NXDT · Expected Move

NexPoint Diversified Real Estate Trust

The expected move for NXDT 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).

NXDT 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 NXDT Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.80
30-Day ATM IV
78.8%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to NXDT'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.
NXDT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260302 $4.80 $4.80 78.8% 14%
20260227 $1.15 $1.15 71.7% 11%
20260226 $0.95 $0.95 75.6% 13%
20260225 $1.12 $1.12 79.6% 14%
20260224 $0.78 $0.78 76.2% 13%
20260223 $0.93 $0.93 74.5% 12%
20260221 $1.20 $1.20 — —
20260220 $1.20 $0.48 130.5% 34%
20260219 $1.27 $0.78 128.6% 33%
20260218 $1.27 $0.40 124.0% 31%
20260217 $1.35 $0.48 124.1% 31%
20260213 $1.25 $0.40 123.0% 31%
20260212 $1.15 $0.42 120.8% 30%
20260211 $1.18 $0.45 119.6% 30%
20260210 $1.20 $0.42 116.9% 29%
20260209 $1.27 $0.47 114.8% 28%
20260206 $1.30 $0.50 108.2% 25%
20260205 $1.27 $0.55 106.5% 25%
20260204 $0.65 $0.65 107.5% 25%
20260203 $0.62 $0.62 104.5% 24%
20260202 $0.70 $0.70 104.9% 24%
20260130 $0.57 $0.57 90.4% 19%
20260129 $0.60 $0.60 93.7% 20%
20260128 $0.73 $0.73 90.2% 18%
20260127 $0.78 $0.78 93.5% 20%
20260126 $0.75 $0.75 69.1% 10%
20260123 $0.70 $0.70 75.1% 13%
20260122 $0.75 $0.75 70.0% 11%
20260121 $0.88 $0.88 80.6% 15%
20260120 $1.47 $1.47 112.1% 27%
20260116 $1.00 $1.48 89.0% 18%
20260115 $1.05 $1.38 93.2% 20%
20260114 $0.93 $0.88 83.6% 16%
20260113 $0.92 $0.97 58.4% 6%
20260112 $1.05 $1.55 75.0% 13%
20260109 $0.98 $1.32 88.3% 18%
20260108 $1.43 $1.02 204.2% 62%
20260107 $1.25 $0.98 — —
20260106 $0.82 $1.05 76.0% 13%
20260105 $1.07 $1.30 87.3% 17%
20260102 $1.22 $1.22 — —
20251231 $1.35 $1.35 41.5% 0%
20251230 $1.27 $1.27 137.7% 34%
20251229 $1.73 $1.73 126.2% 29%
20251226 $1.18 $1.18 — —
20251224 $1.23 $1.23 105.5% 21%
20251223 $1.30 $1.30 77.7% 10%
20251222 $1.32 $1.32 — —
20251219 $1.27 $1.15 — —
20251218 $1.18 $0.83 84.3% 12%
20251217 $0.97 $0.93 68.1% 6%
20251216 $1.77 $1.62 89.6% 14%
20251215 $2.00 $1.22 — —
20251212 $1.25 $1.18 116.4% 25%
20251211 $1.32 $0.93 125.8% 29%
20251210 $1.05 $0.65 102.0% 21%
20251209 $0.93 $0.35 — —
20251208 $1.02 $0.55 213.3% 64%
20251205 $1.10 $0.60 167.5% 46%
20251204 $1.05 $0.57 188.7% 54%

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.