NI (NiSource Inc.)
Expected Move & Straddle Price History
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).
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 NI Expected Move
30-Day Straddle
$2.62
7-Day Straddle
$1.95
Avg IV
0.5%
IV Rank
22%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $2.62 | $1.95 | 0.5% | 22% |
| 20260903 | $2.85 | $2.12 | 0.5% | 16% |
| 20260902 | $1.73 | $1.73 | 0.8% | 57% |
| 20260901 | $1.80 | $1.80 | 0.6% | 32% |
| 20260831 | $1.60 | $1.60 | 0.7% | 47% |
| 20260828 | $1.70 | $1.70 | 0.6% | 35% |
| 20260827 | $1.98 | $1.98 | 0.6% | 31% |
| 20260826 | $1.95 | $1.95 | 0.6% | 39% |
| 20260825 | $1.90 | $1.90 | 0.6% | 35% |
| 20260824 | $1.98 | $1.98 | 0.6% | 35% |
| 20260821 | $1.82 | $0.80 | 0.6% | 35% |
| 20260820 | $2.62 | $1.68 | 0.5% | 28% |
| 20260819 | $3.25 | $2.33 | 0.6% | 36% |
| 20260818 | $5.05 | $3.02 | 0.6% | 36% |
| 20260817 | $3.35 | $2.33 | 0.6% | 31% |
| 20260814 | $3.70 | $2.25 | 0.5% | 23% |
| 20260813 | $3.23 | $2.40 | 0.5% | 22% |
| 20260812 | $2.47 | $2.58 | 0.5% | 26% |
| 20260811 | $3.10 | $1.98 | 0.5% | 23% |
| 20260810 | $3.73 | $2.60 | 0.6% | 32% |
| 20260806 | $2.57 | $2.33 | 0.5% | 20% |
| 20260805 | $2.60 | $2.60 | 0.7% | 42% |
| 20260804 | $2.05 | $2.05 | 0.6% | 37% |
| 20260803 | $2.00 | $2.00 | 0.8% | 54% |
| 20260731 | $2.23 | $2.23 | 0.8% | 52% |
| 20260730 | $2.25 | $2.25 | 0.6% | 32% |
| 20260729 | $3.08 | $3.08 | 0.7% | 48% |
| 20260728 | $2.75 | $2.75 | 0.7% | 46% |
| 20260727 | $2.33 | $2.33 | 0.6% | 34% |
| 20260724 | $2.85 | $2.85 | 0.4% | 6% |
| 20260723 | $3.53 | $3.53 | 0.5% | 22% |
| 20260722 | $2.78 | $2.78 | 0.5% | 21% |
| 20260721 | $2.67 | $2.67 | 0.6% | 28% |
| 20260720 | $2.72 | $2.72 | 0.6% | 32% |
| 20260716 | $3.03 | $1.38 | 0.5% | 23% |
| 20260715 | $3.02 | $1.35 | 0.6% | 31% |
| 20260714 | $2.88 | $3.05 | 0.5% | 25% |
| 20260713 | $3.35 | $2.45 | 0.5% | 27% |
| 20260710 | $3.40 | $2.05 | 0.5% | 20% |
| 20260709 | $3.23 | $2.08 | 0.5% | 27% |
| 20260708 | $3.88 | $2.55 | 0.6% | 30% |
| 20260707 | $3.95 | $3.42 | 0.6% | 35% |
| 20260706 | $3.77 | $2.20 | 0.6% | 33% |
| 20260702 | $2.85 | $2.85 | 0.9% | 71% |
| 20260701 | $2.97 | $2.97 | 1.1% | 96% |
| 20260630 | $2.35 | $2.35 | 1.2% | 100% |
| 20260629 | $2.23 | $2.23 | 1.1% | 100% |
| 20260626 | $2.23 | $2.23 | 0.8% | 81% |
| 20260625 | $2.40 | $2.40 | 0.9% | 95% |
| 20260624 | $2.85 | $2.85 | 0.7% | 65% |
| 20260623 | $3.00 | $3.00 | 0.7% | 61% |
| 20260622 | $3.05 | $3.05 | 0.8% | 72% |
| 20260618 | $3.00 | $2.52 | 0.7% | 56% |
| 20260617 | $2.80 | $2.62 | 0.7% | 67% |
| 20260616 | $2.78 | $2.52 | 0.6% | 51% |
| 20260615 | $3.50 | $3.00 | 0.7% | 61% |
| 20260613 | $3.17 | $2.50 | 0.7% | 56% |
| 20260612 | $3.20 | $2.50 | 0.7% | 55% |
| 20260611 | $3.00 | $11.82 | 0.7% | 67% |
| 20260610 | $3.23 | $1.67 | 0.7% | 62% |