NDAQ - Latest News
Nasdaq, Inc. (NDAQ), operates in Financial Services / Financial - Data & Stock Exchanges, trades on NASDAQ.
Market capitalization stands near $51.02B. Trailing twelve-month P/E ratio is 26.73. Beta to the broader market is 0.99.
The article list below shows the most recent NDAQ headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent NDAQ Headlines
Iron Dome Acquisition I Corp. Announces Pricing of $150 Million Initial Public Offering
globenewswire.com - May 14, 2026
New York, New York, May 14, 2026 (GLOBE NEWSWIRE) -- Iron Dome Acquisition I Corp. (the “Company”), a special purpose acquisition company, today anno
Nasdaq Announces 2026 Annual Meeting of Shareholders
globenewswire.com - May 14, 2026
NEW YORK, May 14, 2026 (GLOBE NEWSWIRE) -- Nasdaq, Inc. (Nasdaq: NDAQ) has scheduled its 2026 Annual Meeting of Shareholders for June 10, 2026, at 8:
Invesco CEO on Private Assets, QQQ Growth and Nasdaq Partnership
youtube.com - May 14, 2026
Invesco President and CEO Andrew Schlossberg says clients are leaning into market volatility and sees the QQQ as a key US bellwether. Speaking with K
NDAQ Stock Trades Above 50-Day SMA: What Should Investors Do Now?
zacks.com - May 14, 2026
Nasdaq rides on rising non-trading revenues, strategic buyouts and dividend plans to fuel long-term growth.
Moolec Science SA Regains Compliance with All Nasdaq Capital Market Continued Listing Requirements Within Panel Remediation Period
accessnewswire.com - May 13, 2026
GEORGE TOWN, CAYMAN ISLANDS / ACCESS Newswire / May 13, 2026 / As previously reported on January 29, 2026, Moolec Science SA ("Moolec" and/or the "Com
How News Affects NDAQ Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track NDAQ's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.
Frequently asked NDAQ news questions
- What is the latest NDAQ news headline?
- The most recent NDAQ headline (May 14, 2026) is "Iron Dome Acquisition I Corp. Announces Pricing of $150 Million Initial Public Offering". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.
- How fresh is the NDAQ news on this page?
- News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.
- What NDAQ news moves options pricing?
- Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.
- How can I track unusual NDAQ options activity related to news?
- Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.