NTR · Expected Move

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The expected move for NTR 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).

NTR straddle price & implied vol

60 sessions

Bars: 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 NTR Expected Move
30-Day Straddle
$6.00
7-Day Straddle
$2.12
30-Day ATM IV
36.5%
IV Rank
89%
Implied one-standard-deviation move through the next 30 days. Compare to NTR'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.
NTR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $6.00 $2.12 36.5% 89%
20261016 $5.90 $2.45 36.7% 90%
20261015 $5.62 $2.70 35.8% 84%
20261014 $5.75 $3.08 36.2% 87%
20261013 $5.95 $3.05 36.6% 89%
20261012 $6.00 $2.12 37.9% 100%
20261009 $5.42 $2.45 36.4% 97%
20261008 $5.80 $2.55 36.7% 100%
20261007 $5.82 $2.75 36.7% 100%
20261006 $6.10 $3.10 36.4% 99%
20261005 $5.85 $2.03 34.8% 85%
20261002 $5.05 $2.25 34.0% 78%
20261001 $5.22 $2.67 33.9% 77%
20260930 $5.53 $3.15 34.2% 80%
20260929 $5.40 $3.10 32.6% 66%
20260928 $5.68 $2.30 33.5% 74%
20260925 $5.00 $2.75 32.3% 59%
20260924 $5.55 $2.90 33.5% 66%
20260923 $5.60 $3.35 32.9% 57%
20260922 $5.67 $3.45 32.5% 54%
20260921 $6.15 $2.70 34.6% 70%
20260918 $5.10 $2.58 30.0% 31%
20260917 $5.55 $3.03 30.6% 35%
20260916 $5.55 $3.12 31.4% 41%
20260915 $6.03 $3.45 32.3% 47%
20260914 $5.85 $2.25 33.0% 52%
20260911 $5.28 $2.70 31.2% 40%
20260910 $5.53 $3.28 31.7% 42%
20260909 $6.15 $3.30 33.0% 51%
20260908 $6.35 $3.62 34.1% 58%
20260904 $5.50 $2.47 32.1% 45%
20260903 $5.75 $2.83 31.4% 39%
20260902 $5.80 $2.95 31.4% 39%
20260901 $5.58 $2.75 30.3% 32%
20260831 $5.20 $2.00 29.4% 27%
20260828 $4.65 $2.20 29.4% 27%
20260827 $4.72 $2.52 29.2% 25%
20260826 $4.90 $2.65 28.8% 22%
20260825 $5.03 $2.85 29.7% 27%
20260824 $5.20 $2.05 29.3% 24%
20260821 $4.75 $2.38 28.6% 20%
20260820 $4.95 $2.75 30.0% 28%
20260819 $4.40 $2.48 27.3% 12%
20260818 $4.40 $2.50 27.0% 11%
20260817 $4.40 $1.67 26.9% 10%
20260814 $3.73 $1.73 25.2% 0%
20260813 $3.95 $2.45 26.3% 0%
20260812 $4.42 $2.38 28.4% 4%
20260811 $4.30 $2.47 28.4% 4%
20260810 $4.45 $1.68 28.3% 3%
20260807 — — 27.8% 0%
20260806 $4.88 $2.80 31.7% 22%
20260805 $5.20 $3.60 34.1% 40%
20260804 $5.55 $4.00 35.8% 46%
20260803 $5.30 $3.05 34.2% 35%
20260731 $4.85 $3.22 32.4% 24%
20260730 $5.47 $3.47 34.4% 37%
20260729 $5.72 $3.73 35.4% 43%
20260728 $5.60 $3.85 34.8% 40%
20260727 $5.68 $2.05 35.7% 46%

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.