NXE · Expected Move
NexGen Energy Ltd.
The expected move for NXE 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).
NXE 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 NXE Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$1.10
30-Day ATM IV
55.3%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to NXE'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.
NXE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.10 | $1.10 | 55.3% | 23% |
| 20261020 | $1.07 | $1.07 | 53.3% | 11% |
| 20261019 | $1.20 | $1.20 | 53.3% | 9% |
| 20261016 | $1.18 | $0.47 | 55.3% | 20% |
| 20261015 | $1.25 | $0.60 | 55.2% | 16% |
| 20261014 | $1.12 | $0.30 | 54.7% | 14% |
| 20261013 | $1.20 | $0.60 | 53.1% | 7% |
| 20261012 | $1.27 | $0.50 | 55.2% | 16% |
| 20261009 | $1.30 | $0.50 | 52.5% | 4% |
| 20261008 | $1.40 | $0.62 | 55.9% | 19% |
| 20261007 | $1.35 | $0.57 | 53.8% | 10% |
| 20261006 | $1.52 | $0.78 | 55.7% | 18% |
| 20261005 | $1.38 | $0.65 | 53.2% | 7% |
| 20261002 | $0.68 | $0.68 | 53.7% | 10% |
| 20261001 | $0.75 | $0.75 | 53.5% | 9% |
| 20260930 | $0.82 | $0.82 | 54.1% | 11% |
| 20260929 | $0.82 | $0.82 | 54.6% | 13% |
| 20260928 | $0.88 | $0.88 | 54.6% | 14% |
| 20260925 | $0.92 | $0.92 | 51.5% | 0% |
| 20260924 | $0.97 | $0.97 | 54.2% | 2% |
| 20260923 | $1.05 | $1.05 | 53.9% | 0% |
| 20260922 | $1.08 | $1.08 | 54.1% | 0% |
| 20260921 | $1.12 | $1.12 | 54.6% | 3% |
| 20260918 | $1.18 | $0.48 | 54.7% | 4% |
| 20260917 | $1.23 | $0.50 | 55.6% | 8% |
| 20260916 | $1.23 | $0.50 | 56.8% | 14% |
| 20260915 | $1.30 | $0.60 | 57.3% | 16% |
| 20260914 | $1.33 | $0.67 | 56.9% | 14% |
| 20260911 | $1.32 | $0.57 | 54.5% | 2% |
| 20260910 | $1.45 | $0.70 | 55.9% | 9% |
| 20260909 | $1.58 | $0.85 | 57.6% | 18% |
| 20260908 | $1.58 | $0.85 | 56.0% | 10% |
| 20260904 | $1.65 | $0.90 | 54.7% | 3% |
| 20260903 | $1.62 | $0.95 | 54.0% | 0% |
| 20260902 | $0.93 | $0.93 | 55.5% | 8% |
| 20260901 | $0.93 | $0.93 | 55.2% | 6% |
| 20260831 | $1.12 | $1.12 | 56.6% | 13% |
| 20260828 | $1.07 | $1.07 | 54.0% | 0% |
| 20260827 | $1.17 | $1.17 | 54.7% | 0% |
| 20260826 | $1.23 | $1.23 | 55.9% | 4% |
| 20260825 | $1.30 | $1.30 | 56.3% | 6% |
| 20260824 | $1.35 | $1.35 | 58.3% | 17% |
| 20260821 | $1.43 | $0.20 | 58.7% | 18% |
| 20260820 | $1.40 | $0.40 | 60.5% | 28% |
| 20260819 | $1.50 | $0.57 | 59.1% | 21% |
| 20260818 | $1.48 | $0.57 | 61.4% | 33% |
| 20260817 | $1.58 | $0.65 | 60.6% | 29% |
| 20260814 | $1.45 | $0.65 | 55.9% | 4% |
| 20260813 | $1.48 | $0.73 | 55.1% | 0% |
| 20260812 | $1.48 | $0.90 | 55.1% | 0% |
| 20260811 | $1.65 | $0.90 | 58.0% | 5% |
| 20260810 | $1.62 | $0.85 | 59.5% | 14% |
| 20260807 | — | — | 57.2% | 0% |
| 20260806 | $1.75 | $1.10 | 63.7% | 26% |
| 20260805 | $1.05 | $1.05 | 63.0% | 21% |
| 20260804 | $1.17 | $1.17 | 64.6% | 32% |
| 20260803 | $1.27 | $1.27 | 66.8% | 47% |
| 20260731 | $1.20 | $1.20 | 65.9% | 40% |
| 20260730 | $1.27 | $1.27 | 65.6% | 39% |
| 20260729 | $1.25 | $1.25 | 68.0% | 54% |
More on NXE
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.