NTRS (Northern Trust Corp)
Expected Move & Straddle Price History
The expected move for NTRS 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 NTRS Expected Move
30-Day Straddle
$11.45
7-Day Straddle
$6.78
Avg IV
0.6%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to NTRS'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.
NTRS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $11.45 | $6.78 | 0.6% | 40% |
| 20260903 | $11.55 | $6.50 | 0.4% | 16% |
| 20260902 | $7.25 | $7.25 | 0.5% | 29% |
| 20260901 | $7.03 | $7.03 | 0.5% | 26% |
| 20260831 | $8.00 | $8.00 | 0.5% | 21% |
| 20260828 | $8.72 | $8.72 | 0.4% | 12% |
| 20260827 | $8.50 | $8.50 | 0.4% | 14% |
| 20260826 | $9.75 | $9.75 | 0.4% | 13% |
| 20260825 | $9.10 | $9.10 | 0.4% | 15% |
| 20260824 | $9.45 | $9.45 | 0.4% | 13% |
| 20260821 | $9.07 | $2.05 | 0.4% | 11% |
| 20260820 | $10.10 | $3.03 | 0.4% | 5% |
| 20260819 | $10.35 | $3.33 | 0.4% | 2% |
| 20260818 | $9.95 | $3.90 | 0.4% | 10% |
| 20260817 | $10.80 | $4.85 | 0.4% | 7% |
| 20260814 | $10.70 | $5.28 | 0.3% | 0% |
| 20260813 | $11.35 | $5.75 | 0.4% | 4% |
| 20260812 | $11.85 | $6.80 | 0.4% | 2% |
| 20260811 | $11.80 | $7.12 | 0.4% | 5% |
| 20260810 | $11.35 | $6.20 | 0.4% | 0% |
| 20260806 | $11.45 | $6.90 | 0.4% | 0% |
| 20260805 | $7.38 | $7.38 | 0.5% | 18% |
| 20260804 | $8.28 | $8.28 | 0.6% | 28% |
| 20260803 | $8.02 | $8.02 | 0.5% | 18% |
| 20260731 | $8.72 | $8.72 | 0.5% | 16% |
| 20260730 | $8.80 | $8.80 | 0.5% | 11% |
| 20260729 | $8.72 | $8.72 | 0.5% | 10% |
| 20260728 | $9.10 | $9.10 | 0.4% | 7% |
| 20260727 | $9.60 | $9.60 | 0.4% | 10% |
| 20260724 | $9.80 | $9.80 | 0.4% | 4% |
| 20260723 | $9.53 | $9.53 | 0.4% | 3% |
| 20260722 | $11.55 | $11.55 | 0.4% | 5% |
| 20260721 | $14.15 | $14.15 | 0.4% | 9% |
| 20260720 | $13.35 | $13.35 | 0.5% | 15% |
| 20260716 | $15.50 | $3.40 | 0.5% | 13% |
| 20260715 | $16.30 | $5.22 | 0.5% | 15% |
| 20260714 | $15.30 | $5.67 | 0.5% | 16% |
| 20260713 | $16.25 | $6.85 | 0.4% | 8% |
| 20260710 | $16.30 | $7.00 | 0.5% | 10% |
| 20260709 | $16.65 | $7.30 | 0.4% | 10% |
| 20260708 | $15.35 | $7.22 | 0.4% | 3% |
| 20260707 | $15.65 | $6.80 | 0.4% | 5% |
| 20260706 | $15.80 | $6.60 | 0.4% | 0% |
| 20260702 | $6.95 | $6.95 | 0.9% | 87% |
| 20260701 | $7.90 | $7.90 | 0.9% | 95% |
| 20260630 | $7.90 | $7.90 | 0.9% | 91% |
| 20260629 | $7.85 | $7.85 | 0.8% | 68% |
| 20260626 | $9.10 | $9.10 | 0.6% | 43% |
| 20260625 | $9.65 | $9.65 | 0.8% | 67% |
| 20260624 | $9.55 | $9.55 | 0.8% | 71% |
| 20260623 | $9.60 | $9.60 | 0.8% | 71% |
| 20260622 | $9.35 | $9.35 | 0.7% | 54% |
| 20260618 | $10.10 | $2.50 | 0.7% | 47% |
| 20260617 | $10.55 | $2.33 | 0.6% | 42% |
| 20260616 | $10.50 | $3.50 | 0.6% | 42% |
| 20260615 | $10.45 | $4.18 | 0.6% | 43% |
| 20260613 | $11.00 | $4.70 | 0.6% | 44% |
| 20260612 | $11.15 | $4.38 | 0.6% | 33% |
| 20260611 | $12.20 | $6.28 | 0.5% | 24% |
| 20260610 | $12.60 | $6.28 | 0.6% | 39% |