NRG (NRG Energy, Inc.)
Expected Move & Straddle Price History
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).
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 NRG Expected Move
30-Day Straddle
$20.20
7-Day Straddle
$8.00
Avg IV
0.6%
IV Rank
60%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260723 | $20.20 | $8.00 | 0.6% | 60% |
| 20260722 | $18.05 | $9.50 | 0.6% | 47% |
| 20260721 | $18.15 | $10.15 | 0.6% | 55% |
| 20260720 | $17.30 | $5.93 | 0.6% | 50% |
| 20260716 | $16.10 | $7.90 | 0.6% | 44% |
| 20260715 | $17.10 | $8.75 | 0.6% | 43% |
| 20260714 | $17.50 | $9.85 | 0.6% | 41% |
| 20260713 | $19.20 | $7.85 | 0.6% | 61% |
| 20260710 | $17.05 | $7.60 | 0.6% | 55% |
| 20260709 | $18.05 | $8.30 | 0.6% | 51% |
| 20260708 | $17.85 | $9.05 | 0.6% | 47% |
| 20260707 | $17.95 | $9.60 | 0.6% | 51% |
| 20260706 | $18.70 | $6.42 | 0.6% | 45% |
| 20260702 | $15.15 | $7.67 | 0.5% | 11% |
| 20260701 | $14.90 | $7.80 | 0.5% | 16% |
| 20260630 | $15.75 | $9.25 | 0.5% | 20% |
| 20260629 | $16.15 | $5.45 | 0.5% | 11% |
| 20260626 | $15.00 | $6.90 | 0.6% | 26% |
| 20260625 | $15.65 | $7.90 | 0.6% | 18% |
| 20260624 | $15.60 | $8.45 | 0.5% | 9% |
| 20260623 | $15.35 | $8.65 | 0.6% | 17% |
| 20260622 | $15.95 | $6.45 | 0.5% | 8% |
| 20260618 | $13.90 | $7.08 | 0.6% | 19% |
| 20260617 | $14.00 | $7.65 | 0.6% | 13% |
| 20260616 | $14.75 | $8.40 | 0.6% | 23% |
| 20260615 | $14.95 | $5.70 | 0.6% | 16% |
| 20260613 | $13.75 | $7.10 | 0.6% | 18% |
| 20260612 | $13.90 | $7.32 | 0.5% | 11% |
| 20260611 | $13.70 | $7.47 | 0.5% | 11% |
| 20260610 | $14.45 | $8.45 | 0.6% | 17% |
| 20260609 | $14.05 | $8.40 | 0.5% | 9% |
| 20260608 | $14.65 | $6.05 | 0.5% | 1% |
| 20260605 | $13.70 | $7.15 | 0.5% | 9% |
| 20260604 | $14.00 | $7.15 | 0.5% | 9% |
| 20260603 | $14.65 | $8.55 | 0.6% | 13% |
| 20260602 | $15.65 | $8.95 | 0.5% | 11% |
| 20260601 | $15.20 | $6.10 | 0.6% | 21% |
| 20260529 | $13.85 | $6.07 | 0.5% | 9% |
| 20260528 | $14.10 | $7.35 | 0.5% | 6% |
| 20260527 | $15.55 | $8.10 | 0.5% | 9% |
| 20260526 | $15.30 | $9.00 | 0.5% | 8% |
| 20260522 | $13.15 | $5.97 | 0.7% | 37% |
| 20260521 | $13.40 | $6.65 | 0.6% | 23% |
| 20260520 | $14.30 | $7.35 | 0.6% | 33% |
| 20260519 | $12.55 | $7.15 | 0.6% | 34% |
| 20260518 | $13.45 | $5.12 | 0.6% | 34% |
| 20260515 | $13.30 | $6.93 | 0.5% | 10% |
| 20260514 | $13.90 | $7.60 | 0.5% | 10% |
| 20260513 | $13.80 | $7.90 | 0.6% | 16% |
| 20260512 | $14.30 | $9.00 | 0.5% | 9% |
| 20260511 | $14.65 | $5.80 | 0.5% | 0% |
| 20260510 | $14.50 | $6.90 | 0.6% | 15% |
| 20260508 | $13.35 | $6.90 | 0.6% | 26% |
| 20260507 | $14.00 | $7.80 | 0.5% | 17% |
| 20260506 | $15.50 | $9.45 | 0.5% | 14% |
| 20260505 | $17.80 | $12.85 | 0.6% | 21% |
| 20260504 | $18.40 | $10.95 | 0.6% | 24% |
| 20260502 | $17.55 | $12.00 | 0.6% | 30% |
| 20260501 | $17.50 | $11.90 | 0.6% | 26% |
| 20260430 | $18.60 | $12.55 | 0.6% | 22% |