NAT · Expected Move

Nordic American Tanker

The expected move for NAT 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).

NAT straddle price & implied vol

60 sessions

Bars: 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 NAT Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$0.70
30-Day ATM IV
64.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NAT'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.
NAT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.18 $0.70 64.7% 100%
20261106 $1.12 $0.72 59.4% 80%
20261105 $1.18 $0.88 63.8% 100%
20261104 $0.70 $0.70 59.8% 100%
20261103 $0.80 $0.80 59.0% 97%
20261102 $0.80 $0.80 59.5% 100%
20261030 $0.85 $0.85 54.5% 73%
20261029 $0.80 $0.80 55.2% 77%
20261028 $0.88 $0.88 59.0% 98%
20261027 $0.88 $0.88 56.6% 84%
20261026 $0.93 $0.93 56.1% 83%
20261023 $0.95 $0.95 54.8% 76%
20261022 $1.02 $1.02 55.6% 80%
20261021 $0.95 $0.95 50.3% 51%
20261020 $0.88 $0.88 49.0% 44%
20261019 $0.95 $0.95 47.4% 35%
20261016 $1.05 $0.35 51.9% 60%
20261015 $1.00 $0.25 50.0% 49%
20261014 $1.08 $0.40 51.2% 56%
20261013 $1.02 $0.40 44.7% 21%
20261012 $1.10 $0.43 47.0% 33%
20261009 $1.15 $0.62 47.5% 36%
20261008 $1.23 $0.70 49.5% 47%
20261007 $1.05 $0.60 47.7% 37%
20261006 $1.08 $0.55 46.3% 30%
20261005 $1.12 $0.62 47.4% 28%
20261002 $0.68 $0.68 48.8% 33%
20261001 $0.60 $0.60 45.4% 19%
20260930 $0.62 $0.62 47.0% 25%
20260929 $0.68 $0.68 47.1% 26%
20260928 $0.73 $0.73 47.6% 28%
20260925 $0.68 $0.68 45.0% 17%
20260924 $0.72 $0.72 43.1% 9%
20260923 $0.82 $0.82 46.3% 22%
20260922 $0.78 $0.78 45.1% 18%
20260921 $0.75 $0.75 45.5% 19%
20260918 $0.85 $0.23 47.3% 27%
20260917 $0.85 $0.22 46.0% 21%
20260916 $0.88 $0.25 48.1% 30%
20260915 $0.88 $0.38 46.3% 23%
20260914 $0.90 $0.50 46.0% 21%
20260911 $0.88 $0.57 53.5% 52%
20260910 $0.82 $0.47 45.3% 18%
20260909 $0.75 $0.45 41.9% 4%
20260908 $0.75 $0.50 43.1% 9%
20260904 $0.85 $0.55 43.3% 10%
20260903 $0.82 $0.55 46.0% 21%
20260902 $0.55 $0.55 47.0% 25%
20260901 $0.60 $0.60 47.7% 28%
20260831 $0.68 $0.68 49.3% 35%
20260828 $0.78 $0.78 50.7% 41%
20260827 $0.75 $0.75 50.9% 41%
20260826 $0.93 $0.93 52.3% 47%
20260825 $0.80 $0.80 53.5% 52%
20260824 $0.73 $0.73 49.4% 35%
20260821 $0.80 $0.10 51.2% 43%
20260820 $0.80 $0.17 51.2% 43%
20260819 $0.78 $0.23 48.7% 32%
20260818 $0.95 $0.25 51.4% 43%
20260817 $0.88 $0.35 52.5% 48%

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.