Nano Nuclear Energy Inc

NNENASDAQ · USD
10.95USD0.00 (-4.20%)
232

Nano Nuclear Energy Inc (NNE) Historical Volatility

NNE's 30 day historical volatility is 59.50%, in the 4th percentile of readings over the past year. This is a low percentile, meaning Nano Nuclear Energy Inc shares have been calmer than usual. NNE's 30 day implied volatility sits at 80.12%, with an IV Rank of 13.89%, leaving IV 20.62 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 3, 2026.

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Tracking NNE historical volatility helps you see how much Nano Nuclear Energy Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, NNE's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor NNE 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. NNE's 30 day historical volatility, or NNE HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing NNE's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

NANO Nuclear Energy Inc. operates as a microreactor technology company. The company is developing ZEUS, a solid-core battery reactor, and ODIN, a low-pressure coolant reactor. It is also developing a high-assay low-enriched uranium fabrication facility to supply fuel to the nuclear reactor industry and fuel transportation and nuclear consultation businesses. The company was founded in 2021 and is based in New York, New York.

Historical Volatility

HV Percentile
4thHV Percentile
Low

Historical movement is subdued versus the past year. The stock has been unusually quiet.

Historical Volatility (30d)59.50%

HV Percentile4th

Implied Volatility (30d)80.12%

IV Rank13.89%

IV Minus HV+20.62%

As of Nov 3, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 3, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 3, 2026

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