | $3.03 | $1.15 | 74.9% | 5% |
| 20260914 | $3.17 | $1.30 | 76.8% | 9% |
| 20260911 | $2.65 | $1.32 | 72.3% | 0% |
| 20260910 | $2.90 | $1.62 | 78.0% | 8% |
| 20260909 | $2.78 | $1.58 | 74.2% | 0% |
| 20260908 | $2.90 | $1.62 | 76.9% | 6% |
| 20260904 | $2.92 | $1.88 | 74.2% | 0% |
| 20260903 | $3.08 | $1.97 | 75.7% | 0% |
| 20260902 | $3.33 | $3.33 | 114.0% | 81% |
| 20260901 | $3.25 | $3.25 | 108.1% | 68% |
| 20260831 | $3.35 | $3.35 | 110.5% | 73% |
| 20260828 | $3.12 | $3.12 | 104.2% | 60% |
| 20260827 | $3.50 | $3.50 | 107.3% | 67% |
| 20260826 | $3.30 | $3.30 | 105.2% | 62% |
| 20260825 | $3.15 | $3.15 | 110.5% | 76% |
| 20260824 | $3.47 | $3.47 | 107.6% | 70% |
| 20260821 | $3.50 | $0.50 | 106.7% | 69% |
| 20260820 | $3.33 | $0.88 | 99.7% | 55% |
| 20260819 | $3.55 | $0.97 | 105.0% | 65% |
| 20260818 | $3.58 | $0.95 | 101.1% | 58% |
| 20260817 | $3.93 | $1.27 | 109.8% | 75% |
More on NTSK
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.