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
$9.53
7-Day Straddle
$9.53
Avg IV
0.4%
IV Rank
3%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $12.65 | $6.67 | 0.6% | 39% |
| 20260608 | $12.00 | $6.57 | 0.6% | 42% |
| 20260605 | $12.55 | $7.33 | 0.6% | 30% |
| 20260604 | $12.55 | $7.40 | 0.6% | 28% |
| 20260603 | $12.65 | $7.88 | 0.5% | 15% |
| 20260602 | $8.45 | $8.45 | 0.5% | 25% |
| 20260601 | $8.80 | $8.80 | 0.6% | 34% |
| 20260529 | $8.70 | $8.70 | 0.4% | 11% |
| 20260528 | $8.90 | $8.90 | 0.5% | 16% |
| 20260527 | $9.20 | $9.20 | 0.5% | 20% |
| 20260526 | $9.60 | $9.60 | 0.5% | 13% |
| 20260510 | $11.45 | $4.80 | 0.4% | 6% |
| 20260508 | $11.45 | $4.80 | 0.4% | 4% |
| 20260507 | $11.60 | $5.88 | 0.4% | 7% |
| 20260506 | $12.25 | $6.12 | 0.4% | 8% |
| 20260505 | $12.15 | $6.55 | 0.4% | 4% |
| 20260504 | $12.30 | $6.85 | 0.4% | 3% |
| 20260502 | $7.15 | $7.15 | 1.0% | 100% |
| 20260501 | $7.05 | $7.05 | 0.9% | 95% |
| 20260430 | $7.80 | $7.80 | 0.9% | 89% |
| 20260429 | $8.15 | $8.15 | 0.8% | 68% |
| 20260428 | $9.03 | $9.03 | 0.7% | 49% |
| 20260427 | $8.40 | $8.40 | 0.6% | 49% |
| 20260424 | $9.25 | $9.25 | 0.7% | 56% |
| 20260423 | $9.25 | $9.25 | 0.7% | 51% |
| 20260422 | $9.60 | $9.60 | 0.7% | 54% |
| 20260421 | $10.60 | $10.60 | 0.7% | 60% |
| 20260420 | $11.25 | $11.25 | 0.6% | 46% |
| 20260417 | $11.05 | $1.50 | 0.6% | 43% |
| 20260416 | $10.88 | $3.45 | 0.6% | 39% |