NRT (North European Oil Royalty Trust)

Expected Move & Straddle Price History

The expected move for NRT 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 NRT Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$1.70
Avg IV
0.9%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to NRT'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.
NRT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $2.25 $1.70 0.9% 19%
20260903 $2.28 $1.53 1.1% 29%
20260902 $1.48 $1.48 2.1% 90%
20260901 $1.68 $1.68 2.2% 100%
20260831 $1.55 $1.55 2.0% 84%
20260828 $1.77 $1.77 1.8% 75%
20260827 $1.75 $1.75 1.5% 56%
20260826 $2.30 $2.30 1.9% 80%
20260825 $2.40 $2.40 1.9% 77%
20260824 $2.33 $2.33 1.9% 76%
20260821 $2.40 $1.25 1.7% 68%
20260820 $2.15 $1.27 1.7% 64%
20260819 $1.80 $1.30 1.6% 62%
20260818 $1.62 $1.98 1.1% 31%
20260817 $2.05 $1.77 1.2% 35%
20260814 $1.50 $1.73 0.6% 0%
20260813 $1.68 $1.75 1.2% 27%
20260812 $1.58 $1.77 1.1% 20%
20260811 $1.60 $1.32 0.9% 8%
20260810 $1.68 $1.52 1.0% 11%
20260806 $1.88 $1.70 1.0% 10%
20260805 $1.95 $1.95 1.8% 69%
20260804 $1.68 $1.68 1.6% 57%
20260803 $1.43 $1.43 1.3% 32%
20260731 $1.38 $1.38 1.3% 32%
20260730 $1.68 $1.68 1.1% 21%
20260729 $1.57 $1.57 1.4% 43%
20260728 $1.35 $1.35 1.3% 31%
20260727 $1.93 $1.93 1.0% 9%
20260724 $1.68 $1.68 1.1% 18%
20260723 $1.55 $1.55 1.1% 16%
20260722 $5.05 $5.05 1.3% 35%
20260721 $1.73 $1.73 1.1% 20%
20260720 $2.10 $2.10 1.0% 12%
20260716 $1.88 $1.20 0.9% 4%
20260715 $1.90 $1.15 1.0% 9%
20260714 $1.18 $1.20 1.1% 17%
20260713 $1.85 $0.88 0.9% 7%
20260710 $2.00 $1.18 1.1% 16%
20260709 $2.38 $1.23 1.0% 10%
20260708 $2.00 $1.40 1.1% 15%
20260707 $2.05 $1.40 0.8% 0%
20260706 $2.30 $1.43 1.1% 11%
20260702 $1.50 $1.50 2.0% 68%
20260701 $1.52 $1.52 1.9% 60%
20260630 $0.90 $0.90 2.0% 66%
20260629 $0.65 $0.65 1.9% 56%
20260626 $0.62 $0.62 1.6% 40%
20260625 $0.90 $0.90 1.7% 47%
20260624 $1.00 $1.00 1.7% 46%
20260623 $0.57 $0.57 1.6% 41%
20260622 $0.90 $0.90 1.9% 57%
20260618 $0.90 $1.02 1.3% 27%
20260617 $1.85 $1.05 1.4% 32%
20260616 $1.88 $1.20 1.4% 29%
20260615 $3.00 $1.38 1.5% 36%
20260613 $1.92 $0.93 1.3% 27%
20260612 $1.92 $0.93 1.4% 28%
20260611 $1.50 $0.90 1.1% 15%
20260610 $1.98 $0.70 1.1% 15%