Expected Move — NN
Data as of market close Apr 2, 2026
NN Expected Move Data
- Nearest Expiry
- 2026-04-10
- Expected Move
- ±7.4%
- Expected Range
- $15.32–$17.77
- Days to Expiry
- 8
- ATM Strike
- $16.50
- Spot Price
- $16.55
Expected Move by Expiration (spot: $16.55)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 8 | $16.50 | ±$1.23 | ±7.4% | $15.32 | $17.77 |
| 2026-04-17 | 15 | $16.50 | ±$1.38 | ±8.3% | $15.17 | $17.92 |
| 2026-04-24 | 22 | $17.00 | ±$2.05 | ±12.4% | $14.50 | $18.60 |
| 2026-05-01 | 29 | $16.00 | ±$4.03 | ±24.3% | $12.52 | $20.57 |
| 2026-05-15 | 43 | $17.00 | ±$5.00 | ±30.2% | $11.55 | $21.55 |
| 2026-06-18 | 77 | $17.00 | ±$6.40 | ±38.7% | $10.15 | $22.95 |
| 2026-09-18 | 169 | $17.00 | ±$8.95 | ±54.1% | $7.60 | $25.50 |
| 2027-01-15 | 288 | $17.00 | ±$11.45 | ±69.2% | $5.10 | $28.00 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 8 | 16.5 | 1.23 | 7.4 | 15.32 | 17.77 |
| 2026-04-17 | 15 | 16.5 | 1.38 | 8.31 | 15.17 | 17.92 |
| 2026-04-24 | 22 | 17 | 2.05 | 12.39 | 14.5 | 18.6 |
| 2026-05-01 | 29 | 16 | 4.03 | 24.32 | 12.52 | 20.57 |
| 2026-05-15 | 43 | 17 | 5 | 30.21 | 11.55 | 21.55 |
| 2026-06-18 | 77 | 17 | 6.4 | 38.67 | 10.15 | 22.95 |
| 2026-09-18 | 169 | 17 | 8.95 | 54.08 | 7.6 | 25.5 |
| 2027-01-15 | 288 | 17 | 11.45 | 69.18 | 5.1 | 28 |
Check the expected price move for NN by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.