NVMI · Expected Move
Nova Ltd. Ordinary Shares
The expected move for NVMI 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).
NVMI 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 NVMI Expected Move
30-Day Straddle
$43.15
7-Day Straddle
$43.15
30-Day ATM IV
61.3%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to NVMI'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.
NVMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261029 | $43.15 | $43.15 | 61.3% | 22% |
| 20261028 | $44.85 | $44.85 | 62.8% | 25% |
| 20261027 | $44.75 | $44.75 | 63.2% | 26% |
| 20261026 | $44.65 | $44.65 | 64.3% | 29% |
| 20261023 | $45.35 | $45.35 | 64.8% | 30% |
| 20261022 | $43.65 | $43.65 | 62.6% | 25% |
| 20261021 | $44.30 | $44.30 | 58.5% | 15% |
| 20261020 | $45.15 | $45.15 | 61.0% | 21% |
| 20261019 | $46.65 | $46.65 | 62.0% | 23% |
| 20261016 | $47.55 | $6.72 | 60.1% | 19% |
| 20261015 | $50.20 | $11.10 | 61.1% | 21% |
| 20261014 | $49.40 | $12.75 | 58.8% | 16% |
| 20261013 | $52.05 | $17.05 | 58.8% | 16% |
| 20261012 | $51.90 | $18.40 | 58.8% | 16% |
| 20261009 | $51.70 | $20.35 | 53.7% | 4% |
| 20261008 | $58.25 | $21.45 | 58.3% | 15% |
| 20261007 | $63.65 | $24.45 | 59.4% | 17% |
| 20261006 | $64.25 | $26.75 | 57.0% | 12% |
| 20261005 | $62.10 | $28.75 | 55.0% | 7% |
| 20261002 | $33.25 | $33.25 | 58.9% | 16% |
| 20261001 | $33.10 | $33.10 | 58.3% | 15% |
| 20260930 | $35.50 | $35.50 | 59.7% | 18% |
| 20260929 | $39.60 | $39.60 | 60.5% | 20% |
| 20260928 | $36.10 | $36.10 | 60.1% | 19% |
| 20260925 | $38.65 | $38.65 | 58.2% | 15% |
| 20260924 | $40.90 | $40.90 | 59.1% | 17% |
| 20260923 | $39.90 | $39.90 | 56.6% | 11% |
| 20260922 | $42.55 | $42.55 | 58.4% | 15% |
| 20260921 | $40.50 | $40.50 | 56.2% | 10% |
| 20260918 | $41.25 | $5.60 | 51.9% | 0% |
| 20260917 | $40.65 | $11.90 | 51.8% | 0% |
| 20260916 | $43.25 | $11.40 | 55.7% | 5% |
| 20260915 | $42.90 | $17.85 | 54.0% | 0% |
| 20260914 | $43.00 | $18.95 | 54.9% | 3% |
| 20260911 | $50.10 | $20.10 | 54.3% | 1% |
| 20260910 | $51.40 | $23.80 | 55.9% | 5% |
| 20260909 | $52.40 | $27.10 | 55.2% | 3% |
| 20260908 | $56.00 | $28.40 | 57.1% | 8% |
| 20260904 | $54.50 | $30.25 | 53.8% | 0% |
| 20260903 | $52.50 | $29.80 | 53.8% | 0% |
| 20260902 | $31.50 | $31.50 | 55.7% | 4% |
| 20260901 | $32.25 | $32.25 | 56.2% | 5% |
| 20260831 | $31.05 | $31.05 | 54.1% | 0% |
| 20260828 | $35.25 | $35.25 | 56.0% | 0% |
| 20260827 | $42.00 | $42.00 | 58.8% | 2% |
| 20260826 | $43.50 | $43.50 | 59.5% | 4% |
| 20260825 | $45.00 | $45.00 | 60.0% | 6% |
| 20260824 | $46.00 | $46.00 | 61.1% | 8% |
| 20260821 | $49.75 | $6.50 | 59.4% | 4% |
| 20260820 | $51.75 | $10.75 | 60.1% | 6% |
| 20260819 | $53.80 | $16.60 | 60.8% | 8% |
| 20260818 | $56.25 | $20.00 | 62.1% | 11% |
| 20260817 | $61.00 | $24.50 | 61.7% | 10% |
| 20260814 | $62.25 | $27.45 | 60.1% | 6% |
| 20260813 | $65.75 | $31.00 | 64.0% | 16% |
| 20260812 | $66.25 | $33.50 | 63.8% | 16% |
| 20260811 | $67.00 | $37.00 | 65.3% | 20% |
| 20260810 | $74.95 | $41.70 | 74.7% | 48% |
| 20260807 | — | — | 74.7% | 48% |
| 20260806 | $86.05 | $55.15 | 80.8% | 64% |
More on NVMI
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.