N-able, Inc. (NABL) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
N-able, Inc. (NABL) operates in the Technology sector, specifically the Information Technology Services industry, with a market capitalization near $665.0M, listed on NYSE, employing roughly 1,800 people, carrying a beta of 0.64 to the broader market. N-able, Inc. Led by John Pagliuca, public since 2021-07-19.
Snapshot as of May 15, 2026.
- Spot Price
- $3.42
- Expected Move
- 38.0%
- Implied High
- $4.72
- Implied Low
- $2.12
- Front DTE
- 34 days
As of May 15, 2026, N-able, Inc. (NABL) has an expected move of 37.99%, a one-standard-deviation implied price range of roughly $2.12 to $4.72 from the current $3.42. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
NABL Strategy Sizing to the Expected Move
With N-able, Inc. pricing an expected move of 37.99% from $3.42, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for NABL derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $3.42 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 132.5% | 40.4% | $4.80 | $2.04 |
| Jul 17, 2026 | 63 | 129.4% | 53.8% | $5.26 | $1.58 |
| Oct 16, 2026 | 154 | 54.9% | 35.7% | $4.64 | $2.20 |
| Jan 15, 2027 | 245 | 54.8% | 44.9% | $4.96 | $1.88 |
Frequently asked NABL expected move questions
- What is the current NABL expected move?
- As of May 15, 2026, N-able, Inc. (NABL) has an expected move of 37.99% over the next 34 days, implying a one-standard-deviation price range of $2.12 to $4.72 from the current $3.42. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the NABL expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is NABL expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.