NREF (NexPoint Real Estate Finance, Inc.)
Expected Move & Straddle Price History
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).
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 NREF Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$1.60
Avg IV
2.1%
IV Rank
67%
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 |
|---|---|---|---|---|
| 20260629 | $1.60 | $1.60 | 2.1% | 67% |
| 20260626 | $0.70 | $0.70 | 0.8% | 6% |
| 20260625 | $0.88 | $0.88 | 1.3% | 30% |
| 20260624 | $1.70 | $1.70 | 1.7% | 49% |
| 20260623 | $1.53 | $1.53 | 1.1% | 19% |
| 20260622 | $1.67 | $1.67 | 1.4% | 34% |
| 20260618 | $1.30 | $1.00 | 1.3% | 29% |
| 20260617 | $2.55 | $1.27 | 1.8% | 56% |
| 20260616 | $1.93 | $0.88 | 1.5% | 40% |
| 20260615 | $2.42 | $1.82 | 1.5% | 37% |
| 20260613 | $1.12 | $0.85 | 1.6% | 42% |
| 20260612 | $1.12 | $0.85 | 1.5% | 39% |
| 20260611 | $1.95 | $1.05 | 1.0% | 13% |
| 20260610 | $2.23 | $1.23 | 1.3% | 28% |
| 20260609 | $2.15 | $1.12 | 0.8% | 3% |
| 20260608 | $2.20 | $1.57 | 1.3% | 27% |
| 20260605 | $1.75 | $1.60 | 1.2% | 26% |
| 20260604 | $1.75 | $1.40 | 1.0% | 15% |
| 20260603 | $2.15 | $1.73 | 1.2% | 26% |
| 20260602 | $1.30 | $1.30 | 1.2% | 23% |
| 20260601 | $1.25 | $1.25 | 1.9% | 58% |
| 20260529 | $2.55 | $2.55 | 1.7% | 49% |
| 20260528 | $1.92 | $1.92 | 1.2% | 22% |
| 20260527 | $1.83 | $1.83 | 1.5% | 39% |
| 20260526 | $2.25 | $2.25 | 0.9% | 11% |
| 20260522 | $2.02 | $2.02 | 1.7% | 50% |
| 20260521 | $1.95 | $1.95 | 1.2% | 24% |
| 20260520 | $2.50 | $2.50 | 1.2% | 25% |
| 20260519 | $1.75 | $1.75 | 1.8% | 52% |
| 20260518 | $2.70 | $2.70 | 1.5% | 39% |
| 20260515 | $1.42 | $0.20 | 1.7% | 48% |
| 20260514 | $2.60 | $0.47 | 1.8% | 52% |
| 20260513 | $1.70 | $1.00 | 1.1% | 18% |
| 20260512 | $2.05 | $0.65 | 1.7% | 48% |
| 20260511 | $1.15 | $0.65 | 1.6% | 46% |
| 20260510 | $1.73 | $1.07 | 1.1% | 19% |
| 20260508 | $1.73 | $1.07 | 1.1% | 18% |
| 20260507 | $1.82 | $0.95 | 0.9% | 8% |
| 20260506 | $1.32 | $0.78 | 1.0% | 13% |
| 20260505 | $1.80 | $0.57 | 0.8% | 2% |
| 20260504 | $2.15 | $0.50 | 1.0% | 11% |
| 20260502 | $0.53 | $0.53 | 1.6% | 40% |
| 20260501 | $0.60 | $0.60 | 1.8% | 51% |
| 20260430 | $1.47 | $1.47 | 1.6% | 43% |
| 20260429 | $1.75 | $1.75 | 2.1% | 65% |
| 20260428 | $0.85 | $0.85 | 1.4% | 36% |
| 20260427 | $1.02 | $1.02 | 2.1% | 66% |
| 20260424 | $2.02 | $2.02 | 1.4% | 35% |
| 20260423 | $1.10 | $1.10 | 2.0% | 60% |
| 20260422 | $2.12 | $2.12 | 0.7% | 6% |
| 20260421 | $2.12 | $2.12 | 0.9% | 12% |
| 20260420 | $1.53 | $1.53 | 2.0% | 62% |
| 20260417 | $2.10 | $1.35 | 1.1% | 23% |
| 20260416 | $2.27 | $1.70 | 1.7% | 51% |
| 20260415 | $2.35 | $1.45 | 1.5% | 40% |
| 20260414 | $2.07 | $1.57 | 1.7% | 48% |
| 20260413 | $1.15 | $1.25 | 1.4% | 34% |
| 20260410 | $1.80 | $2.15 | 1.4% | 36% |
| 20260409 | $1.75 | $2.15 | 1.2% | 26% |
| 20260408 | $2.45 | $1.80 | 1.6% | 43% |