NXST · Expected Move

Nexstar Media Group, Inc. Common Stock

The expected move for NXST 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).

NXST 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 NXST Expected Move
30-Day Straddle
$17.25
7-Day Straddle
$17.25
30-Day ATM IV
44.1%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to NXST'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.
NXST Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $17.25 $17.25 44.1% 60%
20261016 $17.95 $2.25 44.3% 61%
20261015 $18.20 $3.00 44.4% 62%
20261014 $17.05 $4.45 42.1% 45%
20261013 $17.60 $5.72 42.8% 51%
20261012 $18.10 $6.40 43.2% 54%
20261009 $17.90 $6.65 40.5% 33%
20261008 $19.25 $7.78 42.4% 47%
20261007 $19.10 $8.00 42.7% 49%
20261006 $19.55 $8.22 43.0% 52%
20261005 $18.90 $8.60 42.3% 46%
20261002 $9.35 $9.35 42.4% 48%
20261001 $9.93 $9.93 42.7% 50%
20260930 $10.25 $10.25 41.7% 42%
20260929 $11.05 $11.05 42.5% 48%
20260928 $11.15 $11.15 41.4% 40%
20260925 $11.95 $11.95 40.2% 32%
20260924 $12.75 $12.75 41.0% 37%
20260923 $13.20 $13.20 41.3% 40%
20260922 $13.95 $13.95 41.0% 37%
20260921 $14.20 $14.20 41.2% 39%
20260918 $14.60 $2.75 41.5% 41%
20260917 $14.15 $4.67 38.3% 18%
20260916 $15.20 $5.65 40.5% 39%
20260915 $16.10 $5.97 40.9% 42%
20260914 $16.65 $7.47 41.4% 45%
20260911 $16.60 $6.70 39.6% 33%
20260910 $17.75 $8.22 42.0% 49%
20260909 $17.60 $8.57 42.3% 51%
20260908 $17.35 $9.05 39.7% 33%
20260904 $18.20 $10.20 37.3% 17%
20260903 $18.10 $10.62 36.3% 10%
20260902 $10.38 $10.38 36.6% 12%
20260901 $11.65 $11.65 37.1% 16%
20260831 $12.05 $12.05 37.6% 19%
20260828 $12.65 $12.65 37.3% 17%
20260827 $12.95 $12.95 38.1% 23%
20260826 $13.70 $13.70 38.0% 22%
20260825 $13.10 $13.10 35.9% 8%
20260824 $15.10 $15.10 38.3% 24%
20260821 $15.60 $2.58 37.7% 20%
20260820 $16.35 $4.17 37.8% 21%
20260819 $16.65 $6.47 38.2% 23%
20260818 $16.10 $6.67 37.5% 18%
20260817 $16.70 $7.28 38.5% 25%
20260814 $17.70 $8.10 38.0% 22%
20260813 $17.85 $9.18 37.8% 21%
20260812 $18.50 $9.90 39.9% 35%
20260811 $18.10 $9.78 38.4% 25%
20260810 $19.95 $11.05 40.0% 35%
20260807 — — 38.1% 23%
20260806 $22.20 $14.50 43.4% 58%
20260805 $16.45 $16.45 46.6% 80%
20260804 $17.25 $17.25 45.8% 74%
20260803 $18.15 $18.15 47.6% 86%
20260731 $18.95 $18.95 48.6% 93%
20260730 $18.80 $18.80 47.0% 82%
20260729 $18.40 $18.40 44.8% 68%
20260728 $19.40 $19.40 47.2% 83%
20260727 $19.05 $19.05 48.0% 89%

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.