JWN · Expected Move
Nordstrom, Inc.
The expected move for JWN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
JWN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current JWN Expected Move
30-Day Straddle
$2.60
7-Day Straddle
$2.58
30-Day ATM IV
36.9%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to JWN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
JWN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250522 | $2.60 | $2.58 | 36.9% | 30% |
| 20250521 | $2.60 | $2.58 | 43.8% | 39% |
| 20250520 | $2.60 | $2.58 | 42.3% | 37% |
| 20250519 | $0.15 | $0.17 | 42.7% | 37% |
| 20250516 | $1.73 | $0.47 | 43.7% | 39% |
| 20250515 | $5.90 | $6.17 | 18.7% | 6% |
| 20250514 | $6.35 | $10.00 | 16.5% | 3% |
| 20250513 | $0.95 | $5.65 | 14.9% | 1% |
| 20250512 | $5.67 | $1.23 | 17.5% | 5% |
| 20250509 | $0.45 | $7.40 | 26.1% | 16% |
| 20250508 | $10.00 | $0.93 | 36.1% | 29% |
| 20250507 | $5.30 | $6.22 | 28.7% | 19% |
| 20250506 | $7.42 | $0.65 | 64.2% | 65% |
| 20250505 | $2.77 | $5.00 | 42.2% | 37% |
| 20250502 | $2.92 | $1.38 | 49.2% | 46% |
| 20250501 | $6.33 | $6.17 | 35.0% | 27% |
| 20250430 | $2.83 | $2.58 | 91.0% | 100% |
| 20250429 | $0.85 | $2.50 | 15.6% | 2% |
| 20250428 | $0.78 | $6.30 | 25.5% | 16% |
| 20250425 | $2.50 | $3.67 | 45.4% | 44% |
| 20250424 | $2.15 | $5.15 | 74.6% | 85% |
| 20250423 | $2.70 | $2.42 | 37.7% | 33% |
| 20250422 | $0.00 | $0.00 | 33.8% | 28% |
| 20250421 | $1.57 | $1.30 | 60.5% | 66% |
| 20250417 | $1.70 | $1.32 | 56.6% | 60% |
| 20250415 | $1.88 | $1.67 | 84.9% | 100% |
| 20250414 | $6.35 | $0.30 | 83.0% | 100% |
| 20250411 | $4.80 | $1.02 | 45.8% | 49% |
| 20250410 | $2.50 | $0.50 | 48.5% | 53% |
| 20250409 | $3.90 | $3.90 | 49.1% | 54% |
| 20250408 | $3.85 | $4.82 | 66.4% | 81% |
| 20250407 | $2.67 | $2.50 | 46.0% | 50% |
| 20250404 | $3.65 | $3.22 | 66.5% | 81% |
| 20250403 | $1.32 | $1.25 | 52.3% | 59% |
| 20250402 | $5.05 | $10.00 | 44.6% | 47% |
| 20250401 | $1.25 | $6.10 | 14.0% | 0% |
| 20250331 | $1.43 | $10.00 | 44.8% | 47% |
| 20250328 | $3.63 | $1.75 | 78.6% | 100% |
| 20250327 | $2.34 | $5.03 | 61.6% | 84% |
| 20250326 | $2.89 | $1.16 | 18.9% | 7% |
| 20250325 | $2.27 | $6.13 | 43.5% | 52% |
| 20250324 | $3.54 | $7.50 | 47.7% | 59% |
| 20250321 | $5.29 | $6.28 | 43.1% | 51% |
| 20250320 | $5.45 | $1.22 | 44.0% | 53% |
| 20250319 | $0.47 | $6.21 | 21.0% | 11% |
| 20250318 | $5.45 | $0.40 | 35.5% | 37% |
| 20250317 | $7.50 | $0.87 | 33.1% | 33% |
| 20250314 | $6.26 | $0.29 | 37.9% | 42% |
| 20250313 | $5.58 | $0.80 | 41.6% | 48% |
| 20250312 | $6.28 | $6.20 | 34.8% | 36% |
| 20250311 | $3.64 | $1.13 | 38.2% | 42% |
| 20250310 | $2.38 | $1.25 | 37.1% | 40% |
| 20250307 | $2.27 | $1.25 | 24.6% | 17% |
| 20250305 | $2.21 | $1.68 | 24.7% | 18% |
| 20250304 | $1.54 | $1.51 | 27.0% | 22% |
| 20250303 | $1.78 | $0.57 | 25.0% | 18% |
| 20250228 | $2.42 | $0.95 | 30.5% | 28% |
| 20250227 | $1.82 | $0.86 | 54.2% | 71% |
| 20250226 | $0.50 | $5.86 | 15.4% | 1% |
| 20250225 | $10.10 | $5.02 | 19.9% | 9% |
More on JWN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.