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
$2.77
7-Day Straddle
$2.28
Avg IV
0.7%
IV Rank
1%
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
20260904 $2.77 $2.28 0.7% 1%
20260903 $2.80 $1.77 0.6% 0%
20260902 $1.65 $1.65 1.4% 49%
20260901 $1.73 $1.73 1.3% 44%
20260831 $1.95 $1.95 1.3% 46%
20260828 $1.77 $1.77 1.0% 22%
20260827 $2.52 $2.52 1.2% 35%
20260826 $2.27 $2.27 0.9% 14%
20260825 $2.67 $2.67 1.0% 15%
20260824 $2.40 $2.40 1.0% 21%
20260821 $2.08 $0.52 1.2% 36%
20260820 $2.35 $0.80 1.0% 22%
20260819 $2.12 $0.77 0.9% 11%
20260818 $3.20 $1.20 1.0% 17%
20260817 $2.45 $0.75 0.9% 7%
20260814 $3.77 $1.33 1.0% 18%
20260813 $2.92 $1.25 1.2% 31%
20260812 $2.42 $1.45 0.8% 2%
20260811 $3.17 $1.65 0.8% 4%
20260810 $2.92 $2.20 0.9% 11%
20260806 $3.55 $1.62 0.9% 9%
20260805 $1.12 $1.12 1.1% 24%
20260804 $1.67 $1.67 1.1% 27%
20260803 $1.98 $1.98 1.1% 24%
20260731 $1.85 $1.85 1.1% 29%
20260730 $2.12 $2.12 0.9% 12%
20260729 $3.05 $3.05 1.0% 19%
20260728 $2.42 $2.42 1.0% 17%
20260727 $2.60 $2.60 1.0% 17%
20260724 $2.73 $2.73 1.0% 23%
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%