NSC (Norfolk Southern Corp.)
Expected Move & Straddle Price History
The expected move for NSC 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 NSC Expected Move
30-Day Straddle
$18.45
7-Day Straddle
$18.45
Avg IV
0.5%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to NSC'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.
NSC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260723 | $18.45 | $18.45 | 0.5% | 29% |
| 20260722 | $19.60 | $19.60 | 0.4% | 18% |
| 20260721 | $22.25 | $22.25 | 0.4% | 11% |
| 20260720 | $22.30 | $22.30 | 0.4% | 17% |
| 20260716 | $22.25 | $3.17 | 0.3% | 1% |
| 20260715 | $22.85 | $5.28 | 0.4% | 9% |
| 20260714 | $22.80 | $6.78 | 0.4% | 12% |
| 20260713 | $22.70 | $5.05 | 0.3% | 5% |
| 20260710 | $22.85 | $6.88 | 0.4% | 11% |
| 20260709 | $23.85 | $9.18 | 0.3% | 0% |
| 20260708 | $22.50 | $9.15 | 0.4% | 2% |
| 20260707 | $22.15 | $9.85 | 0.4% | 0% |
| 20260706 | $23.20 | $9.75 | 0.4% | 0% |
| 20260702 | $10.40 | $10.40 | 0.6% | 42% |
| 20260701 | $11.40 | $11.40 | 0.7% | 45% |
| 20260630 | $12.90 | $12.90 | 0.8% | 62% |
| 20260629 | $11.93 | $11.93 | 0.5% | 29% |
| 20260626 | $13.55 | $13.55 | 0.7% | 49% |
| 20260625 | $14.10 | $14.10 | 0.6% | 40% |
| 20260624 | $15.00 | $15.00 | 0.7% | 46% |
| 20260623 | $15.05 | $15.05 | 0.5% | 22% |
| 20260622 | $16.45 | $16.45 | 0.5% | 31% |
| 20260618 | $16.00 | $2.48 | 0.6% | 38% |
| 20260617 | $16.20 | $5.32 | 0.6% | 34% |
| 20260616 | $16.55 | $5.72 | 0.6% | 39% |
| 20260615 | $17.15 | $6.58 | 0.6% | 33% |
| 20260613 | $18.85 | $9.25 | 0.5% | 30% |
| 20260612 | $18.85 | $9.45 | 0.5% | 31% |
| 20260611 | $18.65 | $8.25 | 0.6% | 35% |
| 20260610 | $19.60 | $9.75 | 0.6% | 33% |
| 20260609 | $20.30 | $10.38 | 0.6% | 35% |
| 20260608 | $20.00 | $10.60 | 0.6% | 35% |
| 20260605 | $21.00 | $12.92 | 0.5% | 28% |
| 20260604 | $20.45 | $12.80 | 0.5% | 30% |
| 20260603 | $21.90 | $13.05 | 0.6% | 33% |
| 20260602 | $13.75 | $13.75 | 1.1% | 100% |
| 20260601 | $14.45 | $14.45 | 0.9% | 88% |
| 20260529 | $15.35 | $15.35 | 0.9% | 98% |
| 20260528 | $14.80 | $14.80 | 0.8% | 77% |
| 20260527 | $17.30 | $17.30 | 0.9% | 99% |
| 20260526 | $15.30 | $15.30 | 0.8% | 85% |
| 20260522 | $16.30 | $16.30 | 0.6% | 49% |
| 20260521 | $16.55 | $16.55 | 0.8% | 83% |
| 20260520 | $17.15 | $17.15 | 0.8% | 82% |
| 20260519 | $16.90 | $16.90 | 0.8% | 79% |
| 20260518 | $17.50 | $17.50 | 0.7% | 69% |
| 20260515 | $18.25 | $3.90 | 0.8% | 75% |
| 20260514 | $18.20 | $4.77 | 0.7% | 68% |
| 20260513 | $18.75 | $5.97 | 0.7% | 71% |
| 20260512 | $19.80 | $7.20 | 0.8% | 72% |
| 20260511 | $19.90 | $7.17 | 0.7% | 67% |
| 20260510 | $20.55 | $7.80 | 0.7% | 70% |
| 20260508 | $20.55 | $7.80 | 0.7% | 66% |
| 20260507 | $20.75 | $9.20 | 0.6% | 53% |
| 20260506 | $21.10 | $9.07 | 0.7% | 56% |
| 20260505 | $21.35 | $10.50 | 0.5% | 38% |
| 20260504 | $21.25 | $11.05 | 0.6% | 41% |
| 20260502 | $11.82 | $11.82 | 0.9% | 100% |
| 20260501 | $11.55 | $11.55 | 0.6% | 53% |
| 20260430 | $12.25 | $12.25 | 0.8% | 73% |