NEU (NewMarket Corporation)
Expected Move & Straddle Price History
The expected move for NEU 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).
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.
Current NEU Expected Move
30-Day Straddle
$67.45
7-Day Straddle
$33.80
Avg IV
0.3%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to NEU'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.
NEU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $67.45 | $33.80 | 0.3% | 0% |
| 20260903 | $68.90 | $37.00 | 0.3% | 0% |
| 20260902 | $39.15 | $39.15 | 0.8% | 100% |
| 20260901 | $41.70 | $41.70 | 0.7% | 100% |
| 20260831 | $41.40 | $41.40 | 0.6% | 86% |
| 20260828 | $44.65 | $44.65 | 0.7% | 94% |
| 20260827 | $48.00 | $48.00 | 0.6% | 88% |
| 20260826 | $48.90 | $48.90 | 0.7% | 100% |
| 20260825 | $50.60 | $50.60 | 0.7% | 100% |
| 20260824 | $53.85 | $53.85 | 0.7% | 98% |
| 20260821 | $54.90 | $7.80 | 0.7% | 97% |
| 20260820 | $58.15 | $11.35 | 0.7% | 91% |
| 20260819 | $58.60 | $16.90 | 0.6% | 75% |
| 20260818 | $59.05 | $17.15 | 0.7% | 92% |
| 20260817 | $52.50 | $17.35 | 0.6% | 83% |
| 20260814 | $56.60 | $19.35 | 0.5% | 59% |
| 20260813 | $58.05 | $22.20 | 0.4% | 26% |
| 20260812 | $59.45 | $26.35 | 0.6% | 70% |
| 20260811 | $62.40 | $30.15 | 0.6% | 68% |
| 20260810 | $59.95 | $31.95 | 0.5% | 59% |
| 20260806 | $64.95 | $39.60 | 0.4% | 21% |
| 20260805 | $40.65 | $40.65 | 0.5% | 39% |
| 20260804 | $42.65 | $42.65 | 0.4% | 23% |
| 20260803 | $45.25 | $45.25 | 0.5% | 43% |
| 20260731 | $46.00 | $46.00 | 0.5% | 37% |
| 20260730 | $48.95 | $48.95 | 0.5% | 45% |
| 20260729 | $55.90 | $55.90 | 0.4% | 29% |
| 20260728 | $54.95 | $54.95 | 0.4% | 33% |
| 20260727 | $56.15 | $56.15 | 0.4% | 30% |
| 20260724 | $57.45 | $57.45 | 0.4% | 27% |
| 20260723 | $56.95 | $56.95 | 0.4% | 24% |
| 20260722 | $57.85 | $57.85 | 0.4% | 23% |
| 20260721 | $59.80 | $59.80 | 0.4% | 22% |
| 20260720 | $59.95 | $59.95 | 0.4% | 27% |
| 20260716 | $62.00 | $14.40 | 0.4% | 16% |
| 20260715 | $61.85 | $17.55 | 0.4% | 14% |
| 20260714 | $64.40 | $21.20 | 0.4% | 17% |
| 20260713 | $65.35 | $23.45 | 0.4% | 15% |
| 20260710 | $66.80 | $24.25 | 0.4% | 12% |
| 20260709 | $69.20 | $28.25 | 0.4% | 14% |
| 20260708 | $70.40 | $32.80 | 0.4% | 13% |
| 20260707 | $70.00 | $33.15 | 0.4% | 14% |
| 20260706 | $71.95 | $35.10 | 0.3% | 6% |
| 20260702 | $36.50 | $36.50 | 0.5% | 45% |
| 20260701 | $38.10 | $38.10 | 0.4% | 34% |
| 20260630 | $40.10 | $40.10 | 0.5% | 39% |
| 20260629 | $42.00 | $42.00 | 0.5% | 42% |
| 20260626 | $45.30 | $45.30 | 0.4% | 28% |
| 20260625 | $46.00 | $46.00 | 0.4% | 29% |
| 20260624 | $46.95 | $46.95 | 0.4% | 32% |
| 20260623 | $47.80 | $47.80 | 0.4% | 31% |
| 20260622 | $49.55 | $49.55 | 0.4% | 29% |
| 20260618 | $50.55 | $6.62 | 0.4% | 19% |
| 20260617 | $50.45 | $13.07 | 0.4% | 17% |
| 20260616 | $53.30 | $14.57 | 0.4% | 27% |
| 20260615 | $55.25 | $21.40 | 0.4% | 27% |
| 20260613 | $58.55 | $23.40 | 0.3% | 5% |
| 20260612 | $59.10 | $23.60 | 0.4% | 15% |
| 20260611 | $60.55 | $28.10 | 0.4% | 19% |
| 20260610 | $60.55 | $32.90 | 0.3% | 0% |