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
$62.05
7-Day Straddle
$35.20
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 |
|---|---|---|---|---|
| 20260608 | $62.05 | $35.20 | 0.3% | 0% |
| 20260605 | $62.10 | $38.65 | 0.4% | 1% |
| 20260604 | $64.60 | $39.80 | 0.4% | 6% |
| 20260603 | $66.00 | $40.75 | 0.4% | 5% |
| 20260602 | $43.80 | $43.80 | 0.7% | 98% |
| 20260601 | $46.00 | $46.00 | 0.7% | 100% |
| 20260529 | $37.50 | $37.50 | 0.6% | 79% |
| 20260528 | $37.40 | $37.40 | 0.6% | 63% |
| 20260527 | $37.25 | $37.25 | 0.6% | 63% |
| 20260526 | $41.55 | $41.55 | 0.6% | 63% |
| 20260522 | $42.45 | $42.45 | 0.5% | 44% |
| 20260521 | $44.25 | $44.25 | 0.5% | 49% |
| 20260520 | $43.90 | $43.90 | 0.5% | 44% |
| 20260519 | $46.15 | $46.15 | 0.5% | 41% |
| 20260518 | $45.25 | $45.25 | 0.5% | 46% |
| 20260515 | $47.75 | $4.80 | 0.5% | 41% |
| 20260514 | $49.25 | $9.38 | 0.5% | 39% |
| 20260513 | $47.45 | $13.70 | 0.5% | 40% |
| 20260512 | $48.25 | $16.75 | 0.5% | 37% |
| 20260511 | $49.35 | $19.25 | 0.5% | 37% |
| 20260510 | $50.00 | $22.50 | 0.4% | 35% |
| 20260508 | $50.00 | $22.50 | 0.4% | 32% |
| 20260507 | $51.20 | $26.90 | 0.4% | 34% |
| 20260506 | $51.95 | $25.90 | 0.4% | 34% |
| 20260505 | $52.40 | $27.40 | 0.4% | 31% |
| 20260504 | $54.80 | $28.55 | 0.4% | 32% |
| 20260502 | $32.65 | $32.65 | 0.5% | 59% |
| 20260501 | $32.70 | $32.70 | 0.5% | 43% |
| 20260430 | $33.10 | $33.10 | 0.5% | 59% |
| 20260429 | $34.40 | $34.40 | 0.5% | 55% |
| 20260428 | $35.80 | $35.80 | 0.5% | 49% |
| 20260427 | $37.75 | $37.75 | 0.5% | 54% |
| 20260424 | $40.00 | $40.00 | 0.5% | 49% |
| 20260423 | $37.65 | $37.65 | 0.5% | 40% |
| 20260422 | $44.95 | $44.95 | 0.5% | 46% |
| 20260421 | $46.35 | $46.35 | 0.5% | 44% |
| 20260420 | $45.20 | $45.20 | 0.5% | 46% |
| 20260417 | $46.60 | $5.55 | 0.4% | 41% |
| 20260416 | $48.10 | $10.12 | 0.4% | 41% |
| 20260415 | $48.65 | $15.08 | 0.4% | 38% |
| 20260414 | $50.05 | $13.50 | 0.4% | 40% |
| 20260413 | $49.00 | $15.50 | 0.4% | 40% |
| 20260410 | $51.35 | $24.00 | 0.4% | 36% |
| 20260409 | $50.35 | $26.40 | 0.4% | 31% |
| 20260408 | $52.00 | $25.60 | 0.4% | 32% |
| 20260407 | $55.10 | $30.95 | 0.4% | 34% |
| 20260406 | $56.20 | $30.35 | 0.4% | 33% |
| 20260402 | $57.45 | $33.05 | 0.4% | 30% |
| 20260401 | $34.25 | $34.25 | 0.5% | 48% |
| 20260331 | $35.70 | $35.70 | 0.5% | 51% |
| 20260330 | $39.40 | $39.40 | 0.5% | 49% |
| 20260327 | $39.85 | $39.85 | 0.4% | 43% |
| 20260326 | $37.75 | $37.75 | 0.4% | 40% |
| 20260325 | $37.90 | $37.90 | 0.4% | 37% |
| 20260324 | $40.30 | $40.30 | 0.4% | 42% |
| 20260323 | $41.50 | $41.50 | 0.4% | 36% |
| 20260320 | $43.90 | $6.38 | 0.4% | 34% |
| 20260319 | $44.05 | $11.32 | 0.4% | 33% |
| 20260318 | $45.30 | $13.05 | 0.4% | 32% |
| 20260317 | $43.50 | $17.40 | 0.4% | 31% |