STIM · Expected Move

Neuronetics, Inc. Common Stock

The expected move for STIM 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).

STIM 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 STIM Expected Move
30-Day Straddle
$0.98
7-Day Straddle
$0.98
30-Day ATM IV
187.1%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to STIM'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.
STIM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.98 $0.98 187.1% 23%
20261023 $0.72 $0.72 171.8% 19%
20261022 $0.82 $0.82 179.5% 21%
20261021 $0.80 $0.80 178.7% 21%
20261020 $0.65 $0.65 165.3% 17%
20261019 $0.85 $0.85 193.6% 24%
20261016 $0.95 $0.95 — —
20261015 $0.88 $0.75 — —
20261014 $0.85 $1.75 172.2% 19%
20261013 $0.88 $1.70 173.1% 19%
20261012 $1.05 $0.70 159.7% 16%
20261009 $0.82 $0.75 154.8% 15%
20261008 $0.82 $1.73 138.7% 11%
20261007 $0.85 $0.88 154.3% 15%
20261006 $0.97 $0.53 112.0% 4%
20261005 $0.93 $0.97 184.4% 22%
20261002 $0.47 $0.47 149.2% 13%
20261001 $8.03 $8.03 148.6% 13%
20260930 $0.47 $0.47 126.1% 8%
20260929 $0.47 $0.47 128.2% 8%
20260928 $0.62 $0.62 147.6% 13%
20260925 $0.50 $0.50 95.0% 0%
20260924 $0.50 $0.50 105.8% 0%
20260923 $0.57 $0.57 113.8% 1%
20260922 $0.55 $0.55 113.0% 0%
20260921 $0.68 $0.68 122.5% 3%
20260918 $0.97 $0.48 — —
20260917 $1.02 $0.40 122.9% 3%
20260916 $0.95 $0.42 123.9% 3%
20260915 $0.73 $0.62 111.6% 0%
20260914 $0.90 $0.70 132.6% 5%
20260911 $0.93 $0.70 121.7% 2%
20260910 $0.93 $0.55 121.8% 2%
20260909 $0.95 $0.60 121.8% 2%
20260908 $0.95 $0.70 131.2% 4%
20260904 $1.05 $0.65 138.0% 6%
20260903 $1.08 $1.65 148.9% 9%
20260902 $1.73 $1.73 140.9% 7%
20260901 $0.65 $0.65 136.0% 6%
20260831 $0.57 $0.57 115.7% 0%
20260828 $0.73 $0.73 126.7% 3%
20260827 $0.72 $0.72 129.2% 4%
20260826 $0.75 $0.75 119.0% 1%
20260825 $0.68 $0.68 114.6% 0%
20260824 $0.82 $0.82 134.0% 5%
20260821 $0.83 $0.55 118.9% 1%
20260820 $1.07 $1.10 150.1% 9%
20260819 $1.00 $0.65 131.7% 5%
20260818 $0.93 $1.12 113.8% 0%
20260817 $1.12 $0.78 137.0% 5%
20260814 $1.05 $0.80 118.1% 0%
20260813 $1.35 $0.80 191.1% 18%
20260812 $1.07 $0.80 — —
20260811 $1.07 $0.75 129.3% 1%
20260810 $3.08 $0.62 164.3% 10%
20260806 $0.95 $0.62 160.0% 9%
20260805 $0.78 $0.78 182.6% 15%
20260804 $0.73 $0.73 193.7% 18%
20260803 $0.50 $0.50 181.9% 15%
20260731 $0.68 $0.68 181.6% 15%

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.