NVX · Expected Move

NOVONIX Limited American Depository Shares

The expected move for NVX 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).

NVX straddle price & implied vol

60 sessions

Bars: 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 NVX Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
30-Day ATM IV
148.3%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to NVX'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.
NVX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $0.90 $0.90 148.3% 9%
20261022 $0.90 $0.90 138.8% 6%
20261021 $0.88 $0.88 140.3% 7%
20261020 $0.95 $0.95 154.0% 10%
20261019 $0.85 $0.85 130.5% 4%
20261016 $0.88 $1.98 131.4% 5%
20261015 $0.75 $2.05 115.4% 1%
20261014 $0.80 $2.25 120.2% 2%
20261013 $0.72 $2.62 114.3% 1%
20261012 $0.85 $2.50 112.7% 0%
20261009 $0.72 $2.62 118.3% 2%
20261008 $0.75 $2.62 140.0% 7%
20261007 $0.85 $2.50 138.2% 6%
20261006 $0.80 $2.62 120.9% 2%
20261005 $0.90 $2.50 136.9% 6%
20261002 $2.62 $2.62 122.3% 3%
20261001 $2.62 $2.62 111.4% 0%
20260930 $2.62 $2.62 119.7% 0%
20260929 $2.60 $2.60 132.9% 2%
20260928 $2.50 $2.50 123.0% 0%
20260925 $2.58 $2.58 124.1% 0%
20260924 $2.58 $2.58 132.0% 2%
20260923 $2.58 $2.58 135.3% 2%
20260922 $2.50 $2.50 138.3% 3%
20260921 $2.58 $2.58 134.6% 2%
20260918 $2.45 $2.38 130.0% 1%
20260917 $2.58 $2.55 131.1% 1%
20260916 $2.55 $2.35 140.3% 3%
20260915 $2.45 $2.58 138.6% 3%
20260914 $2.45 $2.45 168.9% 10%
20260911 $2.45 $2.40 144.7% 5%
20260910 $2.45 $2.60 140.2% 3%
20260909 $2.50 $2.60 142.7% 4%
20260908 $2.58 $2.38 189.4% 15%
20260904 $2.58 $2.58 168.1% 10%
20260903 $2.58 $2.40 149.7% 6%
20260902 $2.58 $2.58 234.7% 29%
20260901 $2.58 $2.58 — —
20260831 $2.40 $2.40 — —
20260828 $2.52 $2.52 — —
20260827 $3.00 $3.00 — —
20260826 $2.10 $2.10 303.7% 45%
20260825 $2.92 $2.92 — —
20260824 $2.83 $2.83 195.6% 23%
20260821 $2.78 $2.80 — —
20260820 $2.65 $2.45 — —
20260819 $2.83 $2.15 207.7% 26%
20260818 $2.07 $2.15 — —
20260817 $2.45 $2.02 199.5% 24%
20260814 $2.67 $2.25 — —
20260813 $2.43 $2.43 — —
20260812 $2.58 $2.38 — —
20260811 $2.62 $2.17 — —
20260810 $2.45 $2.15 — —
20260806 $2.50 $2.40 — —
20260805 $2.27 $2.27 — —
20260804 $2.52 $2.52 — —
20260803 $2.50 $2.50 — —
20260731 $2.12 $2.12 — —
20260730 $2.55 $2.55 — —

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.