NGL · Expected Move

NGL ENERGY PARTNERS LP

The expected move for NGL 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).

NGL straddle price & implied vol

60 sessions

Bars: 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 NGL Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
64.9%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to NGL'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.
NGL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.40 $2.40 64.9% 65%
20261021 $2.17 $2.17 55.0% 31%
20261020 $2.33 $2.33 62.0% 55%
20261019 $2.27 $2.27 61.6% 54%
20261016 $2.40 $0.72 63.8% 61%
20261015 $2.48 $1.32 64.5% 64%
20261014 $2.48 $0.78 64.7% 64%
20261013 $2.40 $0.77 62.5% 57%
20261012 $2.58 $0.82 66.8% 71%
20261009 $2.53 $0.88 61.4% 48%
20261008 $2.67 $1.15 59.4% 42%
20261007 $2.75 $1.12 62.6% 52%
20261006 $2.73 $1.25 62.6% 52%
20261005 $2.90 $1.38 64.5% 58%
20261002 $1.40 $1.40 59.0% 41%
20261001 $1.48 $1.48 57.9% 38%
20260930 $1.30 $1.30 61.7% 49%
20260929 $1.35 $1.35 59.6% 43%
20260928 $1.40 $1.40 60.5% 45%
20260925 $1.48 $1.48 50.2% 14%
20260924 $1.73 $1.73 58.9% 41%
20260923 $1.88 $1.88 59.7% 43%
20260922 $1.77 $1.77 57.7% 37%
20260921 $1.95 $1.95 59.5% 43%
20260918 $2.10 $0.50 59.4% 42%
20260917 $2.10 $0.70 53.9% 25%
20260916 $2.12 $0.82 57.1% 35%
20260915 $2.38 $0.95 58.7% 40%
20260914 $2.33 $1.02 56.0% 32%
20260911 $2.47 $1.07 54.4% 27%
20260910 $2.38 $1.18 53.0% 23%
20260909 $2.38 $1.25 54.4% 27%
20260908 $2.40 $1.52 52.6% 21%
20260904 $2.40 $1.55 50.9% 16%
20260903 $2.50 $1.60 51.0% 17%
20260902 $1.38 $1.38 47.6% 6%
20260901 $1.50 $1.50 49.1% 11%
20260831 $1.73 $1.73 50.1% 14%
20260828 $1.52 $1.52 45.6% 0%
20260827 $1.85 $1.85 50.0% 13%
20260826 $1.92 $1.92 52.5% 21%
20260825 $2.02 $2.02 50.8% 16%
20260824 $1.62 $1.62 47.9% 7%
20260821 $1.88 $0.45 49.3% 11%
20260820 $1.82 $0.42 47.8% 7%
20260819 $1.77 $0.68 45.9% 1%
20260818 $1.95 $0.93 46.5% 3%
20260817 $2.05 $0.93 45.6% 0%
20260814 $2.12 $0.93 47.9% 0%
20260813 $2.27 $1.08 54.7% 9%
20260812 $2.35 $1.25 55.1% 11%
20260811 $2.65 $1.55 60.6% 32%
20260810 $2.47 $1.45 54.3% 8%
20260807 — — 55.6% 13%
20260806 $2.73 $1.75 58.7% 25%
20260805 $1.45 $1.45 52.5% 1%
20260804 $2.20 $2.20 70.1% 69%
20260803 $2.15 $2.15 67.7% 59%
20260731 $2.38 $2.38 68.0% 60%
20260730 $2.38 $2.38 71.0% 72%

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.