NVO · Expected Move
Novo-Nordisk A/S
The expected move for NVO 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).
NVO 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 NVO Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$1.26
30-Day ATM IV
40.1%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to NVO'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.
NVO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.50 | $1.26 | 40.1% | 51% |
| 20261022 | $3.55 | $1.47 | 39.8% | 49% |
| 20261021 | $3.48 | $1.55 | 39.1% | 47% |
| 20261020 | $3.61 | $1.70 | 39.3% | 47% |
| 20261019 | $3.52 | $1.04 | 39.2% | 47% |
| 20261016 | $3.77 | $1.25 | 42.4% | 61% |
| 20261015 | $3.61 | $1.39 | 40.3% | 52% |
| 20261014 | $3.56 | $1.48 | 41.1% | 55% |
| 20261013 | $3.54 | $1.55 | 40.8% | 54% |
| 20261012 | $3.77 | $1.07 | 40.8% | 54% |
| 20261009 | $3.59 | $1.25 | 40.7% | 53% |
| 20261008 | $3.62 | $1.38 | 42.1% | 60% |
| 20261007 | $3.74 | $1.51 | 42.7% | 62% |
| 20261006 | $3.73 | $1.44 | 40.2% | 51% |
| 20261005 | $3.71 | $1.00 | 38.8% | 45% |
| 20261002 | $2.37 | $1.09 | 32.4% | 17% |
| 20261001 | $2.59 | $1.29 | 32.3% | 17% |
| 20260930 | $2.65 | $1.39 | 30.8% | 10% |
| 20260929 | $2.72 | $1.53 | 30.3% | 8% |
| 20260928 | $2.84 | $1.09 | 30.9% | 11% |
| 20260925 | $2.56 | $1.24 | 29.6% | 5% |
| 20260924 | $2.60 | $1.27 | 29.6% | 5% |
| 20260923 | $2.56 | $1.38 | 29.9% | 6% |
| 20260922 | $2.97 | $1.79 | 32.2% | 16% |
| 20260921 | $3.21 | $1.36 | 34.0% | 24% |
| 20260918 | $3.48 | $2.08 | 35.9% | 32% |
| 20260917 | $3.53 | $2.08 | 35.9% | 32% |
| 20260916 | $3.44 | $2.15 | 35.5% | 30% |
| 20260915 | $3.50 | $2.12 | 35.5% | 30% |
| 20260914 | $3.62 | $1.25 | 33.8% | 23% |
| 20260911 | $2.77 | $1.45 | 31.2% | 12% |
| 20260910 | $3.36 | $1.57 | 34.4% | 25% |
| 20260909 | $3.60 | $1.81 | 35.2% | 29% |
| 20260908 | $3.89 | $2.07 | 36.9% | 36% |
| 20260904 | $3.65 | $1.50 | 35.3% | 29% |
| 20260903 | $3.52 | $1.71 | 33.5% | 22% |
| 20260902 | $3.79 | $1.93 | 35.2% | 29% |
| 20260901 | $3.50 | $1.73 | 33.7% | 22% |
| 20260831 | $3.58 | $1.20 | 33.1% | 20% |
| 20260828 | $3.34 | $1.41 | 32.4% | 17% |
| 20260827 | $3.59 | $1.64 | 35.1% | 28% |
| 20260826 | $3.68 | $1.95 | 34.3% | 25% |
| 20260825 | $4.94 | $2.46 | 41.5% | 56% |
| 20260824 | $3.73 | $1.36 | 33.6% | 22% |
| 20260821 | $3.29 | $1.48 | 31.3% | 12% |
| 20260820 | $3.37 | $1.72 | 31.6% | 13% |
| 20260819 | $3.53 | $1.84 | 31.9% | 15% |
| 20260818 | $3.32 | $1.72 | 30.6% | 9% |
| 20260817 | $3.35 | $1.25 | 31.5% | 13% |
| 20260814 | $3.00 | $1.53 | 29.8% | 6% |
| 20260813 | $3.19 | $1.93 | 30.2% | 8% |
| 20260812 | $2.91 | $1.85 | 28.4% | 0% |
| 20260811 | $3.40 | $2.11 | 31.0% | 0% |
| 20260810 | $3.67 | $1.37 | 32.0% | 0% |
| 20260807 | — | — | 31.9% | 0% |
| 20260806 | $3.77 | $1.98 | 35.6% | 1% |
| 20260805 | $3.70 | $1.81 | 35.5% | 1% |
| 20260804 | $4.35 | $2.76 | 41.7% | 39% |
| 20260803 | $4.93 | $3.08 | 45.3% | 61% |
| 20260731 | $4.71 | $3.33 | 44.5% | 55% |
More on NVO
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.