NX · Expected Move

Quanex Building Products Corporation

The expected move for NX 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).

NX 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 NX Expected Move
30-Day Straddle
$3.77
7-Day Straddle
$2.15
30-Day ATM IV
63.4%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to NX'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.
NX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.77 $2.15 63.4% 54%
20261106 $4.30 $2.50 70.5% 71%
20261105 $4.75 $2.72 76.2% 85%
20261104 $2.05 $2.05 53.3% 29%
20261103 $2.10 $2.10 54.5% 32%
20261102 $2.45 $2.45 66.3% 59%
20261030 $2.20 $2.20 58.0% 40%
20261029 $1.80 $1.80 54.8% 32%
20261028 $3.25 $3.25 66.6% 60%
20261027 $2.03 $2.03 50.8% 23%
20261026 $2.08 $2.08 61.5% 48%
20261023 $1.97 $1.97 49.4% 20%
20261022 $2.80 $2.80 59.4% 43%
20261021 $2.05 $2.05 50.6% 22%
20261020 $1.93 $1.93 46.1% 12%
20261019 $2.30 $2.30 44.5% 8%
20261016 $2.25 $1.23 48.3% 13%
20261015 $2.67 $1.70 52.8% 21%
20261014 $2.62 $3.40 53.4% 22%
20261013 $2.42 $1.98 40.9% 0%
20261012 $2.42 $1.15 48.9% 4%
20261009 $2.52 $1.40 52.4% 11%
20261008 $2.90 $2.10 55.0% 16%
20261007 $2.97 $1.90 58.1% 22%
20261006 $2.38 $1.45 50.9% 8%
20261005 $3.23 $2.90 68.2% 41%
20261002 $1.80 $1.80 64.3% 34%
20261001 $1.80 $1.80 64.8% 35%
20260930 $2.15 $2.15 54.7% 15%
20260929 $1.42 $1.42 57.0% 20%
20260928 $2.55 $2.55 64.0% 33%
20260925 $2.08 $2.08 52.0% 10%
20260924 $1.85 $1.85 46.7% 0%
20260923 $2.78 $2.78 63.6% 29%
20260922 $2.60 $2.60 50.8% 3%
20260921 $3.40 $3.40 76.1% 54%
20260918 $2.25 $2.30 51.2% 4%
20260917 $2.45 $1.50 49.3% 0%
20260916 $3.10 $1.98 63.8% 26%
20260915 $3.20 $1.60 60.8% 20%
20260914 $3.08 $2.27 66.6% 32%
20260911 $2.70 $1.55 51.6% 0%
20260910 $3.33 $1.93 58.8% 16%
20260909 $3.08 $1.55 53.3% 4%
20260908 $2.97 $1.50 51.4% 0%
20260904 $4.33 $2.45 68.7% 36%
20260903 $3.38 $2.80 70.4% 39%
20260902 $3.40 $3.40 61.6% 20%
20260901 $2.98 $2.98 69.1% 36%
20260831 $2.62 $2.62 75.7% 50%
20260828 $2.38 $2.38 63.5% 24%
20260827 $2.83 $2.83 65.3% 28%
20260826 $2.85 $2.85 68.6% 35%
20260825 $3.70 $3.70 82.3% 65%
20260824 $2.97 $2.97 68.7% 36%
20260821 $2.70 $0.97 59.4% 16%
20260820 $2.97 $1.07 68.1% 35%
20260819 $3.12 $2.17 64.6% 27%
20260818 $3.73 $2.02 80.7% 62%
20260817 $3.15 $1.93 66.1% 30%

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.