NTSK reports Wed 2 Dec. See how it is priced with a free account.
Over its last 4 reports NTSK’s options priced a 16.2% move on average and the stock moved 14.1% by the close. For Wed 2 Dec a free account shows the implied volatility behind it now, and the priced move and how rich it is against those four on the day NTSK reports. The settled history below is public.
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How NTSK’s options price it
Read at 15:46 ET from every expiry that holds the report, and split into the report’s own share and ordinary movement.
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- NTSK for Wed 2 Decthe implied volatility now; the priced move and its richness the day it reports
- What selling it keptat the open, at 10:00 and at the close, report by report
- Every other tickerwith no limit, and today’s board
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| Report | Report’s partPriced | RealizedC2C | By 10:00 | Priced · realized · ±25% | CrushATM | As-sold | Open | ForecastPred. | Error | SoldP&L |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 2 ’26 | ±19.8% | +4.3% | +3.9% | −42% | −42% | −30% | −45%rec | +3pt | ||
| Jun 3 ’26 | ±18.2% | −19.1% | −17.9% | −39% | −30% | −29% | −34%rec | −5pt | ||
| Mar 11 ’26 | ±15.8% | −21.3% | −22.5% | −36% | — | −31% | −38%rec | +2pt | ||
| Dec 11 ’25 | ±11.2% | −11.8% | −8.9% | −38% | −35% | −43% | −34%rec | −4pt | ||
| All · 4 | ±16.2% avg | 14.1% avg either way | 13.3% avg either way | −38.5% median | −35% median | −30.5% median | −36% median | 3.5 average |
What the columns mean6 groups · 10 columns
- Report’s part
- The report’s own share of what the options priced the day before, taken from two or more expiries.
- ColumnsPriced
- Realized
- C2C is the previous close to the next close; By 10:00, the 09:55–10:05 ET average price against the previous close, never substituted from the open when it is missing.
- ColumnsC2CBy 10:00
- Chart
- The grey band is what the options priced and the marks are what happened, on a ±25% scale.
- ColumnsPriced · realized · ±25%
- Crush
- How far implied volatility fell in the report’s expiry. ATM is at the strike nearest the price, day before to day after at 15:46, read late in the session, so it does not compare with a figure read at the open. As-sold is at the strike a position was already holding; a blank there is not a small crush, because after a big move that strike is often no longer quoted the day after. Open is backed out of the option’s own 10:00 price the next morning.
- ColumnsATMAs-soldOpen
- Forecast
- Pred. is the crush we wrote the day before the report and never changed, marked rec where it was rebuilt from history. Error is what happened minus the forecast, graded against the collapse at the new strike, in points of the crush.
- ColumnsPred.Error
- Sold
- P&L: sold at the bid the day before and bought back at the 10:00 ask, as a share of the premium collected. A record of what happened, not a recommendation.
- ColumnsP&L
- The rest of each reportThe quoted move before the split, the drift from the open to three sessions after, the 10:00 as-sold and 30-day crushes, the skew before and after, and the cover mark, for each of NTSK’s 4 reports.
- What selling it keptWhat selling NTSK’s straddle the day before kept when it was bought back at the open, at 10:00 and at the close: the average, the median, the worst report and the losses, over its last 4 reports.
- After the openWhether NTSK kept moving after the open or faded back by 10:00, and what the stored numbers say about the wings and the calendar: the typical distance to a wing, the slope at entry and the front-leg crush that followed.
We publish flagged reports instead of dropping them. A marker on one report says little about the company and one on most of them says a lot, so the count is what tells them apart.
Every marker on this name, counted against the report it touched, newest first as in the history above. The first column is the current reading.
’26Jun 3
’26Mar 11
’26Dec 11
’25reports
What each marker means3 markers
macro event in the window A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.Affects Implied (event)
gapped past the wings The stock gapped far enough that the contract sold at T−1 is no longer near the money at the cover, so the as-sold crush there is partly a move along the smile rather than a collapse in volatility.Affects Crush at 10:00 (as sold)
noisy IV rank This name’s quote width is large against its own 52-week volatility range, so the rank carries a read error worth noting. A true property of a quiet name, not a defect — the rank itself is computed normally.Affects IV rank
How to read this page
- History table
- Its columns are explained right under it: What the columns mean ↑
- Coverage
- NTSK’s 4 reports.
- Priced move
- Read at 15:46 ET.
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