NRT · Expected Move
North European Oil Royalty Trust
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).
NRT 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 NRT Expected Move
30-Day Straddle
$2.52
7-Day Straddle
$2.52
30-Day ATM IV
98.6%
IV Rank
44%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.52 | $2.52 | 98.6% | 44% |
| 20261021 | $2.00 | $2.00 | 85.1% | 32% |
| 20261020 | $1.60 | $1.60 | 75.9% | 23% |
| 20261019 | $1.30 | $1.30 | 67.3% | 15% |
| 20261016 | $1.83 | $1.07 | 82.5% | 29% |
| 20261015 | $1.78 | $1.02 | 81.3% | 28% |
| 20261014 | $1.75 | $1.05 | 80.1% | 27% |
| 20261013 | $1.85 | $1.10 | 81.3% | 28% |
| 20261012 | $1.52 | $1.05 | 71.7% | 19% |
| 20261009 | $1.88 | $1.07 | 83.3% | 30% |
| 20261008 | $1.85 | $0.97 | 87.3% | 34% |
| 20261007 | $1.80 | $0.98 | 97.4% | 43% |
| 20261006 | $1.85 | $0.82 | 79.9% | 27% |
| 20261005 | $1.88 | $1.10 | 85.7% | 32% |
| 20261002 | $1.15 | $1.15 | 83.0% | 30% |
| 20261001 | $1.10 | $1.10 | 79.6% | 27% |
| 20260930 | $1.28 | $1.28 | 86.9% | 33% |
| 20260929 | $0.98 | $0.98 | 84.5% | 31% |
| 20260928 | $1.25 | $1.25 | 74.1% | 22% |
| 20260925 | $1.25 | $1.25 | 77.7% | 25% |
| 20260924 | $1.30 | $1.30 | 74.8% | 22% |
| 20260923 | $1.57 | $1.57 | 72.4% | 20% |
| 20260922 | $1.70 | $1.70 | 76.3% | 24% |
| 20260921 | $1.65 | $1.65 | 72.5% | 20% |
| 20260918 | $1.58 | $1.25 | 79.7% | 27% |
| 20260917 | $1.55 | $1.22 | 75.0% | 22% |
| 20260916 | $1.50 | $1.22 | 71.0% | 19% |
| 20260915 | $1.35 | $1.15 | 77.1% | 24% |
| 20260914 | $1.58 | $1.43 | 69.5% | 17% |
| 20260911 | $1.55 | $1.40 | 81.5% | 28% |
| 20260910 | $1.60 | $1.35 | 84.9% | 31% |
| 20260909 | $1.93 | $1.35 | 91.9% | 38% |
| 20260908 | $2.08 | $1.30 | 84.0% | 31% |
| 20260904 | $2.25 | $1.70 | 85.1% | 32% |
| 20260903 | $2.28 | $1.53 | 71.4% | 19% |
| 20260902 | $1.48 | $1.48 | 71.8% | 20% |
| 20260901 | $1.68 | $1.68 | 88.1% | 34% |
| 20260831 | $1.55 | $1.55 | 73.4% | 21% |
| 20260828 | $1.77 | $1.77 | 71.0% | 19% |
| 20260827 | $1.75 | $1.75 | 77.7% | 25% |
| 20260826 | $2.30 | $2.30 | 109.4% | 54% |
| 20260825 | $2.40 | $2.40 | 112.3% | 56% |
| 20260824 | $2.33 | $2.33 | 90.2% | 36% |
| 20260821 | $2.40 | $1.25 | 87.4% | 34% |
| 20260820 | $2.15 | $1.27 | 85.4% | 32% |
| 20260819 | $1.80 | $1.30 | 87.1% | 33% |
| 20260818 | $1.62 | $1.98 | 83.6% | 30% |
| 20260817 | $2.05 | $1.77 | 71.2% | 19% |
| 20260814 | $1.50 | $1.73 | 65.2% | 14% |
| 20260813 | $1.68 | $1.75 | 90.5% | 37% |
| 20260812 | $1.58 | $1.77 | 81.5% | 28% |
| 20260811 | $1.60 | $1.32 | 74.2% | 22% |
| 20260810 | $1.68 | $1.52 | 89.7% | 36% |
| 20260806 | $1.88 | $1.70 | 92.9% | 39% |
| 20260805 | $1.95 | $1.95 | 96.0% | 42% |
| 20260804 | $1.68 | $1.68 | 81.6% | 28% |
| 20260803 | $1.43 | $1.43 | 78.9% | 26% |
| 20260731 | $1.38 | $1.38 | 73.6% | 21% |
| 20260730 | $1.68 | $1.68 | 81.4% | 28% |
| 20260729 | $1.57 | $1.57 | 106.9% | 51% |
More on NRT
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.