NSC · Expected Move
Norfolk Southern Corp.
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).
NSC 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 NSC Expected Move
30-Day Straddle
$17.70
7-Day Straddle
$17.70
30-Day ATM IV
23.1%
IV Rank
44%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $17.70 | $17.70 | 23.1% | 44% |
| 20261020 | $18.25 | $18.25 | 23.5% | 48% |
| 20261019 | $18.80 | $18.80 | 23.7% | 50% |
| 20261016 | $18.75 | $4.35 | 22.9% | 42% |
| 20261015 | $19.50 | $5.20 | 23.1% | 44% |
| 20261014 | $19.05 | $5.90 | 22.5% | 38% |
| 20261013 | $18.30 | $6.05 | 22.1% | 33% |
| 20261012 | $19.30 | $5.90 | 23.2% | 45% |
| 20261009 | $19.75 | $6.97 | 22.7% | 40% |
| 20261008 | $19.70 | $8.52 | 22.9% | 42% |
| 20261007 | $21.15 | $9.22 | 23.4% | 47% |
| 20261006 | $20.55 | $9.28 | 22.8% | 41% |
| 20261005 | $21.65 | $10.15 | 23.9% | 52% |
| 20261002 | $10.05 | $10.05 | 23.3% | 45% |
| 20261001 | $11.30 | $11.30 | 23.9% | 51% |
| 20260930 | $11.05 | $11.05 | 23.0% | 43% |
| 20260929 | $12.20 | $12.20 | 23.2% | 45% |
| 20260928 | $12.70 | $12.70 | 23.7% | 49% |
| 20260925 | $12.80 | $12.80 | 21.5% | 27% |
| 20260924 | $13.80 | $13.80 | 22.4% | 37% |
| 20260923 | $13.55 | $13.55 | 21.4% | 26% |
| 20260922 | $13.88 | $13.88 | 21.0% | 23% |
| 20260921 | $13.25 | $13.25 | 20.9% | 22% |
| 20260918 | $15.75 | $5.50 | 21.5% | 28% |
| 20260917 | $14.70 | $3.78 | 20.5% | 18% |
| 20260916 | $15.80 | $6.57 | 21.7% | 30% |
| 20260915 | $16.25 | $6.60 | 21.9% | 31% |
| 20260914 | $16.80 | $6.45 | 22.3% | 36% |
| 20260911 | $16.80 | $7.75 | 21.3% | 26% |
| 20260910 | $18.00 | $10.40 | 21.7% | 30% |
| 20260909 | $18.40 | $11.50 | 21.9% | 31% |
| 20260908 | $19.05 | $10.10 | 22.8% | 40% |
| 20260904 | $19.10 | $10.65 | 21.4% | 27% |
| 20260903 | $19.30 | $12.00 | 21.9% | 31% |
| 20260902 | $12.05 | $12.05 | 21.4% | 27% |
| 20260901 | $12.70 | $12.70 | 20.9% | 22% |
| 20260831 | $12.80 | $12.80 | 19.7% | 10% |
| 20260828 | $13.15 | $13.15 | 19.6% | 9% |
| 20260827 | $12.85 | $12.85 | 19.2% | 5% |
| 20260826 | $14.05 | $14.05 | 18.9% | 2% |
| 20260825 | $13.70 | $13.70 | 18.7% | 0% |
| 20260824 | $15.15 | $15.15 | 19.9% | 8% |
| 20260821 | $15.40 | $2.00 | 19.7% | 6% |
| 20260820 | $15.50 | $4.28 | 19.9% | 8% |
| 20260819 | $15.15 | $5.97 | 19.1% | 0% |
| 20260818 | $18.55 | $6.30 | 23.8% | 45% |
| 20260817 | $17.05 | $6.80 | 21.1% | 14% |
| 20260814 | $19.55 | $9.80 | 21.8% | 22% |
| 20260813 | $18.40 | $8.10 | 21.6% | 20% |
| 20260812 | $19.50 | $10.60 | 23.0% | 35% |
| 20260811 | $19.60 | $12.10 | 21.8% | 22% |
| 20260810 | $19.35 | $9.90 | 22.0% | 24% |
| 20260807 | — | — | 22.1% | 23% |
| 20260806 | $19.35 | $11.35 | 20.5% | 7% |
| 20260805 | $11.10 | $11.10 | 20.3% | 5% |
| 20260804 | $11.15 | $11.15 | 20.1% | 2% |
| 20260803 | $12.70 | $12.70 | 22.2% | 24% |
| 20260731 | $14.80 | $14.80 | 22.2% | 24% |
| 20260730 | $14.40 | $14.40 | 21.1% | 13% |
| 20260729 | $15.50 | $15.50 | 22.1% | 23% |
More on NSC
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.