New Era Energy & Digital, Inc. (NUAI) 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.
New Era Energy & Digital, Inc. (NUAI) operates in the Energy sector, specifically the Oil & Gas Energy industry, with a market capitalization near $285.8M, listed on NASDAQ, employing roughly 7 people, carrying a beta of 1.25 to the broader market. New Era Energy & Digital, Inc. Led by Everett Willard Gray, public since 2025-08-13.
Snapshot as of May 15, 2026.
- Spot Price
- $5.00
- Expected Move
- 42.5%
- Implied High
- $7.13
- Implied Low
- $2.87
- Front DTE
- 28 days
As of May 15, 2026, New Era Energy & Digital, Inc. (NUAI) has an expected move of 42.54%, a one-standard-deviation implied price range of roughly $2.87 to $7.13 from the current $5.00. 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.
NUAI Strategy Sizing to the Expected Move
With New Era Energy & Digital, Inc. pricing an expected move of 42.54% from $5.00, 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 NUAI derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $5.00 × (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 |
|---|---|---|---|---|---|
| May 22, 2026 | 7 | 148.6% | 20.6% | $6.03 | $3.97 |
| May 29, 2026 | 14 | 154.2% | 30.2% | $6.51 | $3.49 |
| Jun 5, 2026 | 21 | 157.8% | 37.9% | $6.89 | $3.11 |
| Jun 12, 2026 | 28 | 153.3% | 42.5% | $7.12 | $2.88 |
| Jun 18, 2026 | 34 | 139.9% | 42.7% | $7.13 | $2.87 |
| Jun 26, 2026 | 42 | 152.8% | 51.8% | $7.59 | $2.41 |
| Jul 17, 2026 | 63 | 148.3% | 61.6% | $8.08 | $1.92 |
| Aug 21, 2026 | 98 | 150.7% | 78.1% | $8.90 | $1.10 |
| Nov 20, 2026 | 189 | 147.5% | 106.1% | $10.31 | $-0.31 |
| Jan 15, 2027 | 245 | 140.9% | 115.4% | $10.77 | $-0.77 |
| Jan 21, 2028 | 616 | 134.7% | 175.0% | $13.75 | $-3.75 |
Frequently asked NUAI expected move questions
- What is the current NUAI expected move?
- As of May 15, 2026, New Era Energy & Digital, Inc. (NUAI) has an expected move of 42.54% over the next 28 days, implying a one-standard-deviation price range of $2.87 to $7.13 from the current $5.00. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the NUAI 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 NUAI 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.