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 $316.7M, listed on NASDAQ, employing roughly 5 people, carrying a beta of 1.26 to the broader market. New Era Energy & Digital, Inc. Led by Charles Nelson, public since 2025-08-13.
Snapshot as of Aug 14, 2026.
- Spot Price
- $5.00
- Expected Move
- 50.1%
- Implied High
- $7.50
- Implied Low
- $2.50
- Front DTE
- 28 days
As of Aug 14, 2026, New Era Energy & Digital, Inc. (NUAI) has an expected move of 50.09%, a one-standard-deviation implied price range of roughly $2.50 to $7.50 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 50.09% 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.
How to read the NUAI implied-range chart
The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 50.09%, anchoring an implied range of approximately $2.50 to $7.50. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.
NUAI expected move and event pricing
Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. NUAI term-structure is in contango (slope 0.027), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.
Sizing NUAI structures to the expected move
Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. NUAI put/call volume ratio currently at 0.42 indicates speculative call flow dominates - look for upside-skewed sentiment. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.
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 |
|---|---|---|---|---|---|
| Aug 21, 2026 | 7 | 189.7% | 26.3% | $6.31 | $3.69 |
| Aug 28, 2026 | 14 | 190.7% | 37.3% | $6.87 | $3.13 |
| Sep 4, 2026 | 21 | 176.3% | 42.3% | $7.11 | $2.89 |
| Sep 11, 2026 | 28 | 173.8% | 48.1% | $7.41 | $2.59 |
| Sep 18, 2026 | 35 | 176.5% | 54.7% | $7.73 | $2.27 |
| Sep 25, 2026 | 42 | 168.8% | 57.3% | $7.86 | $2.14 |
| Oct 2, 2026 | 49 | 223.3% | 81.8% | $9.09 | $0.91 |
| Nov 20, 2026 | 98 | 169.3% | 87.7% | $9.39 | $0.61 |
| Jan 15, 2027 | 154 | 164.9% | 107.1% | $10.36 | $-0.36 |
| Feb 19, 2027 | 189 | 160.1% | 115.2% | $10.76 | $-0.76 |
| Dec 17, 2027 | 490 | 155.9% | 180.6% | $14.03 | $-4.03 |
| Jan 21, 2028 | 525 | 157.2% | 188.5% | $14.43 | $-4.43 |
Frequently asked NUAI expected move questions
- What is the current NUAI expected move?
- As of Aug 14, 2026, New Era Energy & Digital, Inc. (NUAI) has an expected move of 50.09% over the next 28 days, implying a one-standard-deviation price range of $2.50 to $7.50 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.