NVCR · Expected Move
NovoCure Limited Ordinary Shares
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).
NVCR 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 NVCR Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$2.73
30-Day ATM IV
69.4%
IV Rank
48%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.73 | $2.73 | 69.4% | 48% |
| 20261021 | $2.88 | $2.88 | 78.1% | 68% |
| 20261020 | $2.92 | $2.92 | 82.1% | 77% |
| 20261019 | $2.75 | $2.75 | 81.4% | 76% |
| 20261016 | $2.42 | $0.55 | 69.4% | 48% |
| 20261015 | $2.33 | $0.65 | 61.8% | 31% |
| 20261014 | $3.02 | $0.70 | 75.0% | 61% |
| 20261013 | $2.42 | $0.80 | 66.4% | 41% |
| 20261012 | $2.55 | $1.05 | 66.0% | 41% |
| 20261009 | $3.02 | $0.95 | 64.2% | 37% |
| 20261008 | $2.50 | $1.12 | 64.0% | 36% |
| 20261007 | $3.15 | $1.40 | 72.3% | 55% |
| 20261006 | $3.65 | $2.03 | 87.9% | 90% |
| 20261005 | $3.03 | $1.75 | 71.9% | 54% |
| 20261002 | $1.40 | $1.40 | 74.9% | 61% |
| 20261001 | $2.15 | $2.15 | 79.4% | 71% |
| 20260930 | $1.27 | $1.27 | 72.8% | 56% |
| 20260929 | $1.75 | $1.75 | 59.7% | 26% |
| 20260928 | $2.15 | $2.15 | 88.0% | 90% |
| 20260925 | $1.85 | $1.85 | 63.4% | 35% |
| 20260924 | $2.00 | $2.00 | 68.4% | 46% |
| 20260923 | $2.08 | $2.08 | 63.7% | 35% |
| 20260922 | $2.22 | $2.22 | 57.9% | 22% |
| 20260921 | $1.52 | $1.52 | 54.1% | 10% |
| 20260918 | $2.23 | $0.50 | 57.9% | 16% |
| 20260917 | $2.35 | $0.65 | 60.4% | 20% |
| 20260916 | $2.60 | $0.73 | 73.4% | 42% |
| 20260915 | $2.75 | $1.88 | 70.4% | 37% |
| 20260914 | $2.12 | $1.20 | 56.8% | 15% |
| 20260911 | $2.33 | $1.43 | 63.0% | 25% |
| 20260910 | $2.67 | $1.65 | 67.7% | 33% |
| 20260909 | $2.80 | $1.23 | 66.9% | 31% |
| 20260908 | $2.92 | $1.67 | 64.6% | 23% |
| 20260904 | $2.77 | $2.28 | 62.3% | 20% |
| 20260903 | $2.80 | $1.77 | 57.1% | 13% |
| 20260902 | $1.65 | $1.65 | 57.8% | 14% |
| 20260901 | $1.73 | $1.73 | 60.6% | 13% |
| 20260831 | $1.95 | $1.95 | 61.4% | 14% |
| 20260828 | $1.77 | $1.77 | 56.5% | 9% |
| 20260827 | $2.52 | $2.52 | 66.8% | 19% |
| 20260826 | $2.27 | $2.27 | 58.8% | 11% |
| 20260825 | $2.67 | $2.67 | 48.1% | 0% |
| 20260824 | $2.40 | $2.40 | 61.5% | 12% |
| 20260821 | $2.08 | $0.52 | 56.5% | 7% |
| 20260820 | $2.35 | $0.80 | 59.9% | 11% |
| 20260819 | $2.12 | $0.77 | 52.0% | 3% |
| 20260818 | $3.20 | $1.20 | 81.7% | 34% |
| 20260817 | $2.45 | $0.75 | 70.8% | 22% |
| 20260814 | $3.77 | $1.33 | 91.0% | 43% |
| 20260813 | $2.92 | $1.25 | 65.7% | 17% |
| 20260812 | $2.42 | $1.45 | 67.9% | 19% |
| 20260811 | $3.17 | $1.65 | 66.6% | 14% |
| 20260810 | $2.92 | $2.20 | 61.6% | 10% |
| 20260807 | — | — | 54.4% | 4% |
| 20260806 | $3.55 | $1.62 | 76.0% | 22% |
| 20260805 | $1.12 | $1.12 | 85.5% | 30% |
| 20260804 | $1.67 | $1.67 | 76.3% | 22% |
| 20260803 | $1.98 | $1.98 | 73.3% | 20% |
| 20260731 | $1.85 | $1.85 | 70.5% | 17% |
| 20260730 | $2.12 | $2.12 | 78.2% | 24% |
More on NVCR
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.