Nomura Holdings Inc ADR (NMR) Straddle

Trading a NMR straddle lets you take a pure volatility position on Nomura Holdings Inc ADR without committing to a direction. Nomura Holdings Inc ADR's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate NMR straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on NMR profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Nomura Holdings Inc ADR stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the NMR straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

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.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the NMR straddle is the cleanest expression of that view. Our scanner prices every NMR straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a NMR straddle into a catalyst or short a NMR straddle to harvest decay, the options straddle setups that matter are all in one place.