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
$4.60
7-Day Straddle
$5.00
Avg IV
0.7%
IV Rank
4%
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
20260807 $4.60 $5.00 0.7% 4%
20260806 $6.95 $5.90 0.9% 20%
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%
20260630 $4.80 $4.80 1.2% 55%
20260629 $4.55 $4.55 1.3% 68%
20260626 $5.10 $5.10 0.9% 28%
20260625 $5.60 $5.60 1.1% 48%
20260624 $3.65 $3.65 0.9% 26%
20260623 $5.15 $5.15 0.8% 15%
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%