NVCR (NovoCure Limited Ordinary Shares)

Expected Move & Straddle Price History

The expected move for NVCR 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).

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.

Current NVCR Expected Move
30-Day Straddle
$3.33
7-Day Straddle
$3.33
Avg IV
0.8%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to NVCR'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.
NVCR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $3.33 $3.33 0.8% 5%
20260722 $2.97 $2.97 0.9% 12%
20260721 $2.88 $2.88 0.9% 12%
20260720 $2.80 $2.80 0.8% 4%
20260716 $3.65 $1.43 0.9% 9%
20260715 $3.50 $1.05 0.9% 11%
20260714 $3.20 $1.75 0.9% 10%
20260713 $3.12 $0.85 0.8% 0%
20260710 $3.55 $0.80 0.9% 5%
20260709 $3.38 $1.40 0.9% 6%
20260708 $3.48 $1.80 0.8% 2%
20260707 $3.30 $1.43 0.8% 0%
20260706 $3.70 $2.15 0.9% 6%
20260702 $2.05 $2.05 1.2% 29%
20260701 $1.10 $1.10 1.1% 26%
20260630 $1.62 $1.62 1.1% 28%
20260629 $1.60 $1.60 1.0% 18%
20260626 $1.70 $1.70 1.1% 25%
20260625 $1.77 $1.77 1.1% 24%
20260624 $1.85 $1.85 1.0% 18%
20260623 $1.77 $1.77 1.0% 16%
20260622 $1.73 $1.73 1.0% 20%
20260618 $2.05 $0.82 1.1% 23%
20260617 $2.67 $1.38 0.9% 7%
20260616 $1.75 $1.10 0.8% 1%
20260615 $3.00 $1.07 0.9% 7%
20260613 $2.92 $1.17 0.9% 5%
20260612 $3.02 $1.05 0.8% 0%
20260611 $3.15 $1.45 0.9% 7%
20260610 $2.95 $1.52 0.9% 3%
20260609 $3.02 $1.48 0.8% 0%
20260608 $3.25 $1.75 0.9% 4%
20260605 $3.33 $1.88 0.8% 0%
20260604 $3.58 $2.27 0.9% 0%
20260603 $2.97 $1.90 0.8% 0%
20260602 $1.93 $1.93 2.0% 99%
20260601 $2.02 $2.02 1.9% 93%
20260529 $2.23 $2.23 1.7% 70%
20260528 $2.05 $2.05 1.7% 71%
20260527 $1.98 $1.98 1.6% 62%
20260526 $2.67 $2.67 1.7% 75%
20260510 $3.40 $1.27 1.4% 49%
20260508 $3.40 $1.27 1.3% 36%
20260507 $3.05 $1.57 1.1% 20%
20260506 $3.20 $1.72 1.2% 24%
20260505 $3.15 $1.77 1.3% 30%
20260504 $3.47 $2.17 1.1% 21%
20260502 $2.67 $2.67 1.7% 60%
20260501 $2.83 $2.83 1.6% 59%
20260430 $2.15 $2.15 1.5% 50%
20260429 $2.97 $2.97 1.5% 49%
20260428 $1.80 $1.80 1.7% 61%
20260427 $2.22 $2.22 1.4% 42%
20260424 $2.48 $2.48 1.5% 46%
20260423 $2.23 $2.23 1.3% 31%
20260422 $2.52 $2.52 1.4% 40%
20260421 $2.35 $2.35 1.5% 45%
20260420 $2.33 $2.33 1.2% 28%
20260417 $2.38 $0.28 1.4% 39%
20260416 $2.88 $1.00 1.3% 32%