NRG · Expected Move
NRG Energy, Inc.
The expected move for NRG 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).
NRG 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 NRG Expected Move
30-Day Straddle
$13.30
7-Day Straddle
$6.43
30-Day ATM IV
58.0%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to NRG'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.
NRG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $13.30 | $6.43 | 58.0% | 72% |
| 20261020 | $13.15 | $6.95 | 58.1% | 72% |
| 20261019 | $13.50 | $4.75 | 57.4% | 69% |
| 20261016 | $13.25 | $6.00 | 57.7% | 71% |
| 20261015 | $14.95 | $8.18 | 64.0% | 100% |
| 20261014 | $13.45 | $6.88 | 58.4% | 80% |
| 20261013 | $13.65 | $7.95 | 55.3% | 64% |
| 20261012 | $13.90 | $5.75 | 55.3% | 64% |
| 20261009 | $13.20 | $6.15 | 55.8% | 67% |
| 20261008 | $12.80 | $6.18 | 53.8% | 57% |
| 20261007 | $14.20 | $7.20 | 56.6% | 71% |
| 20261006 | $12.90 | $6.50 | 53.4% | 55% |
| 20261005 | $12.50 | $4.33 | 53.7% | 56% |
| 20261002 | $10.20 | $4.80 | 50.1% | 38% |
| 20261001 | $11.05 | $6.10 | 51.6% | 45% |
| 20260930 | $10.60 | $6.03 | 48.3% | 29% |
| 20260929 | $11.00 | $6.47 | 49.0% | 32% |
| 20260928 | $12.00 | $4.28 | 52.4% | 50% |
| 20260925 | $10.40 | $5.15 | 47.3% | 24% |
| 20260924 | $10.15 | $5.83 | 46.7% | 21% |
| 20260923 | $10.45 | $5.83 | 46.6% | 20% |
| 20260922 | $11.15 | $6.65 | 47.2% | 23% |
| 20260921 | $11.45 | $3.95 | 46.8% | 21% |
| 20260918 | $10.90 | $5.30 | 46.9% | 22% |
| 20260917 | $11.45 | $6.35 | 47.7% | 26% |
| 20260916 | $12.20 | $7.40 | 49.5% | 35% |
| 20260915 | $12.10 | $6.60 | 49.1% | 33% |
| 20260914 | $13.15 | $4.95 | 49.9% | 37% |
| 20260911 | $12.25 | $5.53 | 48.3% | 29% |
| 20260910 | $11.45 | $6.70 | 47.2% | 23% |
| 20260909 | $12.85 | $6.90 | 48.7% | 31% |
| 20260908 | $13.35 | $7.55 | 48.0% | 27% |
| 20260904 | $11.80 | $4.97 | 45.3% | 14% |
| 20260903 | $11.25 | $4.75 | 44.4% | 9% |
| 20260902 | $10.90 | $5.68 | 43.0% | 2% |
| 20260901 | $10.90 | $5.67 | 42.8% | 1% |
| 20260831 | $11.00 | $4.28 | 42.6% | 0% |
| 20260828 | $10.55 | $4.97 | 43.0% | 1% |
| 20260827 | $11.15 | $5.90 | 44.2% | 7% |
| 20260826 | $11.55 | $6.18 | 43.8% | 5% |
| 20260825 | $12.10 | $6.35 | 45.9% | 16% |
| 20260824 | $11.80 | $5.08 | 44.7% | 10% |
| 20260821 | $11.05 | $5.53 | 43.7% | 5% |
| 20260820 | $11.65 | $5.78 | 45.0% | 12% |
| 20260819 | $12.25 | $7.15 | 44.5% | 9% |
| 20260818 | $11.85 | $7.33 | 44.2% | 7% |
| 20260817 | $12.75 | $4.95 | 43.5% | 4% |
| 20260814 | $12.00 | $6.15 | 43.5% | 4% |
| 20260813 | $11.40 | $5.97 | 42.8% | 0% |
| 20260812 | $12.80 | $7.00 | 46.4% | 18% |
| 20260811 | $13.10 | $6.90 | 46.9% | 21% |
| 20260810 | $13.35 | $5.47 | 47.5% | 24% |
| 20260807 | — | — | 48.7% | 30% |
| 20260806 | $13.90 | $7.85 | 51.2% | 43% |
| 20260805 | $13.85 | $9.00 | 50.5% | 39% |
| 20260804 | $15.10 | $10.60 | 55.8% | 67% |
| 20260803 | $19.00 | $11.05 | 58.3% | 79% |
| 20260731 | $16.95 | $11.75 | 56.7% | 71% |
| 20260730 | $17.15 | $11.70 | 56.9% | 72% |
| 20260729 | $16.95 | $11.85 | 59.6% | 86% |
More on NRG
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.