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
$45.30
7-Day Straddle
$17.95
Avg IV
0.6%
IV Rank
6%
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 |
|---|---|---|---|---|
| 20260914 | $45.30 | $17.95 | 0.6% | 6% |
| 20260911 | $50.10 | $20.10 | 0.6% | 1% |
| 20260910 | $51.40 | $23.80 | 0.6% | 2% |
| 20260909 | $52.40 | $27.10 | 0.6% | 3% |
| 20260908 | $56.00 | $28.40 | 0.6% | 3% |
| 20260904 | $54.50 | $30.25 | 0.6% | 0% |
| 20260903 | $52.50 | $29.80 | 0.6% | 0% |
| 20260902 | $31.50 | $31.50 | 0.9% | 26% |
| 20260901 | $32.25 | $32.25 | 0.9% | 28% |
| 20260831 | $31.05 | $31.05 | 0.8% | 15% |
| 20260828 | $35.25 | $35.25 | 0.8% | 19% |
| 20260827 | $42.00 | $42.00 | 0.8% | 12% |
| 20260826 | $43.50 | $43.50 | 0.8% | 16% |
| 20260825 | $45.00 | $45.00 | 0.8% | 11% |
| 20260824 | $46.00 | $46.00 | 0.8% | 14% |
| 20260821 | $49.75 | $6.50 | 0.7% | 9% |
| 20260820 | $51.75 | $10.75 | 0.7% | 7% |
| 20260819 | $53.80 | $16.60 | 0.8% | 11% |
| 20260818 | $56.25 | $20.00 | 0.7% | 8% |
| 20260817 | $61.00 | $24.50 | 0.7% | 9% |
| 20260814 | $62.25 | $27.45 | 0.7% | 2% |
| 20260813 | $65.75 | $31.00 | 0.7% | 9% |
| 20260812 | $66.25 | $33.50 | 0.7% | 3% |
| 20260811 | $67.00 | $37.00 | 0.7% | 6% |
| 20260810 | $74.95 | $41.70 | 0.8% | 16% |
| 20260806 | $86.05 | $55.15 | 0.8% | 19% |
| 20260805 | $64.50 | $64.50 | 1.3% | 68% |
| 20260804 | $70.65 | $70.65 | 1.3% | 65% |
| 20260803 | $68.50 | $68.50 | 1.3% | 66% |
| 20260731 | $70.90 | $70.90 | 1.2% | 58% |
| 20260730 | $72.25 | $72.25 | 1.2% | 57% |
| 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% |