NGVC (NATURAL GROCERS BY VITAMIN COTTAGE, INC)

Expected Move & Straddle Price History

The expected move for NGVC 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 NGVC Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$5.05
Avg IV
0.9%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to NGVC'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.
NGVC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260623 $5.05 $5.05 0.9% 20%
20260622 $4.88 $4.88 0.7% 9%
20260618 $3.90 $2.75 1.0% 33%
20260617 $4.80 $4.55 0.8% 18%
20260616 $4.82 $4.65 0.8% 17%
20260615 $5.88 $4.75 0.9% 26%
20260613 $6.20 $4.90 0.9% 24%
20260612 $6.20 $4.90 0.9% 24%
20260611 $6.15 $4.92 0.9% 24%
20260610 $4.80 $4.90 0.7% 8%
20260609 $4.80 $3.75 0.8% 18%
20260608 $4.80 $3.75 1.0% 35%
20260605 $4.80 $3.77 0.8% 16%
20260604 $4.80 $3.75 0.8% 15%
20260603 $4.80 $4.00 0.7% 0%
20260602 $3.75 $3.75 1.4% 73%
20260601 $3.62 $3.62 1.4% 79%
20260529 $4.85 $4.85 1.3% 68%
20260528 $3.38 $3.38 1.2% 50%
20260527 $3.25 $3.25 1.2% 51%
20260526 $3.25 $3.25 1.1% 44%
20260522 $3.17 $3.17 1.1% 44%
20260521 $3.25 $3.25 1.0% 39%
20260520 $3.35 $3.35 1.1% 40%
20260519 $3.25 $3.25 1.1% 42%
20260518 $3.05 $3.05 1.0% 34%
20260515 $3.60 $3.42 0.9% 26%
20260514 $5.15 $3.70 1.0% 35%
20260513 $4.08 $4.10 1.0% 37%
20260512 $3.83 $4.50 0.9% 25%
20260511 $4.10 $4.55 1.0% 37%
20260510 $5.22 $7.50 1.1% 41%
20260508 $5.22 $7.50 1.0% 39%
20260507 $6.22 $5.57 1.0% 34%
20260506 $6.12 $5.90 1.1% 42%
20260505 $5.20 $3.65 0.9% 27%
20260504 $5.05 $3.65 1.0% 31%
20260502 $3.72 $3.72 1.6% 100%
20260501 $3.72 $3.72 1.2% 70%
20260430 $3.05 $3.05 1.1% 50%
20260429 $7.50 $7.50 1.1% 59%
20260428 $5.92 $5.92 1.3% 74%
20260427 $5.12 $5.12 1.2% 69%
20260424 $7.62 $7.62 1.1% 50%
20260423 $6.88 $6.88 1.2% 67%
20260422 $7.45 $7.45 1.0% 36%
20260421 $7.45 $7.45 1.2% 62%
20260420 $4.80 $4.80 1.2% 66%
20260417 $3.72 $5.75 0.9% 29%
20260416 $7.12 $4.80 1.0% 41%
20260415 $7.00 $3.52 1.1% 53%
20260414 $5.20 $3.52 0.7% 4%
20260413 $6.90 $4.05 1.0% 26%
20260410 $6.43 $4.05 0.8% 15%
20260409 $7.55 $4.05 0.9% 17%
20260408 $7.50 $2.60 0.9% 22%
20260407 $6.25 $4.05 0.9% 17%
20260406 $5.82 $4.05 0.8% 7%
20260402 $4.80 $4.05 0.8% 9%
20260401 $4.05 $4.05 1.4% 62%