Nomura Holdings Inc ADR (NMR) Expected Move

Tracking the NMR expected move helps you see how far Nomura Holdings Inc ADR's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Nomura Holdings Inc ADR's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the NMR expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For NMR, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The NMR expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Nomura Holdings Inc ADR is unlikely to go.

Nomura Holdings, Inc. provides various financial services to individuals, corporations, financial institutions, governments, and governmental agencies worldwide. It operates through three segments: Retail, Investment Management, and Wholesale. The Retail segment offers various financial products and investment services. As of March 31, 2022, this segment operated a network of 119 branches. The Investment Management segment engages in the management of funds, investment trusts, and other investment vehicles; and provision of investment advisory, custodial, and administrative services. The Wholesale segment is involved in the research, sale, trading, agency execution, and market-making of fixed income and equity-related products.

It also engages in underwriting various securities and other financial instruments, such as various classes of shares, convertible and exchangeable securities, investment grade and high yield debts, sovereign and emerging market debts, structured securities, and other securities; arranging private placements, as well as other capital raising activities; and the provision of financial advisory services on business transactions comprising mergers and acquisitions, divestitures, spin-offs, capital structuring, corporate defense activities, leveraged buyouts, and risk solutions. In addition, this segment offers various financial instruments. The company was formerly known as The Nomura Securities Co., Ltd. and changed its name to Nomura Holdings, Inc. in October 2001. Nomura Holdings, Inc. was incorporated in 1925 and is headquartered in Tokyo, Japan.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the NMR expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Nomura Holdings Inc ADR expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about NMR.