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
$14.65
7-Day Straddle
$6.05
Avg IV
0.5%
IV Rank
1%
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 |
|---|---|---|---|---|
| 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% |
| 20260429 | $17.85 | $12.90 | 0.6% | 27% |
| 20260428 | $19.35 | $13.45 | 0.5% | 18% |
| 20260427 | $20.15 | $8.30 | 0.6% | 18% |
| 20260424 | $19.20 | $8.30 | 0.6% | 25% |
| 20260423 | $18.20 | $9.05 | 0.6% | 25% |
| 20260422 | $18.45 | $10.10 | 0.6% | 24% |
| 20260421 | $18.50 | $10.85 | 0.6% | 24% |
| 20260420 | $18.70 | $6.12 | 0.6% | 19% |
| 20260417 | $18.75 | $8.10 | 0.6% | 23% |
| 20260416 | $19.25 | $9.15 | 0.6% | 24% |
| 20260415 | $19.60 | $9.95 | 0.6% | 28% |
| 20260414 | $19.90 | $10.60 | 0.6% | 27% |
| 20260413 | $20.20 | $5.85 | 0.5% | 15% |
| 20260410 | $18.45 | $7.85 | 0.6% | 29% |
| 20260409 | $19.35 | $8.60 | 0.6% | 28% |
| 20260408 | $18.20 | $8.85 | 0.6% | 17% |
| 20260407 | $18.30 | $10.40 | 0.6% | 22% |
| 20260406 | $18.10 | $6.35 | 0.6% | 21% |
| 20260402 | $16.70 | $8.05 | 0.6% | 16% |
| 20260401 | $16.00 | $8.50 | 0.6% | 30% |
| 20260331 | $17.50 | $10.00 | 0.7% | 32% |
| 20260330 | $17.50 | $6.40 | 0.7% | 38% |
| 20260327 | $17.10 | $7.68 | 0.7% | 37% |
| 20260326 | $16.80 | $8.75 | 0.7% | 35% |
| 20260325 | $16.85 | $9.50 | 0.7% | 25% |
| 20260324 | $17.95 | $10.25 | 0.7% | 25% |
| 20260323 | $18.40 | $7.65 | 0.7% | 26% |
| 20260320 | $16.55 | $9.25 | 0.6% | 17% |
| 20260319 | $17.00 | $9.60 | 0.6% | 20% |
| 20260318 | $17.45 | $10.15 | 0.6% | 21% |
| 20260317 | $16.60 | $10.65 | 0.6% | 16% |