NI · Expected Move
NiSource Inc.
The expected move for NI 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).
NI 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 NI Expected Move
30-Day Straddle
$2.42
7-Day Straddle
$2.42
30-Day ATM IV
22.9%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to NI'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.
NI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.42 | $2.42 | 22.9% | 23% |
| 20261022 | $2.50 | $2.50 | 22.6% | 21% |
| 20261021 | $2.88 | $2.88 | — | — |
| 20261020 | $3.12 | $3.12 | 24.8% | 32% |
| 20261019 | $2.88 | $2.88 | 22.9% | 22% |
| 20261016 | $3.42 | $3.20 | 26.4% | 40% |
| 20261015 | $2.92 | $1.75 | 26.2% | 39% |
| 20261014 | $2.48 | $1.68 | 21.1% | 13% |
| 20261013 | $2.50 | $1.68 | 21.4% | 15% |
| 20261012 | $2.30 | $1.40 | 21.4% | 15% |
| 20261009 | $2.30 | $1.20 | 22.0% | 18% |
| 20261008 | $2.50 | $1.07 | 22.5% | 20% |
| 20261007 | $2.45 | $1.18 | 21.6% | 16% |
| 20261006 | $2.53 | $1.40 | 23.9% | 27% |
| 20261005 | $2.25 | $1.40 | 22.3% | 19% |
| 20261002 | $1.35 | $1.35 | 22.2% | 19% |
| 20261001 | $1.15 | $1.15 | 21.0% | 13% |
| 20260930 | $1.38 | $1.38 | 26.5% | 41% |
| 20260929 | $1.50 | $1.50 | 22.4% | 20% |
| 20260928 | $1.52 | $1.52 | 24.4% | 30% |
| 20260925 | $1.70 | $1.70 | 23.8% | 27% |
| 20260924 | $1.90 | $1.90 | 26.0% | 38% |
| 20260923 | $2.48 | $2.48 | 28.9% | 52% |
| 20260922 | $1.90 | $1.90 | 23.6% | 26% |
| 20260921 | $1.75 | $1.75 | 21.8% | 17% |
| 20260918 | $2.02 | $0.88 | 22.7% | 22% |
| 20260917 | $2.12 | $0.97 | 22.5% | 20% |
| 20260916 | $1.80 | $1.20 | 20.0% | 8% |
| 20260915 | $1.95 | $1.50 | 20.4% | 10% |
| 20260914 | $2.70 | $1.85 | 25.6% | 36% |
| 20260911 | $2.95 | $2.17 | 26.2% | 39% |
| 20260910 | $3.00 | $2.23 | 27.0% | 43% |
| 20260909 | $2.95 | $2.25 | 25.4% | 35% |
| 20260908 | $3.02 | $2.27 | 26.1% | 38% |
| 20260904 | $2.62 | $1.95 | 22.7% | 21% |
| 20260903 | $2.85 | $2.12 | 24.6% | 31% |
| 20260902 | $1.73 | $1.73 | 22.1% | 18% |
| 20260901 | $1.80 | $1.80 | 20.2% | 9% |
| 20260831 | $1.60 | $1.60 | 23.8% | 27% |
| 20260828 | $1.70 | $1.70 | 20.8% | 12% |
| 20260827 | $1.98 | $1.98 | 23.4% | 25% |
| 20260826 | $1.95 | $1.95 | 23.3% | 25% |
| 20260825 | $1.90 | $1.90 | 22.1% | 18% |
| 20260824 | $1.98 | $1.98 | 22.5% | 20% |
| 20260821 | $1.82 | $0.80 | 20.9% | 12% |
| 20260820 | $2.62 | $1.68 | 24.1% | 28% |
| 20260819 | $3.25 | $2.33 | 30.0% | 58% |
| 20260818 | $5.05 | $3.02 | 28.4% | 50% |
| 20260817 | $3.35 | $2.33 | 27.9% | 48% |
| 20260814 | $3.70 | $2.25 | 25.6% | 36% |
| 20260813 | $3.23 | $2.40 | 24.3% | 29% |
| 20260812 | $2.47 | $2.58 | 19.7% | 6% |
| 20260811 | $3.10 | $1.98 | 26.2% | 39% |
| 20260810 | $3.73 | $2.60 | 28.9% | 52% |
| 20260807 | — | — | 28.5% | 50% |
| 20260806 | $2.57 | $2.33 | 23.5% | 25% |
| 20260805 | $2.60 | $2.60 | 26.1% | 39% |
| 20260804 | $2.05 | $2.05 | 24.1% | 29% |
| 20260803 | $2.00 | $2.00 | 23.9% | 27% |
| 20260731 | $2.23 | $2.23 | 25.3% | 34% |
More on NI
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.