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Current NDSN options analysis: Weak Signal for Selling premium on NDSN. This NDSN options page updates daily with IV rank, VRP, expected move, and strategy picks.
No strategies meet current entry criteria.
Nordson Corp. (NDSN) is a Industrials stock with actively traded listed options. IV Rank 100% is 22pp above the Industrials sector median of 78%. NDSN put/call walls.
NDSN Edge Score: 74/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 8d. The best trade today might be no trade.
NDSN See full analysis →NDSN conditions are unfavorable — but other tickers may have edge today
NDSN’s setup is weak today. The Scanner surfaces S&P 500 tickers with positive VRP, high IV Rank, or active earnings crush — check those before forcing a trade on NDSN.
Earnings impact: Raw VRP (+7.2pp) includes an IV premium from upcoming earnings (8d). Excluding this premium, VRP is 0.0pp. The 7pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Earnings in 8d. The best trade today might be no trade.
Conditions are weak — explore alternatives or wait for a better setup.
Strategy
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Nordson Corp. shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 24.7% over 20 days versus a 25.7% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.77, indicating calming conditions relative to implied expectations. An Industrials sector component tracked by VolRadar. For premium sellers tracking NDSN, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
NDSN has maintained a consistent volatility profile over the past 20 trading days. The RV ratio has held in a range of 1.01 to 1.05, with 0% of days in seller-favorable territory. Stable regimes can persist for weeks in industrials stocks, making NDSN a relatively predictable candidate for premium selling strategies during this period.
Based on current realized volatility, traders can expect NDSN to move approximately ±$4.37 (1.6%) per day and ±$9.78 (3.5%) over five trading days. At a stock price of $281.62, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
Current conditions on NDSN point toward range-bound strategies like iron condor (tight wings). Moderately calm conditions (ratio 0.77). Range-bound behavior favors iron condors. Earnings in 8d — tighten wings. Iron Condor (Tight Wings) benefits from time decay while defining maximum risk on both sides — a structure that suits NDSN's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
NDSN has earnings in roughly 8 trading days. While not immediate, this proximity means implied volatility may begin expanding as the market prices in event risk. Premium sellers should factor this into DTE selection — positions expiring before earnings avoid the binary risk entirely, while positions spanning the event carry significantly higher uncertainty.
Industrial stocks reflect economic cycle expectations, with volatility rising during recession fears. NDSN is specifically an Industrials sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks NDSN daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). See the disclaimer for the full risk and regulatory notice.
More about NDSN
Nordson Corp. currently shows a weak premium selling signal because earnings in 8 days. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Nordson Corp.'s IV Rank is 100%, meaning current IV exceeds most of its 12-month range. Elevated IV creates richer premiums for sellers and may indicate upcoming events or heightened uncertainty. Explore the IV Analysis page for peer comparisons and historical context.
Nordson Corp. has earnings in 8 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
Nordson Corp. currently shows a weak premium selling signal because earnings in 8 days. Consider waiting for conditions to improve.
Nordson Corp.'s volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.77.
Nordson Corp.'s snapshot: IV Rank 100% (elevated premiums), VRP +7.2pp (options overpriced), RV Ratio 0.77 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Nordson Corp.: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Nordson Corp. right now: earnings in 8 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Nordson Corp. has earnings in approximately 8 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows Nordson Corp.'s historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
An IV Rank of 100% means Nordson Corp.'s current implied volatility is higher than most readings over the past year. Elevated IV can indicate the market expects larger moves ahead, creating higher premiums for sellers but also higher risk if the move materializes.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Industrials tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.
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Spread +7.0pp — IV is pricing above realized movement. This is the spread theta strategies capture as IV mean-reverts toward RV.