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
$11.80
7-Day Straddle
$4.97
Avg IV
0.5%
IV Rank
12%
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 |
|---|---|---|---|---|
| 20260904 | $11.80 | $4.97 | 0.5% | 12% |
| 20260903 | $11.25 | $4.75 | 0.5% | 12% |
| 20260902 | $10.90 | $5.68 | 0.5% | 11% |
| 20260901 | $10.90 | $5.67 | 0.5% | 19% |
| 20260831 | $11.00 | $4.28 | 0.5% | 13% |
| 20260828 | $10.55 | $4.97 | 0.5% | 17% |
| 20260827 | $11.15 | $5.90 | 0.5% | 10% |
| 20260826 | $11.55 | $6.18 | 0.5% | 11% |
| 20260825 | $12.10 | $6.35 | 0.5% | 14% |
| 20260824 | $11.80 | $5.08 | 0.5% | 16% |
| 20260821 | $11.05 | $5.53 | 0.7% | 97% |
| 20260820 | $11.65 | $5.78 | 0.8% | 100% |
| 20260819 | $12.25 | $7.15 | 0.7% | 91% |
| 20260818 | $11.85 | $7.33 | 0.7% | 100% |
| 20260817 | $12.75 | $4.95 | 0.7% | 100% |
| 20260814 | $12.00 | $6.15 | 0.5% | 22% |
| 20260813 | $11.40 | $5.97 | 0.5% | 0% |
| 20260812 | $12.80 | $7.00 | 0.5% | 20% |
| 20260811 | $13.10 | $6.90 | 0.5% | 10% |
| 20260810 | $13.35 | $5.47 | 0.5% | 24% |
| 20260806 | $13.90 | $7.85 | 0.6% | 39% |
| 20260805 | $13.85 | $9.00 | 0.6% | 33% |
| 20260804 | $15.10 | $10.60 | 0.6% | 57% |
| 20260803 | $19.00 | $11.05 | 0.6% | 59% |
| 20260731 | $16.95 | $11.75 | 0.6% | 62% |
| 20260730 | $17.15 | $11.70 | 0.6% | 54% |
| 20260729 | $16.95 | $11.85 | 0.6% | 66% |
| 20260728 | $16.85 | $12.15 | 0.6% | 64% |
| 20260727 | $17.60 | $6.53 | 0.6% | 50% |
| 20260724 | $18.25 | $7.85 | 0.6% | 59% |
| 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% |