Netskope, Inc. Class A Common Stock (NTSK) 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.
Netskope, Inc. Class A Common Stock (NTSK) operates in the Technology sector, specifically the Software - Services industry, with a market capitalization near $4.23B, listed on NASDAQ, employing roughly 2,605 people, carrying a beta of 2.86 to the broader market. A cloud-security company offering a unified platform (“Netskope One”) for data protection, secure access, visibility across apps/web/cloud, threat prevention, and networking optimizations especially for SaaS, web, hybrid, and AI workloads. Led by Sanjay Beri, public since 2025-09-18.
Snapshot as of May 15, 2026.
- Spot Price
- $11.24
- Expected Move
- 28.3%
- Implied High
- $14.42
- Implied Low
- $8.06
- Front DTE
- 34 days
As of May 15, 2026, Netskope, Inc. Class A Common Stock (NTSK) has an expected move of 28.33%, a one-standard-deviation implied price range of roughly $8.06 to $14.42 from the current $11.24. 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.
NTSK Strategy Sizing to the Expected Move
With Netskope, Inc. Class A Common Stock pricing an expected move of 28.33% from $11.24, 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 NTSK derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $11.24 × (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 | 98.8% | 30.2% | $14.63 | $7.85 |
| Jul 17, 2026 | 63 | 90.2% | 37.5% | $15.45 | $7.03 |
| Oct 16, 2026 | 154 | 91.5% | 59.4% | $17.92 | $4.56 |
| Dec 18, 2026 | 217 | 88.1% | 67.9% | $18.88 | $3.60 |
| Jan 15, 2027 | 245 | 89.3% | 73.2% | $19.46 | $3.02 |
Frequently asked NTSK expected move questions
- What is the current NTSK expected move?
- As of May 15, 2026, Netskope, Inc. Class A Common Stock (NTSK) has an expected move of 28.33% over the next 34 days, implying a one-standard-deviation price range of $8.06 to $14.42 from the current $11.24. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the NTSK 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 NTSK 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.