NVMI (Nova Ltd. Ordinary Shares)
Expected Move & Straddle Price History
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).
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 NVMI Expected Move
30-Day Straddle
$72.90
7-Day Straddle
$72.90
Avg IV
1.2%
IV Rank
63%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260729 | $72.90 | $72.90 | 1.2% | 63% |
| 20260728 | $79.50 | $79.50 | 1.1% | 51% |
| 20260727 | $85.00 | $85.00 | 1.0% | 38% |
| 20260724 | $88.90 | $88.90 | 1.0% | 39% |
| 20260723 | $94.50 | $94.50 | 0.9% | 30% |
| 20260722 | $95.65 | $95.65 | 1.1% | 43% |
| 20260721 | $97.40 | $97.40 | 1.0% | 34% |
| 20260720 | $94.50 | $94.50 | 1.0% | 39% |
| 20260716 | $97.80 | $21.35 | 1.0% | 32% |
| 20260715 | $101.75 | $27.50 | 1.0% | 33% |
| 20260714 | $105.20 | $34.75 | 0.9% | 21% |
| 20260713 | $101.00 | $38.05 | 0.9% | 22% |
| 20260710 | $107.50 | $44.50 | 0.9% | 30% |
| 20260709 | $109.75 | $49.05 | 0.9% | 29% |
| 20260708 | $106.50 | $52.15 | 1.0% | 38% |
| 20260707 | $105.40 | $52.55 | 0.9% | 29% |
| 20260706 | $104.25 | $53.15 | 0.8% | 16% |
| 20260702 | $53.35 | $53.35 | 1.2% | 54% |
| 20260701 | $54.55 | $54.55 | 1.2% | 56% |
| 20260630 | $59.90 | $59.90 | 1.0% | 31% |
| 20260629 | $60.25 | $60.25 | 1.1% | 42% |
| 20260626 | $59.35 | $59.35 | 0.9% | 31% |
| 20260625 | $66.50 | $66.50 | 0.9% | 21% |
| 20260624 | $69.40 | $69.40 | 1.0% | 38% |
| 20260623 | $70.75 | $70.75 | 0.9% | 28% |
| 20260622 | $79.55 | $79.55 | 1.0% | 35% |
| 20260618 | $80.35 | $7.12 | 1.2% | 56% |
| 20260617 | $80.25 | $19.75 | 1.0% | 40% |
| 20260616 | $79.05 | $25.25 | 1.0% | 36% |
| 20260615 | $89.25 | $32.70 | 0.7% | 8% |
| 20260613 | $91.85 | $39.85 | 0.9% | 23% |
| 20260612 | $92.40 | $39.95 | 1.0% | 31% |
| 20260611 | $90.90 | $43.40 | 1.1% | 48% |
| 20260610 | $85.50 | $43.80 | 0.8% | 18% |
| 20260609 | $81.95 | $45.75 | 0.7% | 5% |
| 20260608 | $82.85 | $45.95 | 0.7% | 6% |
| 20260605 | $82.00 | $48.10 | 0.7% | 8% |
| 20260604 | $86.45 | $51.75 | 0.7% | 7% |
| 20260603 | $90.10 | $56.75 | 1.0% | 35% |
| 20260602 | $58.45 | $58.45 | 0.8% | 11% |
| 20260601 | $55.70 | $55.70 | 0.8% | 11% |
| 20260529 | $57.70 | $57.70 | 0.8% | 10% |
| 20260528 | $60.55 | $60.55 | 0.7% | 2% |
| 20260527 | $63.85 | $63.85 | 0.7% | 4% |
| 20260526 | $65.20 | $65.20 | 0.8% | 11% |
| 20260510 | $88.20 | $55.40 | 0.7% | 4% |
| 20260508 | $88.20 | $55.40 | 0.7% | 1% |
| 20260507 | $86.30 | $55.15 | 0.7% | 0% |
| 20260506 | $91.40 | $60.00 | 0.7% | 0% |
| 20260505 | $89.95 | $59.75 | 0.7% | 0% |
| 20260504 | $88.50 | $58.50 | 0.7% | 3% |
| 20260502 | $61.00 | $61.00 | 1.6% | 100% |
| 20260501 | $61.15 | $61.15 | 1.2% | 82% |
| 20260430 | $63.35 | $63.35 | 1.1% | 72% |
| 20260429 | $64.95 | $64.95 | 1.1% | 69% |
| 20260428 | $65.90 | $65.90 | 1.0% | 65% |
| 20260427 | $71.50 | $71.50 | 1.0% | 63% |
| 20260424 | $74.10 | $74.10 | 1.0% | 59% |
| 20260423 | $72.95 | $72.95 | 0.9% | 46% |
| 20260422 | $73.10 | $73.10 | 0.9% | 51% |