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
$2.85
7-Day Straddle
$2.85
Avg IV
0.4%
IV Rank
6%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $3.17 | $2.00 | 0.7% | 55% |
| 20260608 | $2.88 | $1.80 | 0.7% | 66% |
| 20260605 | $3.38 | $2.30 | 0.6% | 52% |
| 20260604 | $2.85 | $2.08 | 0.6% | 39% |
| 20260603 | $3.00 | $1.88 | 0.7% | 66% |
| 20260602 | $2.15 | $2.15 | 0.6% | 52% |
| 20260601 | $1.82 | $1.82 | 0.8% | 77% |
| 20260529 | $2.40 | $2.40 | 0.7% | 59% |
| 20260528 | $2.38 | $2.38 | 0.7% | 58% |
| 20260527 | $3.42 | $3.42 | 0.6% | 49% |
| 20260526 | $2.80 | $2.80 | 0.6% | 44% |
| 20260522 | $2.68 | $2.68 | 0.3% | 0% |
| 20260521 | $2.97 | $2.97 | 0.6% | 35% |
| 20260520 | $3.05 | $3.05 | 0.6% | 33% |
| 20260519 | $3.17 | $3.17 | 0.5% | 28% |
| 20260518 | $2.92 | $2.92 | 0.5% | 16% |
| 20260515 | $3.25 | $1.52 | 0.6% | 38% |
| 20260514 | $3.42 | $2.50 | 0.5% | 19% |
| 20260513 | $3.40 | $2.10 | 0.5% | 23% |
| 20260512 | $3.38 | $2.43 | 0.5% | 26% |
| 20260511 | $3.28 | $2.02 | 0.5% | 19% |
| 20260510 | $3.20 | $2.23 | 0.5% | 29% |
| 20260508 | $3.20 | $2.23 | 0.5% | 21% |
| 20260507 | $3.45 | $2.35 | 0.5% | 15% |
| 20260506 | $3.15 | $2.40 | 0.5% | 19% |
| 20260505 | $3.30 | $2.18 | 0.5% | 20% |
| 20260504 | $3.28 | $2.02 | 0.4% | 11% |
| 20260502 | $2.35 | $2.35 | 0.8% | 57% |
| 20260501 | $2.35 | $2.35 | 0.9% | 71% |