NVAX · Expected-Move

Novavax, Inc. (NVAX) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$10.47
Expected move
$1.54
Expected move %
14.7%
Lower boundary
$8.94
Upper boundary
$12.01
Median historical move
6.4%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2010-03-12: Realized move: 6.0484% Implied move: Unavailable Signed actual 6.0484% · Reconstruction status unavailable · 0 IV checkpoints Update time unavailable
Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
6.0484%UnavailableSigned actual 6.0484% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.6316%UnavailableSigned actual 2.6316% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.1152%UnavailableSigned actual 4.1152% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.7167%UnavailableSigned actual 1.7167% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.0064%UnavailableSigned actual 7.0064% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.6494%UnavailableSigned actual 0.6494% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.2222%UnavailableSigned actual 2.2222% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.9479%UnavailableSigned actual 0.9479% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.4335%UnavailableSigned actual 4.4335% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.4444%UnavailableSigned actual 8.4444% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.2308%UnavailableSigned actual 9.2308% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.0725%UnavailableSigned actual 5.0725% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.7382%UnavailableSigned actual 4.7382% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.8603%UnavailableSigned actual 7.8603% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.3899%UnavailableSigned actual 0.3899% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.7186%UnavailableSigned actual 1.7186% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.3093%UnavailableSigned actual 4.3093% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
24.1287%UnavailableSigned actual 24.1287% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.25%UnavailableSigned actual 6.25% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.431%UnavailableSigned actual 7.431% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.1841%UnavailableSigned actual 4.1841% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.7754%UnavailableSigned actual 9.7754% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
17.6471%UnavailableSigned actual 17.6471% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.362%UnavailableSigned actual 7.362% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
16.4384%UnavailableSigned actual 16.4384% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.0619%UnavailableSigned actual 2.0619% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.7857%UnavailableSigned actual 1.7857% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.4354%UnavailableSigned actual 1.4354% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.4327%UnavailableSigned actual 6.4327% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
21.4876%UnavailableSigned actual 21.4876% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.599%UnavailableSigned actual 6.599% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.7692%UnavailableSigned actual 5.7692% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.3208%UnavailableSigned actual 11.3208% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.4113%UnavailableSigned actual 5.4113% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2%UnavailableSigned actual 2% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.608%UnavailableSigned actual 11.608% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
62.5306%UnavailableSigned actual 62.5306% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
16.2624%UnavailableSigned actual 16.2624% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.8114%UnavailableSigned actual 12.8114% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
14.2744%UnavailableSigned actual 14.2744% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
13.9065%UnavailableSigned actual 13.9065% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
19.6063%11.4941%Signed actual 19.6063% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.2703%9.8873%Signed actual 11.2703% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.4438%UnavailableSigned actual 0.4438% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.1265%UnavailableSigned actual 1.1265% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
29.6419%UnavailableSigned actual 29.6419% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.1908%22.2851%Signed actual 5.1908% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
25.9179%14.9942%Signed actual 25.9179% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
27.7852%23.3557%Signed actual 27.7852% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.8564%18.883%Signed actual 3.8564% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.3235%15.8088%Signed actual 1.3235% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
26.7442%19.186%Signed actual 26.7442% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
98.6577%11.4094%Signed actual 98.6577% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.057%17.7871%Signed actual 9.057% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.1043%19.8113%Signed actual 6.1043% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.0921%15.8996%Signed actual 2.0921% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.9328%15.4622%Signed actual 11.9328% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
12.63%13.7444%Signed actual 12.63% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.3004%13.5891%Signed actual 1.3004% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
15.5556%11.1728%Signed actual 15.5556% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.5195%10.3247%Signed actual 0.5195% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.