NFRA · Expected Move
Northern Trust STOXX Global Broad Infrastructure ETF · ETF
The expected move for NFRA 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).
NFRA 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 NFRA Expected Move
30-Day Straddle
$2.70
7-Day Straddle
$2.70
30-Day ATM IV
34.5%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NFRA'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.
NFRA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.70 | $2.70 | 34.5% | 100% |
| 20261021 | $2.75 | $2.75 | 30.4% | 64% |
| 20261020 | $2.70 | $2.70 | 30.4% | 63% |
| 20261019 | $2.75 | $2.75 | 26.4% | 27% |
| 20261016 | $2.85 | $3.42 | 29.2% | 52% |
| 20261015 | $4.10 | $2.33 | 26.3% | 27% |
| 20261014 | $2.88 | $2.35 | 25.0% | 15% |
| 20261013 | $2.98 | $2.35 | 25.0% | 15% |
| 20261012 | $3.03 | $2.40 | 23.3% | 0% |
| 20261009 | $3.08 | $2.53 | 28.8% | 41% |
| 20261008 | $3.15 | $2.45 | 28.5% | 38% |
| 20261007 | $3.25 | $2.48 | 28.8% | 42% |
| 20261006 | $3.28 | $2.55 | 29.6% | 50% |
| 20261005 | $3.20 | $2.47 | 28.9% | 42% |
| 20261002 | $2.50 | $2.50 | 29.7% | 50% |
| 20261001 | $2.60 | $2.60 | 30.8% | 62% |
| 20260930 | $2.67 | $2.67 | 34.4% | 100% |
| 20260929 | $2.53 | $2.53 | 33.1% | 85% |
| 20260928 | $2.62 | $2.62 | 26.5% | 17% |
| 20260925 | $2.70 | $2.70 | 28.9% | 42% |
| 20260924 | $2.88 | $2.88 | 34.5% | 100% |
| 20260923 | $2.75 | $2.75 | 25.1% | 3% |
| 20260922 | $2.95 | $2.95 | 28.5% | 38% |
| 20260921 | $2.85 | $2.85 | 29.0% | 43% |
| 20260918 | $2.78 | $3.67 | 27.5% | 28% |
| 20260917 | $2.80 | $2.48 | 30.2% | 56% |
| 20260916 | $2.73 | $2.60 | 29.5% | 49% |
| 20260915 | $3.00 | $2.65 | 29.2% | 46% |
| 20260914 | $2.85 | $2.62 | 28.7% | 40% |
| 20260911 | $2.95 | $2.62 | 29.1% | 45% |
| 20260910 | $2.95 | $2.75 | 29.8% | 52% |
| 20260909 | $2.90 | $2.53 | 29.8% | 52% |
| 20260908 | $3.10 | $2.75 | 28.5% | 39% |
| 20260904 | $3.08 | $2.65 | 30.0% | 54% |
| 20260903 | $3.12 | $2.70 | 30.3% | 57% |
| 20260902 | $2.65 | $2.65 | 30.9% | 64% |
| 20260901 | $2.62 | $2.62 | 31.1% | 66% |
| 20260831 | $2.85 | $2.85 | 29.3% | 47% |
| 20260828 | $2.67 | $2.67 | 29.8% | 53% |
| 20260827 | $2.85 | $2.85 | 30.5% | 60% |
| 20260826 | $2.85 | $2.85 | 32.9% | 79% |
| 20260825 | $2.83 | $2.83 | 31.5% | 66% |
| 20260824 | $2.88 | $2.88 | 32.3% | 73% |
| 20260821 | $2.95 | $3.77 | 33.2% | 82% |
| 20260820 | $2.92 | $2.38 | 34.0% | 90% |
| 20260819 | $2.95 | $2.42 | 33.9% | 89% |
| 20260818 | $2.90 | $2.40 | 33.1% | 80% |
| 20260817 | $2.88 | $2.42 | 32.7% | 77% |
| 20260814 | $3.12 | $2.55 | 32.6% | 76% |
| 20260813 | $3.00 | $2.50 | 32.5% | 75% |
| 20260812 | $2.78 | $2.30 | 30.6% | 57% |
| 20260811 | $2.83 | $2.38 | 30.4% | 55% |
| 20260810 | $4.10 | $3.30 | 29.5% | 46% |
| 20260807 | — | — | 29.5% | 46% |
| 20260806 | $4.15 | $3.45 | 29.2% | 43% |
| 20260805 | $3.45 | $3.45 | 29.3% | 44% |
| 20260804 | $3.35 | $3.35 | 29.3% | 43% |
| 20260803 | $3.60 | $3.60 | 28.7% | 38% |
| 20260731 | $3.55 | $3.55 | 28.9% | 40% |
| 20260730 | $3.60 | $3.60 | 28.4% | 34% |
More on NFRA
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.