NGD · Expected Move
New Gold Inc.
The expected move for NGD 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).
NGD 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 NGD Expected Move
30-Day Straddle
$1.62
7-Day Straddle
$0.48
30-Day ATM IV
80.6%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to NGD'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.
NGD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260319 | $1.62 | $0.48 | 80.6% | 68% |
| 20260318 | $1.65 | $0.73 | 75.4% | 56% |
| 20260317 | $1.88 | $0.73 | — | — |
| 20260316 | $1.90 | $0.80 | 77.7% | 61% |
| 20260313 | $1.98 | $0.90 | 82.5% | 72% |
| 20260312 | $2.15 | $1.07 | 79.1% | 64% |
| 20260311 | $2.20 | $1.20 | 79.5% | 65% |
| 20260310 | $2.25 | $1.38 | 75.9% | 57% |
| 20260309 | $2.30 | $1.23 | 79.4% | 65% |
| 20260308 | $2.42 | $1.50 | — | — |
| 20260306 | $2.45 | $1.55 | 81.0% | 69% |
| 20260305 | $2.40 | $1.40 | 78.9% | 64% |
| 20260304 | $1.72 | $1.72 | 80.0% | 66% |
| 20260303 | $1.80 | $1.80 | 81.6% | 70% |
| 20260302 | $2.17 | $2.17 | — | — |
| 20260227 | $1.95 | $1.95 | 75.2% | 55% |
| 20260226 | $2.08 | $2.08 | 79.3% | 65% |
| 20260225 | $1.80 | $1.80 | 80.0% | 66% |
| 20260224 | $2.02 | $2.02 | — | — |
| 20260223 | $2.08 | $2.08 | 82.2% | 72% |
| 20260221 | $2.12 | $2.12 | — | — |
| 20260220 | $2.12 | $0.48 | 78.6% | 63% |
| 20260219 | $2.17 | $0.45 | 81.2% | 69% |
| 20260218 | $2.20 | $0.80 | 85.1% | 78% |
| 20260217 | $2.17 | $1.00 | — | — |
| 20260213 | $2.15 | $1.07 | — | — |
| 20260212 | $2.15 | $1.02 | 84.9% | 78% |
| 20260211 | $2.22 | $1.23 | 78.8% | 63% |
| 20260210 | $2.33 | $1.43 | — | — |
| 20260209 | $2.48 | $1.25 | 82.4% | 72% |
| 20260206 | $2.45 | $1.55 | 83.2% | 74% |
| 20260205 | $2.15 | $1.43 | 84.6% | 77% |
| 20260204 | $1.45 | $1.45 | 84.6% | 77% |
| 20260203 | $1.72 | $1.72 | 93.3% | 98% |
| 20260202 | $1.48 | $1.48 | 83.3% | 74% |
| 20260130 | $1.75 | $1.75 | 88.5% | 86% |
| 20260129 | $2.23 | $2.23 | 94.3% | 100% |
| 20260128 | $2.23 | $2.23 | 86.2% | 90% |
| 20260127 | $2.27 | $2.27 | 86.2% | 90% |
| 20260126 | $2.33 | $2.33 | 86.0% | 89% |
| 20260123 | $2.40 | $2.40 | 83.7% | 85% |
| 20260122 | $2.33 | $2.33 | 79.2% | 76% |
| 20260121 | $1.90 | $1.90 | 73.4% | 64% |
| 20260120 | $1.88 | $1.88 | — | — |
| 20260116 | $1.88 | $0.10 | 68.9% | 54% |
| 20260115 | $1.75 | $0.53 | — | — |
| 20260114 | $1.73 | $0.50 | — | — |
| 20260113 | $1.85 | $0.62 | 69.5% | 55% |
| 20260112 | $1.95 | $0.65 | — | — |
| 20260109 | $1.85 | $0.73 | 68.5% | 54% |
| 20260108 | $2.00 | $0.68 | 54.1% | 23% |
| 20260107 | $1.83 | $0.78 | 64.2% | 45% |
| 20260106 | $1.70 | $0.88 | 60.8% | 38% |
| 20260105 | $1.70 | $0.88 | 67.2% | 52% |
| 20260102 | $0.97 | $0.97 | 62.5% | 42% |
| 20251231 | $0.95 | $0.95 | 63.3% | 44% |
| 20251230 | $0.95 | $0.95 | 66.1% | 50% |
| 20251229 | $0.93 | $0.93 | 65.1% | 48% |
| 20251226 | $1.02 | $1.02 | — | — |
| 20251224 | $1.07 | $1.07 | 59.5% | 36% |
More on NGD
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.