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
$5.08
7-Day Straddle
$5.08
Avg IV
0.9%
IV Rank
100%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $5.08 | $5.08 | 0.9% | 100% |
| 20260831 | $5.00 | $5.00 | 0.8% | 80% |
| 20260828 | $5.03 | $5.03 | 0.8% | 82% |
| 20260827 | $5.10 | $5.10 | 0.7% | 62% |
| 20260826 | $5.00 | $5.00 | 0.6% | 52% |
| 20260825 | $5.05 | $5.05 | 0.6% | 59% |
| 20260824 | $5.05 | $5.05 | 0.6% | 57% |
| 20260821 | $5.05 | $3.75 | 0.6% | 46% |
| 20260820 | $5.00 | $3.75 | 0.6% | 48% |
| 20260819 | $5.00 | $3.75 | 0.4% | 21% |
| 20260818 | $5.00 | $3.83 | 0.4% | 23% |
| 20260817 | $5.10 | $5.03 | 0.6% | 45% |
| 20260814 | $5.10 | $5.03 | 0.5% | 32% |
| 20260813 | $5.00 | $5.05 | 0.5% | 26% |
| 20260812 | $5.10 | $5.03 | 0.5% | 38% |
| 20260811 | $5.05 | $5.03 | 0.5% | 40% |
| 20260810 | $5.05 | $3.55 | 0.5% | 41% |
| 20260806 | $5.00 | $5.15 | 0.5% | 30% |
| 20260805 | $5.38 | $5.38 | 0.6% | 54% |
| 20260804 | $5.53 | $5.53 | 0.5% | 40% |
| 20260803 | $2.10 | $2.10 | 0.4% | 27% |
| 20260731 | $3.17 | $3.17 | 0.8% | 88% |
| 20260730 | $2.15 | $2.15 | 0.8% | 81% |
| 20260729 | $2.38 | $2.38 | 0.4% | 16% |
| 20260728 | $2.55 | $2.55 | 0.8% | 83% |
| 20260727 | $2.40 | $2.40 | 0.7% | 75% |
| 20260724 | $2.58 | $2.58 | 0.4% | 19% |
| 20260723 | $2.48 | $2.48 | 0.6% | 60% |
| 20260722 | $2.48 | $2.48 | 0.6% | 62% |
| 20260721 | $2.53 | $2.53 | 0.5% | 32% |
| 20260720 | $2.58 | $2.58 | 0.3% | 7% |
| 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% |