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
$4.12
7-Day Straddle
$4.12
Avg IV
0.8%
IV Rank
30%
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
20260925 $4.12 $4.12 0.8% 30%
20260924 $4.15 $4.15 0.7% 17%
20260923 $4.22 $4.22 0.8% 27%
20260922 $4.20 $4.20 0.9% 33%
20260921 $4.20 $4.20 0.7% 15%
20260918 $4.38 $3.32 0.7% 15%
20260917 $3.38 $2.67 0.6% 8%
20260916 $4.85 $2.60 0.7% 13%
20260915 $3.83 $2.65 0.7% 14%
20260914 $4.28 $2.70 0.6% 7%
20260911 $6.35 $2.75 0.6% 9%
20260910 $6.60 $2.75 0.7% 9%
20260909 $4.25 $3.20 0.7% 7%
20260908 $4.22 $3.02 0.6% 5%
20260904 $6.75 $2.95 0.6% 2%
20260903 $4.58 $3.15 0.6% 3%
20260902 $2.75 $2.75 0.9% 28%
20260901 $3.08 $3.08 0.8% 21%
20260831 $3.62 $3.62 0.8% 22%
20260828 $3.47 $3.47 0.7% 12%
20260827 $3.07 $3.07 0.8% 18%
20260826 $3.18 $3.18 0.8% 18%
20260825 $3.30 $3.30 0.7% 11%
20260824 $3.23 $3.23 0.7% 16%
20260821 $4.10 $3.10 0.6% 4%
20260820 $3.40 $3.58 0.7% 14%
20260819 $3.85 $5.05 0.8% 19%
20260818 $5.05 $4.40 0.7% 15%
20260817 $5.40 $4.80 0.7% 11%
20260814 $5.43 $4.60 0.7% 10%
20260813 $5.25 $4.80 0.6% 5%
20260812 $3.88 $4.60 0.6% 0%
20260811 $6.12 $5.30 0.7% 3%
20260810 $3.08 $5.50 0.7% 9%
20260806 $6.80 $6.15 0.9% 22%
20260805 $5.90 $5.90 1.1% 48%
20260804 $4.33 $4.33 1.1% 41%
20260803 $4.25 $4.25 1.0% 36%
20260731 $5.85 $5.85 0.9% 28%
20260730 $6.95 $6.95 1.0% 31%
20260729 $5.00 $5.00 0.9% 22%
20260728 $6.40 $6.40 1.0% 31%
20260727 $5.30 $5.30 0.8% 19%
20260724 $4.88 $4.88 0.8% 16%
20260723 $5.30 $5.30 0.8% 14%
20260722 $3.80 $3.80 0.8% 13%
20260721 $5.53 $5.53 0.8% 11%
20260720 $6.05 $6.05 0.8% 17%
20260716 $4.97 $1.95 0.8% 12%
20260715 $6.15 $2.92 0.8% 15%
20260714 $6.65 $3.48 0.9% 20%
20260713 $6.15 $2.65 0.8% 13%
20260710 $5.80 $2.70 0.8% 12%
20260709 $5.85 $2.77 0.8% 12%
20260708 $5.55 $2.90 0.8% 12%
20260707 $5.90 $3.00 0.8% 14%
20260706 $5.40 $3.20 0.7% 5%
20260702 $3.30 $3.30 1.1% 45%
20260701 $5.15 $5.15 1.1% 44%