NREF · Expected Move
NexPoint Real Estate Finance, Inc.
The expected move for NREF 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).
NREF 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 NREF Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.23
30-Day ATM IV
46.7%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to NREF'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.
NREF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.38 | $1.23 | 46.7% | 23% |
| 20261112 | $2.58 | $1.60 | 61.8% | 45% |
| 20261111 | $2.25 | $1.85 | 67.2% | 53% |
| 20261110 | $2.55 | $1.70 | 55.2% | 35% |
| 20261109 | $2.00 | $1.50 | 52.4% | 31% |
| 20261106 | $2.10 | $1.93 | 58.4% | 40% |
| 20261105 | $2.92 | $2.53 | 70.9% | 59% |
| 20261104 | $2.55 | $2.55 | 67.8% | 56% |
| 20261103 | $1.48 | $1.48 | 52.8% | 34% |
| 20261102 | $2.00 | $2.00 | 62.4% | 48% |
| 20261030 | $3.15 | $3.15 | 62.0% | 47% |
| 20261029 | $2.12 | $2.12 | 67.3% | 55% |
| 20261028 | $2.35 | $2.35 | 60.7% | 45% |
| 20261027 | $2.30 | $2.30 | 69.5% | 58% |
| 20261026 | $1.68 | $1.68 | 50.3% | 30% |
| 20261023 | $2.50 | $2.50 | 69.5% | 58% |
| 20261022 | $1.95 | $1.95 | 50.2% | 30% |
| 20261021 | $2.52 | $2.52 | 64.6% | 51% |
| 20261020 | $1.75 | $1.75 | 50.6% | 31% |
| 20261019 | $2.53 | $2.53 | 51.5% | 32% |
| 20261016 | $1.62 | $1.38 | 37.1% | 11% |
| 20261015 | $2.15 | $0.75 | 50.6% | 31% |
| 20261014 | $1.75 | $1.20 | 45.9% | 24% |
| 20261013 | $2.38 | $1.52 | 40.3% | 16% |
| 20261012 | $2.45 | $1.45 | 42.8% | 20% |
| 20261009 | $1.92 | $0.95 | 55.6% | 38% |
| 20261008 | $1.62 | $1.35 | 48.4% | 28% |
| 20261007 | $1.85 | $1.35 | 45.5% | 24% |
| 20261006 | $2.85 | $1.75 | 42.5% | 19% |
| 20261005 | $2.30 | $1.73 | 61.4% | 46% |
| 20261002 | $1.73 | $1.73 | 57.9% | 41% |
| 20261001 | $1.80 | $1.80 | 49.1% | 29% |
| 20260930 | $1.52 | $1.52 | 57.8% | 41% |
| 20260929 | $1.82 | $1.82 | 55.0% | 37% |
| 20260928 | $1.65 | $1.65 | 54.4% | 36% |
| 20260925 | $2.20 | $2.20 | 68.5% | 57% |
| 20260924 | $1.85 | $1.85 | 75.5% | 67% |
| 20260923 | $2.20 | $2.20 | 64.8% | 51% |
| 20260922 | $1.45 | $1.45 | 80.1% | 73% |
| 20260921 | $1.80 | $1.80 | 49.0% | 31% |
| 20260918 | $1.60 | $1.45 | 82.1% | 77% |
| 20260917 | $1.68 | $1.65 | 63.5% | 51% |
| 20260916 | $2.17 | $1.75 | 84.6% | 80% |
| 20260915 | $1.85 | $1.05 | 98.7% | 100% |
| 20260914 | $2.78 | $1.20 | 68.7% | 79% |
| 20260911 | $2.10 | $1.27 | 48.5% | 41% |
| 20260910 | $2.17 | $1.50 | 37.2% | 20% |
| 20260909 | $2.40 | $1.25 | 54.8% | 50% |
| 20260908 | $1.73 | $1.75 | 39.6% | 23% |
| 20260904 | $1.52 | $1.38 | 34.3% | 14% |
| 20260903 | $1.70 | $1.33 | 36.1% | 14% |
| 20260902 | $1.30 | $1.30 | 33.2% | 10% |
| 20260901 | $1.32 | $1.32 | 36.7% | 15% |
| 20260831 | $1.12 | $1.12 | 47.5% | 31% |
| 20260828 | $1.42 | $1.42 | 36.8% | 15% |
| 20260827 | $1.65 | $1.65 | 40.1% | 19% |
| 20260826 | $1.55 | $1.55 | 41.0% | 20% |
| 20260825 | $1.62 | $1.62 | 45.2% | 26% |
| 20260824 | $1.65 | $1.65 | 39.6% | 18% |
| 20260821 | $2.25 | $1.20 | 60.5% | 48% |
More on NREF
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.