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
$91.85
7-Day Straddle
$39.85
Avg IV
0.9%
IV Rank
23%
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 |
|---|---|---|---|---|
| 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% |
| 20260421 | $75.25 | $75.25 | 1.1% | 75% |
| 20260420 | $76.25 | $76.25 | 0.8% | 39% |
| 20260417 | $76.00 | $3.38 | 0.9% | 46% |
| 20260416 | $76.40 | $14.30 | 0.8% | 35% |
| 20260415 | $79.05 | $21.75 | 0.8% | 37% |
| 20260414 | $79.50 | $25.25 | 0.8% | 35% |
| 20260413 | $79.55 | $29.10 | 0.8% | 38% |
| 20260410 | $80.05 | $33.25 | 0.7% | 29% |
| 20260409 | $81.10 | $34.65 | 0.7% | 29% |
| 20260408 | $78.50 | $37.20 | 0.7% | 27% |
| 20260407 | $77.80 | $38.95 | 0.8% | 33% |
| 20260406 | $77.75 | $39.90 | 0.7% | 31% |
| 20260402 | $81.30 | $44.80 | 0.8% | 33% |
| 20260401 | $45.75 | $45.75 | 0.8% | 42% |
| 20260331 | $47.35 | $47.35 | 1.3% | 100% |
| 20260330 | $51.25 | $51.25 | 1.1% | 77% |
| 20260327 | $54.35 | $54.35 | 1.0% | 73% |
| 20260326 | $55.60 | $55.60 | 1.0% | 73% |
| 20260325 | $57.80 | $57.80 | 0.9% | 50% |
| 20260324 | $59.15 | $59.15 | 0.8% | 39% |
| 20260323 | $57.75 | $57.75 | 0.9% | 53% |
| 20260320 | $59.65 | $7.40 | 0.8% | 38% |
| 20260319 | $59.15 | $13.60 | 0.8% | 45% |
| 20260318 | $58.65 | $18.65 | 0.9% | 56% |
| 20260317 | $57.85 | $21.80 | 0.7% | 27% |
| 20260316 | $60.35 | $26.00 | 0.7% | 26% |
| 20260313 | $63.80 | $31.30 | 1.0% | 69% |
| 20260312 | $62.75 | $32.00 | 0.8% | 46% |
| 20260311 | $65.35 | $34.50 | 0.9% | 49% |
| 20260310 | $66.15 | $36.55 | 0.8% | 36% |