NFG · Expected Move
National Fuel Gas Co.
The expected move for NFG 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).
NFG 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 NFG Expected Move
30-Day Straddle
$5.85
7-Day Straddle
$3.15
30-Day ATM IV
33.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NFG'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.
NFG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $5.85 | $3.15 | 33.3% | 100% |
| 20261007 | $6.07 | $3.35 | 29.5% | 68% |
| 20261006 | $6.35 | $2.68 | 27.8% | 54% |
| 20261005 | $6.32 | $3.25 | 28.7% | 61% |
| 20261002 | $3.35 | $3.35 | 28.1% | 56% |
| 20261001 | $3.35 | $3.35 | 31.1% | 81% |
| 20260930 | $3.15 | $3.15 | 26.4% | 41% |
| 20260929 | $3.62 | $3.62 | 27.3% | 49% |
| 20260928 | $3.88 | $3.88 | 27.7% | 52% |
| 20260925 | $4.55 | $4.55 | 29.5% | 68% |
| 20260924 | $3.88 | $3.88 | 24.7% | 27% |
| 20260923 | $4.60 | $4.60 | 27.8% | 53% |
| 20260922 | $4.62 | $4.62 | 28.4% | 59% |
| 20260921 | $3.60 | $3.60 | 23.3% | 17% |
| 20260918 | $4.78 | $1.40 | 26.9% | 47% |
| 20260917 | $4.85 | $1.82 | 27.2% | 49% |
| 20260916 | $5.65 | $3.15 | 30.8% | 80% |
| 20260915 | $4.67 | $2.05 | 25.3% | 34% |
| 20260914 | $5.05 | $2.23 | 25.9% | 38% |
| 20260911 | $4.97 | $2.30 | 24.1% | 24% |
| 20260910 | $6.17 | $3.47 | 28.6% | 61% |
| 20260909 | $5.75 | $3.80 | 26.4% | 42% |
| 20260908 | $5.07 | $3.40 | 23.4% | 18% |
| 20260904 | $5.75 | $3.22 | 23.9% | 22% |
| 20260903 | $5.30 | $3.30 | 22.8% | 13% |
| 20260902 | $3.18 | $3.18 | 30.9% | 80% |
| 20260901 | $4.00 | $4.00 | 23.8% | 21% |
| 20260831 | $3.33 | $3.33 | 23.4% | 18% |
| 20260828 | $3.33 | $3.33 | 22.6% | 11% |
| 20260827 | $4.05 | $4.05 | 23.3% | 17% |
| 20260826 | $3.67 | $3.67 | 22.3% | 9% |
| 20260825 | $5.08 | $5.08 | 26.3% | 42% |
| 20260824 | $4.70 | $4.70 | 24.0% | 23% |
| 20260821 | $4.78 | $2.48 | 21.7% | 4% |
| 20260820 | $3.90 | $1.35 | 21.9% | 5% |
| 20260819 | $4.03 | $1.85 | 21.5% | 2% |
| 20260818 | $4.78 | $2.10 | 23.9% | 22% |
| 20260817 | $5.62 | $2.60 | 25.7% | 37% |
| 20260814 | $5.15 | $2.75 | 24.8% | 29% |
| 20260813 | $5.93 | $2.70 | 26.9% | 47% |
| 20260812 | $6.22 | $3.05 | 27.6% | 53% |
| 20260811 | $5.45 | $3.70 | 25.5% | 35% |
| 20260810 | $5.53 | $3.75 | 27.1% | 48% |
| 20260807 | — | — | 28.4% | 59% |
| 20260806 | $6.40 | $3.85 | 29.3% | 67% |
| 20260805 | $3.95 | $3.95 | 28.1% | 57% |
| 20260804 | $4.45 | $4.45 | 29.6% | 69% |
| 20260803 | $5.03 | $5.03 | 29.4% | 68% |
| 20260731 | $5.03 | $5.03 | 28.1% | 57% |
| 20260730 | $4.88 | $4.88 | 28.0% | 56% |
| 20260729 | $5.92 | $5.92 | 33.3% | 100% |
| 20260728 | $5.58 | $5.58 | 29.2% | 74% |
| 20260727 | $5.72 | $5.72 | 31.6% | 95% |
| 20260724 | $5.88 | $5.88 | 30.1% | 82% |
| 20260723 | $6.48 | $6.48 | 31.0% | 90% |
| 20260722 | $6.25 | $6.25 | 32.0% | 98% |
| 20260721 | $5.80 | $5.80 | 30.3% | 83% |
| 20260720 | $5.78 | $5.78 | 29.2% | 74% |
| 20260716 | $6.30 | $2.67 | 30.2% | 82% |
| 20260715 | $6.22 | $2.00 | 30.9% | 89% |
More on NFG
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.