NJR (New Jersey Resources Corp)

Expected Move & Straddle Price History

The expected move for NJR 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 NJR Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$5.00
Avg IV
0.5%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to NJR'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.
NJR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260716 $2.67 $5.00 0.5% 40%
20260715 $2.73 $2.75 0.6% 59%
20260714 $2.85 $5.00 0.3% 8%
20260713 $2.80 $5.00 0.6% 54%
20260710 $3.42 $5.00 0.5% 35%
20260709 $3.42 $5.05 0.5% 38%
20260708 $3.30 $5.00 0.6% 59%
20260707 $4.55 $5.25 0.6% 51%
20260706 $5.45 $5.05 0.6% 51%
20260702 $5.00 $5.00 0.5% 30%
20260701 $5.00 $5.00 0.6% 60%
20260630 $5.00 $5.00 0.6% 57%
20260629 $5.05 $5.05 0.5% 44%
20260626 $5.50 $5.50 0.6% 54%
20260625 $5.00 $5.00 0.5% 40%
20260624 $5.00 $5.00 0.5% 43%
20260623 $5.00 $5.00 0.6% 53%
20260622 $3.50 $3.50 0.6% 52%
20260618 $5.00 $5.00 0.4% 32%
20260617 $5.00 $5.00 0.5% 42%
20260616 $5.00 $5.00 0.5% 38%
20260615 $5.00 $5.00 0.3% 16%
20260613 $5.00 $5.15 0.3% 17%
20260612 $5.00 $5.17 0.4% 25%
20260611 $5.00 $5.00 0.5% 42%
20260610 $5.00 $5.20 0.4% 34%
20260609 $5.00 $5.05 0.4% 30%
20260608 $3.73 $5.00 0.5% 34%
20260605 $5.00 $5.15 0.5% 34%
20260604 $5.00 $5.00 0.4% 23%
20260603 $5.00 $5.05 0.4% 31%
20260602 $5.00 $5.00 0.6% 59%
20260601 $5.00 $5.00 0.7% 73%
20260529 $5.00 $5.00 0.6% 59%
20260528 $5.00 $5.00 0.6% 57%
20260527 $5.05 $5.05 0.6% 54%
20260526 $5.55 $5.55 0.5% 40%
20260522 $5.15 $5.15 0.5% 38%
20260521 $5.05 $5.05 0.4% 21%
20260520 $5.50 $5.50 0.5% 33%
20260519 $5.05 $5.05 0.6% 49%
20260518 $4.10 $4.10 0.5% 34%
20260515 $5.50 $5.47 0.5% 43%
20260514 $3.75 $5.00 0.5% 37%
20260513 $5.50 $2.23 0.5% 33%
20260512 $5.00 $2.15 0.4% 19%
20260511 $5.00 $1.32 0.5% 35%
20260510 $5.00 $1.20 0.4% 29%
20260508 $5.00 $1.20 0.4% 28%
20260507 $5.05 $1.25 0.4% 18%
20260506 $5.00 $1.18 0.4% 31%
20260505 $5.05 $1.77 0.5% 33%
20260504 $5.00 $2.05 0.3% 14%
20260502 $2.23 $2.23 0.7% 72%
20260501 $2.25 $2.25 0.8% 78%
20260430 $2.60 $2.60 0.8% 90%
20260429 $2.17 $2.17 0.9% 91%
20260428 $2.38 $2.38 0.7% 61%
20260427 $2.15 $2.15 0.9% 91%
20260424 $2.23 $2.23 0.6% 56%