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: average implied volatility (right axis).
Current NREF Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.82
Avg IV
210.8%
IV Rank
78%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $1.82 | $1.82 | 210.8% | 78% |
| 20260928 | $1.65 | $1.65 | 239.3% | 94% |
| 20260925 | $2.20 | $2.20 | 100.4% | 16% |
| 20260924 | $1.85 | $1.85 | 250.0% | 100% |
| 20260923 | $2.20 | $2.20 | 228.4% | 90% |
| 20260922 | $1.45 | $1.45 | 180.4% | 62% |
| 20260921 | $1.80 | $1.80 | 160.5% | 51% |
| 20260918 | $1.60 | $1.45 | 235.5% | 94% |
| 20260917 | $1.68 | $1.65 | 137.8% | 38% |
| 20260916 | $2.17 | $1.75 | 232.4% | 92% |
| 20260915 | $1.85 | $1.05 | 187.5% | 66% |
| 20260914 | $2.78 | $1.20 | 99.1% | 16% |
| 20260911 | $2.10 | $1.27 | 158.3% | 50% |
| 20260910 | $2.17 | $1.50 | 147.9% | 44% |
| 20260909 | $2.40 | $1.25 | 153.7% | 47% |
| 20260908 | $1.73 | $1.75 | 145.6% | 42% |
| 20260904 | $1.52 | $1.38 | 121.2% | 29% |
| 20260903 | $1.70 | $1.33 | 135.5% | 37% |
| 20260902 | $1.30 | $1.30 | 187.8% | 66% |
| 20260901 | $1.32 | $1.32 | 176.2% | 60% |
| 20260831 | $1.12 | $1.12 | 193.3% | 70% |
| 20260828 | $1.42 | $1.42 | 183.9% | 64% |
| 20260827 | $1.65 | $1.65 | 118.6% | 27% |
| 20260826 | $1.55 | $1.55 | 170.1% | 56% |
| 20260825 | $1.62 | $1.62 | 170.2% | 57% |
| 20260824 | $1.65 | $1.65 | 114.7% | 25% |
| 20260821 | $2.25 | $1.20 | 177.7% | 61% |
| 20260820 | $1.62 | $0.85 | 177.3% | 61% |
| 20260819 | $1.75 | $1.40 | 102.2% | 18% |
| 20260818 | $1.85 | $0.82 | 131.3% | 34% |
| 20260817 | $1.55 | $0.95 | 126.8% | 32% |
| 20260814 | $1.60 | $1.10 | 128.9% | 33% |
| 20260813 | $3.03 | $1.65 | 103.0% | 18% |
| 20260812 | $2.35 | $1.12 | 131.3% | 34% |
| 20260811 | $1.62 | $1.35 | 143.7% | 41% |
| 20260810 | $1.88 | $1.48 | 162.3% | 50% |
| 20260806 | $3.45 | $1.68 | 125.6% | 27% |
| 20260805 | $2.08 | $2.08 | 246.6% | 87% |
| 20260804 | $2.08 | $2.08 | 237.9% | 83% |
| 20260803 | $2.15 | $2.15 | 202.3% | 65% |
| 20260731 | $2.27 | $2.27 | 190.0% | 59% |
| 20260730 | $2.23 | $2.23 | 200.4% | 64% |
| 20260729 | $2.23 | $2.23 | 201.5% | 65% |
| 20260728 | $2.18 | $2.18 | 166.6% | 48% |
| 20260727 | $1.35 | $1.35 | 166.9% | 48% |
| 20260724 | $2.95 | $2.95 | 157.6% | 43% |
| 20260723 | $2.38 | $2.38 | 181.3% | 55% |
| 20260722 | $2.38 | $2.38 | 167.6% | 48% |
| 20260721 | $1.45 | $1.45 | 132.6% | 31% |
| 20260720 | $0.88 | $0.88 | 165.1% | 47% |
| 20260716 | $1.30 | $1.07 | 153.2% | 41% |
| 20260715 | $1.20 | $1.70 | 123.5% | 26% |
| 20260714 | $1.27 | $1.45 | 123.6% | 26% |
| 20260713 | $2.02 | $1.32 | 133.7% | 31% |
| 20260710 | $2.60 | $1.93 | 126.3% | 27% |
| 20260709 | $2.95 | $1.45 | 71.2% | 0% |
| 20260708 | $2.70 | $1.68 | 148.0% | 38% |
| 20260707 | $1.90 | $1.78 | 112.9% | 21% |
| 20260706 | $2.12 | $1.32 | 138.2% | 33% |
| 20260702 | $1.43 | $1.43 | 207.3% | 68% |
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.