NVS · Expected Move
Novartis AG
The expected move for NVS 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).
NVS 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 NVS Expected Move
30-Day Straddle
$9.40
7-Day Straddle
$9.40
30-Day ATM IV
27.9%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to NVS'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.
NVS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $9.40 | $9.40 | 27.9% | 44% |
| 20261022 | $10.20 | $10.20 | 28.5% | 48% |
| 20261021 | $9.50 | $9.50 | 27.0% | 38% |
| 20261020 | $10.85 | $10.85 | 29.4% | 55% |
| 20261019 | $9.45 | $9.45 | 26.7% | 36% |
| 20261016 | $9.80 | $0.47 | 26.3% | 33% |
| 20261015 | $9.90 | $1.92 | 26.5% | 34% |
| 20261014 | $9.85 | $2.88 | 25.9% | 30% |
| 20261013 | $9.55 | $3.48 | 25.5% | 27% |
| 20261012 | $9.55 | $3.23 | 25.4% | 26% |
| 20261009 | $9.75 | $3.70 | 24.7% | 22% |
| 20261008 | $10.10 | $4.20 | 25.4% | 26% |
| 20261007 | $9.90 | $4.33 | 24.8% | 22% |
| 20261006 | $9.95 | $4.30 | 24.8% | 22% |
| 20261005 | $10.25 | $4.70 | 25.2% | 25% |
| 20261002 | $5.12 | $5.12 | 24.8% | 22% |
| 20261001 | $5.40 | $5.40 | 24.8% | 22% |
| 20260930 | $5.75 | $5.75 | 24.6% | 21% |
| 20260929 | $5.62 | $5.62 | 24.2% | 18% |
| 20260928 | $5.97 | $5.97 | 23.7% | 14% |
| 20260925 | $5.88 | $5.88 | 22.8% | 8% |
| 20260924 | $6.20 | $6.20 | 23.2% | 11% |
| 20260923 | $6.65 | $6.65 | 22.9% | 9% |
| 20260922 | $6.42 | $6.42 | 22.5% | 6% |
| 20260921 | $7.20 | $7.20 | 23.8% | 15% |
| 20260918 | $6.75 | $1.12 | 21.7% | 0% |
| 20260917 | $6.97 | $1.77 | 21.7% | 0% |
| 20260916 | $7.00 | $2.30 | 22.0% | 1% |
| 20260915 | $7.40 | $2.85 | 22.9% | 8% |
| 20260914 | $7.75 | $3.12 | 23.5% | 12% |
| 20260911 | $7.75 | $3.68 | 21.8% | 0% |
| 20260910 | $8.28 | $4.55 | 23.0% | 5% |
| 20260909 | $8.38 | $4.58 | 23.0% | 5% |
| 20260908 | $9.10 | $5.45 | 25.6% | 24% |
| 20260904 | $12.40 | $7.45 | 29.1% | 50% |
| 20260903 | $12.45 | $7.80 | 28.0% | 42% |
| 20260902 | $8.05 | $8.05 | 27.5% | 38% |
| 20260901 | $8.85 | $8.85 | 30.3% | 59% |
| 20260831 | $10.55 | $10.55 | 35.9% | 100% |
| 20260828 | $10.45 | $10.45 | 33.9% | 100% |
| 20260827 | $9.80 | $9.80 | 31.7% | 81% |
| 20260826 | $10.25 | $10.25 | 31.3% | 78% |
| 20260825 | $11.40 | $11.40 | 33.9% | 100% |
| 20260824 | $10.55 | $10.55 | 31.3% | 99% |
| 20260821 | $10.65 | $1.00 | 30.3% | 89% |
| 20260820 | $11.10 | $2.58 | 31.3% | 100% |
| 20260819 | $10.90 | $3.42 | 29.8% | 100% |
| 20260818 | $10.00 | $3.33 | 27.9% | 86% |
| 20260817 | $9.85 | $4.12 | 26.7% | 67% |
| 20260814 | $10.10 | $4.42 | 26.9% | 70% |
| 20260813 | $10.60 | $5.10 | 27.3% | 77% |
| 20260812 | $11.00 | $5.12 | 27.9% | 86% |
| 20260811 | $10.75 | $5.47 | 27.0% | 71% |
| 20260810 | $11.30 | $6.10 | 27.1% | 73% |
| 20260807 | — | — | 26.9% | 71% |
| 20260806 | $11.65 | $6.70 | 27.4% | 78% |
| 20260805 | $6.95 | $6.95 | 27.6% | 82% |
| 20260804 | $7.57 | $7.57 | 28.1% | 89% |
| 20260803 | $7.80 | $7.80 | 28.3% | 92% |
| 20260731 | $7.97 | $7.97 | 26.6% | 65% |
More on NVS
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.