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
$20.00
7-Day Straddle
$10.60
Avg IV
0.6%
IV Rank
35%
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 |
|---|---|---|---|---|
| 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% |
| 20260429 | $11.60 | $11.60 | 0.7% | 68% |
| 20260428 | $13.65 | $13.65 | 0.6% | 55% |
| 20260427 | $14.05 | $14.05 | 0.7% | 58% |
| 20260424 | $13.15 | $13.15 | 0.6% | 52% |
| 20260423 | $16.15 | $16.15 | 0.6% | 55% |
| 20260422 | $16.25 | $16.25 | 0.6% | 52% |
| 20260421 | $16.05 | $16.05 | 0.6% | 49% |
| 20260420 | $17.10 | $17.10 | 0.6% | 43% |
| 20260417 | $17.20 | $3.62 | 0.4% | 23% |
| 20260416 | $16.65 | $4.50 | 0.4% | 25% |
| 20260415 | $17.80 | $5.58 | 0.5% | 39% |
| 20260414 | $18.45 | $3.97 | 0.5% | 40% |
| 20260413 | $17.80 | $5.12 | 0.4% | 21% |
| 20260410 | $18.65 | $6.75 | 0.4% | 25% |
| 20260409 | $18.15 | $7.72 | 0.4% | 19% |
| 20260408 | $19.80 | $10.07 | 0.5% | 29% |
| 20260407 | $20.00 | $10.20 | 0.4% | 16% |
| 20260406 | $20.35 | $9.70 | 0.4% | 23% |
| 20260402 | $20.75 | $3.60 | 0.4% | 22% |
| 20260401 | $12.35 | $4.72 | 0.7% | 61% |
| 20260331 | $12.65 | $5.03 | 0.7% | 64% |
| 20260330 | $14.75 | $7.70 | 0.9% | 100% |
| 20260327 | $15.15 | $7.07 | 0.6% | 50% |
| 20260326 | $14.75 | $9.20 | 0.8% | 85% |
| 20260325 | $14.95 | $7.62 | 0.6% | 53% |
| 20260324 | $14.75 | $9.55 | 0.6% | 55% |
| 20260323 | $13.85 | $5.40 | 0.5% | 34% |
| 20260320 | $16.40 | $8.68 | 0.6% | 49% |
| 20260319 | $15.10 | $9.70 | 0.5% | 45% |
| 20260318 | $18.90 | $9.95 | 0.5% | 41% |
| 20260317 | $17.15 | $9.82 | 0.5% | 41% |