NANR · Expected Move
State Street SPDR S&P North American Natural Resources ETF · ETF
The expected move for NANR 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).
NANR 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 NANR Expected Move
30-Day Straddle
$2.38
7-Day Straddle
$2.38
30-Day ATM IV
22.9%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to NANR'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.
NANR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.38 | $2.38 | 22.9% | 40% |
| 20261021 | $0.00 | $0.00 | 26.6% | 79% |
| 20261020 | $2.42 | $2.42 | 25.7% | 70% |
| 20261019 | $0.00 | $0.00 | 25.7% | 69% |
| 20261016 | $4.75 | $3.30 | 25.4% | 67% |
| 20261015 | $4.75 | $2.75 | 22.2% | 32% |
| 20261014 | $4.78 | $2.67 | 24.4% | 55% |
| 20261013 | $4.80 | $2.83 | 22.1% | 31% |
| 20261012 | $4.80 | $3.10 | 22.9% | 40% |
| 20261009 | $4.83 | $3.03 | 25.7% | 69% |
| 20261008 | $4.95 | $3.15 | 24.2% | 49% |
| 20261007 | $5.05 | $3.25 | 22.8% | 34% |
| 20261006 | $4.95 | $3.20 | 24.0% | 47% |
| 20261005 | $5.20 | $3.17 | 24.5% | 51% |
| 20261002 | $3.60 | $3.60 | 24.9% | 56% |
| 20261001 | $3.50 | $3.50 | 23.4% | 41% |
| 20260930 | $3.55 | $3.55 | 21.0% | 17% |
| 20260929 | $3.80 | $3.80 | 22.7% | 34% |
| 20260928 | $3.80 | $3.80 | 22.4% | 31% |
| 20260925 | $3.85 | $3.85 | 23.3% | 40% |
| 20260924 | $3.90 | $3.90 | 21.9% | 26% |
| 20260923 | $4.05 | $4.05 | 21.5% | 22% |
| 20260922 | $4.35 | $4.35 | 23.7% | 44% |
| 20260921 | $4.33 | $4.33 | 20.1% | 8% |
| 20260918 | $5.12 | $4.25 | 26.2% | 68% |
| 20260917 | $4.80 | $3.65 | 28.4% | 90% |
| 20260916 | $4.92 | $3.45 | 22.8% | 35% |
| 20260915 | $4.82 | $3.80 | 26.1% | 67% |
| 20260914 | $5.32 | $3.95 | 25.2% | 59% |
| 20260911 | $4.80 | $4.00 | 28.5% | 91% |
| 20260910 | $5.38 | $4.20 | 28.3% | 88% |
| 20260909 | $4.80 | $4.20 | 27.7% | 83% |
| 20260908 | $4.80 | $4.25 | 28.4% | 89% |
| 20260904 | $4.80 | $4.20 | 28.4% | 90% |
| 20260903 | $5.53 | $4.57 | 26.1% | 67% |
| 20260902 | $4.50 | $4.50 | 26.7% | 73% |
| 20260901 | $4.50 | $4.50 | 27.0% | 76% |
| 20260831 | $4.45 | $4.45 | 26.9% | 75% |
| 20260828 | $4.40 | $4.40 | 26.3% | 69% |
| 20260827 | $4.60 | $4.60 | 25.6% | 62% |
| 20260826 | $4.65 | $4.65 | 25.5% | 61% |
| 20260825 | $4.60 | $4.60 | 25.7% | 63% |
| 20260824 | $4.78 | $4.78 | 25.2% | 58% |
| 20260821 | $4.60 | $4.50 | 21.3% | 20% |
| 20260820 | $4.80 | $3.20 | 23.3% | 40% |
| 20260819 | $4.53 | $3.30 | 24.2% | 49% |
| 20260818 | $4.70 | $3.40 | 22.6% | 33% |
| 20260817 | $4.70 | $3.50 | 21.6% | 23% |
| 20260814 | $4.70 | $3.65 | 22.3% | 30% |
| 20260813 | $4.80 | $3.80 | 22.8% | 35% |
| 20260812 | $4.80 | $3.85 | 22.2% | 29% |
| 20260811 | $4.70 | $2.75 | 21.9% | 26% |
| 20260810 | $4.60 | $2.62 | 20.3% | 10% |
| 20260807 | — | — | 21.0% | 17% |
| 20260806 | $4.50 | $3.85 | 21.8% | 25% |
| 20260805 | $2.92 | $2.92 | 22.5% | 32% |
| 20260804 | $2.98 | $2.98 | 21.0% | 18% |
| 20260803 | $2.95 | $2.95 | 21.6% | 23% |
| 20260731 | $3.33 | $3.33 | 21.5% | 22% |
| 20260730 | $3.45 | $3.45 | 21.8% | 25% |
More on NANR
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.