NUSC · Expected Move
Nuveen ESG Small-Cap ETF · ETF
The expected move for NUSC 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).
NUSC 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 NUSC Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$3.50
30-Day ATM IV
35.4%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to NUSC'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.
NUSC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.50 | $3.50 | 35.4% | 69% |
| 20261020 | $2.58 | $2.58 | 33.8% | 62% |
| 20261019 | $2.70 | $2.70 | 30.1% | 42% |
| 20261016 | $2.65 | $1.85 | 29.3% | 38% |
| 20261015 | $2.67 | $1.77 | 29.1% | 37% |
| 20261014 | $2.92 | $1.92 | 27.0% | 26% |
| 20261013 | $2.78 | $1.92 | 28.4% | 33% |
| 20261012 | $2.92 | $1.98 | 28.2% | 32% |
| 20261009 | $2.92 | $2.05 | 32.1% | 52% |
| 20261008 | $2.85 | $2.05 | 32.8% | 56% |
| 20261007 | $3.03 | $2.10 | 31.6% | 49% |
| 20261006 | $3.03 | $2.12 | 30.0% | 41% |
| 20261005 | $2.95 | $2.12 | 29.1% | 37% |
| 20261002 | $2.25 | $2.25 | 30.9% | 44% |
| 20261001 | $2.28 | $2.28 | 30.7% | 43% |
| 20260930 | $2.35 | $2.35 | 27.9% | 29% |
| 20260929 | $2.35 | $2.35 | 29.5% | 37% |
| 20260928 | $2.35 | $2.35 | 31.1% | 45% |
| 20260925 | $2.47 | $2.47 | 31.3% | 46% |
| 20260924 | $2.45 | $2.45 | 31.9% | 49% |
| 20260923 | $2.50 | $2.50 | 31.1% | 45% |
| 20260922 | $2.40 | $2.40 | 29.3% | 36% |
| 20260921 | $3.12 | $3.12 | 27.5% | 27% |
| 20260918 | $2.60 | $3.58 | 22.6% | 4% |
| 20260917 | $2.67 | $1.90 | 26.2% | 21% |
| 20260916 | $2.52 | $1.95 | 24.9% | 15% |
| 20260915 | $2.80 | $2.20 | 21.8% | 0% |
| 20260914 | $2.75 | $2.17 | 22.9% | 0% |
| 20260911 | $2.85 | $2.23 | 28.1% | 11% |
| 20260910 | $2.90 | $2.25 | 26.6% | 8% |
| 20260909 | $2.92 | $2.30 | 27.5% | 13% |
| 20260908 | $2.90 | $2.30 | 29.9% | 27% |
| 20260904 | $2.95 | $2.33 | 31.4% | 36% |
| 20260903 | $3.03 | $2.38 | 32.2% | 41% |
| 20260902 | $2.42 | $2.42 | 34.2% | 52% |
| 20260901 | $2.40 | $2.40 | 33.8% | 50% |
| 20260831 | $2.48 | $2.48 | 33.8% | 49% |
| 20260828 | $2.40 | $2.40 | 33.0% | 45% |
| 20260827 | $2.50 | $2.50 | 30.6% | 31% |
| 20260826 | $2.60 | $2.60 | 31.1% | 34% |
| 20260825 | $2.58 | $2.58 | 31.4% | 34% |
| 20260824 | $2.62 | $2.62 | 31.5% | 34% |
| 20260821 | $2.60 | $5.00 | 32.5% | 40% |
| 20260820 | $2.62 | $1.85 | 33.2% | 38% |
| 20260819 | $2.65 | $1.80 | 31.6% | 30% |
| 20260818 | $2.80 | $1.88 | 29.6% | 21% |
| 20260817 | $2.75 | $2.00 | 27.0% | 9% |
| 20260814 | $2.90 | $2.12 | 28.2% | 14% |
| 20260813 | $2.83 | $2.05 | 29.1% | 19% |
| 20260812 | $2.83 | $2.12 | 31.4% | 29% |
| 20260811 | $2.95 | $2.23 | 36.8% | 55% |
| 20260810 | $4.20 | $3.30 | 35.5% | 48% |
| 20260807 | — | — | 35.7% | 49% |
| 20260806 | $4.20 | $3.35 | 35.5% | 49% |
| 20260805 | $3.45 | $3.45 | 37.3% | 57% |
| 20260804 | $3.10 | $3.10 | 30.9% | 27% |
| 20260803 | $3.40 | $3.40 | 36.1% | 52% |
| 20260731 | $3.60 | $3.60 | 40.9% | 74% |
| 20260730 | $3.60 | $3.60 | 39.9% | 69% |
| 20260729 | $3.70 | $3.70 | 39.0% | 65% |
More on NUSC
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.