NJR · Expected Move
New Jersey Resources Corp
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).
NJR 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 NJR Expected Move
30-Day Straddle
$5.55
7-Day Straddle
$5.00
30-Day ATM IV
40.6%
IV Rank
83%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.55 | $5.00 | 40.6% | 83% |
| 20261015 | $5.10 | $5.00 | 38.7% | 76% |
| 20261014 | $5.05 | $5.00 | 41.5% | 86% |
| 20261013 | $5.40 | $3.80 | 40.2% | 81% |
| 20261012 | $5.20 | $5.00 | 37.0% | 70% |
| 20261009 | $5.00 | $5.00 | 37.4% | 71% |
| 20261008 | $4.35 | $5.00 | 32.8% | 54% |
| 20261007 | $5.10 | $3.77 | 36.2% | 67% |
| 20261006 | $3.60 | $5.00 | 31.1% | 48% |
| 20261005 | $3.65 | $5.00 | 30.0% | 44% |
| 20261002 | $5.00 | $5.00 | 30.5% | 46% |
| 20261001 | $5.00 | $5.00 | 42.7% | 91% |
| 20260930 | $5.00 | $5.00 | 33.1% | 55% |
| 20260929 | $5.00 | $5.00 | 29.2% | 41% |
| 20260928 | $5.00 | $5.00 | 31.8% | 51% |
| 20260925 | $5.00 | $5.00 | 36.1% | 66% |
| 20260924 | $4.55 | $4.55 | 38.6% | 76% |
| 20260923 | $5.00 | $5.00 | 45.3% | 100% |
| 20260922 | $5.07 | $5.07 | 35.0% | 67% |
| 20260921 | $2.85 | $2.85 | 37.0% | 75% |
| 20260918 | $5.07 | $5.00 | 40.4% | 89% |
| 20260917 | $5.07 | $5.35 | 40.4% | 89% |
| 20260916 | $5.03 | $5.00 | 40.6% | 89% |
| 20260915 | $5.07 | $5.05 | 38.3% | 80% |
| 20260914 | $5.07 | $5.05 | 37.2% | 76% |
| 20260911 | $3.07 | $5.00 | 38.9% | 83% |
| 20260910 | $5.07 | $5.00 | 40.5% | 89% |
| 20260909 | $5.07 | $5.08 | 43.3% | 100% |
| 20260908 | $3.57 | $5.05 | 33.4% | 75% |
| 20260904 | $5.30 | $5.00 | 32.8% | 72% |
| 20260903 | $5.10 | $5.08 | 33.7% | 77% |
| 20260902 | $5.00 | $5.00 | 32.0% | 69% |
| 20260901 | $5.08 | $5.08 | 30.3% | 60% |
| 20260831 | $5.00 | $5.00 | 37.3% | 94% |
| 20260828 | $5.03 | $5.03 | 31.7% | 67% |
| 20260827 | $5.10 | $5.10 | 38.5% | 100% |
| 20260826 | $5.00 | $5.00 | 20.7% | 14% |
| 20260825 | $5.05 | $5.05 | 37.8% | 96% |
| 20260824 | $5.05 | $5.05 | 37.6% | 95% |
| 20260821 | $5.05 | $3.75 | 36.6% | 91% |
| 20260820 | $5.00 | $3.75 | 17.9% | 0% |
| 20260819 | $5.00 | $3.75 | 18.4% | 1% |
| 20260818 | $5.00 | $3.83 | 18.2% | 0% |
| 20260817 | $5.10 | $5.03 | 30.5% | 59% |
| 20260814 | $5.10 | $5.03 | 38.0% | 97% |
| 20260813 | $5.00 | $5.05 | 23.4% | 24% |
| 20260812 | $5.10 | $5.03 | 37.8% | 96% |
| 20260811 | $5.05 | $5.03 | 34.1% | 78% |
| 20260810 | $5.05 | $3.55 | 31.3% | 64% |
| 20260807 | — | — | 38.5% | 100% |
| 20260806 | $5.00 | $5.15 | 32.7% | 76% |
| 20260805 | $5.38 | $5.38 | 29.8% | 61% |
| 20260804 | $5.53 | $5.53 | 37.1% | 100% |
| 20260803 | $2.10 | $2.10 | 35.2% | 94% |
| 20260731 | $3.17 | $3.17 | 24.7% | 35% |
| 20260730 | $2.15 | $2.15 | 24.4% | 33% |
| 20260729 | $2.38 | $2.38 | 21.5% | 17% |
| 20260728 | $2.55 | $2.55 | 21.9% | 19% |
| 20260727 | $2.40 | $2.40 | 19.9% | 8% |
| 20260724 | $2.58 | $2.58 | 22.7% | 24% |
More on NJR
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.