NZUS · Expected Move
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The expected move for NZUS 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).
NZUS 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 NZUS Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$2.22
30-Day ATM IV
8.6%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to NZUS'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.
NZUS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260512 | $2.73 | $2.22 | 8.6% | 0% |
| 20260511 | $2.83 | $2.35 | 11.5% | 5% |
| 20260510 | $2.83 | $2.35 | — | — |
| 20260508 | $2.83 | $2.35 | 11.4% | 5% |
| 20260507 | $2.80 | $2.35 | 14.2% | 20% |
| 20260506 | $2.85 | $2.40 | 15.5% | 28% |
| 20260505 | $2.85 | $2.42 | 11.0% | 3% |
| 20260504 | $2.88 | $2.50 | 10.8% | 2% |
| 20260502 | $2.58 | $2.58 | — | — |
| 20260501 | $2.58 | $2.58 | 10.5% | 0% |
| 20260430 | $2.38 | $2.38 | 13.3% | 0% |
| 20260429 | $2.62 | $2.62 | 14.2% | 5% |
| 20260428 | $2.73 | $2.73 | 13.8% | 3% |
| 20260427 | $2.67 | $2.67 | 13.7% | 2% |
| 20260424 | $2.78 | $2.78 | 13.9% | 4% |
| 20260423 | $2.75 | $2.75 | 16.0% | 17% |
| 20260422 | $2.77 | $2.77 | 15.1% | 11% |
| 20260421 | $2.92 | $2.92 | 16.9% | 24% |
| 20260420 | $2.98 | $2.98 | 14.8% | 9% |
| 20260417 | $2.88 | $2.17 | 14.7% | 8% |
| 20260416 | $2.88 | $2.12 | 15.6% | 13% |
| 20260415 | $4.75 | $1.73 | 16.0% | 15% |
| 20260414 | $2.92 | $2.25 | 15.1% | 10% |
| 20260413 | $2.80 | $1.80 | 17.5% | 24% |
| 20260410 | $3.17 | $2.47 | 18.8% | 31% |
| 20260409 | $3.10 | $3.00 | 19.7% | 36% |
| 20260408 | $3.15 | $2.48 | 21.3% | 45% |
| 20260407 | $3.40 | $2.62 | 22.7% | 53% |
| 20260406 | $3.45 | $2.72 | 23.0% | 54% |
| 20260402 | $3.35 | $2.73 | 23.8% | 59% |
| 20260401 | $2.78 | $2.78 | 22.9% | 54% |
| 20260331 | $2.62 | $2.62 | 24.8% | 65% |
| 20260330 | $3.05 | $3.05 | 27.1% | 78% |
| 20260327 | $3.10 | $3.10 | 28.6% | 86% |
| 20260326 | $3.00 | $3.00 | 25.2% | 67% |
| 20260325 | $3.05 | $3.05 | 22.3% | 51% |
| 20260324 | $2.98 | $2.98 | 24.8% | 65% |
| 20260323 | $2.40 | $2.40 | 20.6% | 41% |
| 20260320 | $3.10 | $2.10 | 24.5% | 63% |
| 20260319 | $3.25 | $2.20 | 23.7% | 58% |
| 20260318 | $3.10 | $2.30 | 20.4% | 40% |
| 20260317 | $3.05 | $2.33 | 20.3% | 40% |
| 20260316 | $3.20 | $2.38 | 21.3% | 45% |
| 20260313 | $3.62 | $2.98 | 24.5% | 63% |
| 20260312 | $3.30 | $2.62 | 22.6% | 53% |
| 20260311 | $3.35 | $2.62 | 23.4% | 48% |
| 20260310 | $3.08 | $2.27 | 20.0% | 31% |
| 20260309 | $3.25 | $2.60 | 24.8% | 54% |
| 20260308 | $3.45 | $2.78 | — | — |
| 20260306 | $3.45 | $2.78 | 23.1% | 46% |
| 20260305 | $3.40 | $2.72 | 19.5% | 27% |
| 20260304 | $2.50 | $2.50 | 19.7% | 28% |
| 20260303 | $2.75 | $2.75 | 21.0% | 34% |
| 20260302 | $1.15 | $1.15 | 18.3% | 22% |
| 20260227 | $2.20 | $2.20 | 23.3% | 44% |
| 20260226 | $2.00 | $2.00 | 24.8% | 51% |
| 20260225 | $3.30 | $3.30 | 22.8% | 42% |
| 20260224 | $3.75 | $3.75 | 19.0% | 25% |
| 20260223 | $2.98 | $2.98 | 18.1% | 21% |
| 20260221 | $2.60 | $2.60 | — | — |
More on NZUS
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.