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
$19.10
7-Day Straddle
$10.65
Avg IV
0.4%
IV Rank
6%
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 |
|---|---|---|---|---|
| 20260904 | $19.10 | $10.65 | 0.4% | 6% |
| 20260903 | $19.30 | $12.00 | 0.3% | 5% |
| 20260902 | $12.05 | $12.05 | 1.1% | 100% |
| 20260901 | $12.70 | $12.70 | 0.8% | 64% |
| 20260831 | $12.80 | $12.80 | 1.0% | 87% |
| 20260828 | $13.15 | $13.15 | 0.9% | 81% |
| 20260827 | $12.85 | $12.85 | 0.7% | 49% |
| 20260826 | $14.05 | $14.05 | 0.7% | 58% |
| 20260825 | $13.70 | $13.70 | 0.9% | 81% |
| 20260824 | $15.15 | $15.15 | 0.7% | 56% |
| 20260821 | $15.40 | $2.00 | 0.8% | 59% |
| 20260820 | $15.50 | $4.28 | 0.9% | 73% |
| 20260819 | $15.15 | $5.97 | 0.7% | 55% |
| 20260818 | $18.55 | $6.30 | 0.8% | 67% |
| 20260817 | $17.05 | $6.80 | 0.8% | 60% |
| 20260814 | $19.55 | $9.80 | 0.8% | 62% |
| 20260813 | $18.40 | $8.10 | 0.8% | 60% |
| 20260812 | $19.50 | $10.60 | 0.6% | 40% |
| 20260811 | $19.60 | $12.10 | 0.5% | 23% |
| 20260810 | $19.35 | $9.90 | 0.6% | 41% |
| 20260806 | $19.35 | $11.35 | 0.4% | 15% |
| 20260805 | $11.10 | $11.10 | 0.5% | 27% |
| 20260804 | $11.15 | $11.15 | 0.5% | 23% |
| 20260803 | $12.70 | $12.70 | 0.5% | 28% |
| 20260731 | $14.80 | $14.80 | 0.4% | 15% |
| 20260730 | $14.40 | $14.40 | 0.5% | 23% |
| 20260729 | $15.50 | $15.50 | 0.5% | 23% |
| 20260728 | $13.45 | $13.45 | 0.5% | 22% |
| 20260727 | $14.55 | $14.55 | 0.4% | 11% |
| 20260724 | $16.05 | $16.05 | 0.5% | 26% |
| 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% |