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
$12.00
7-Day Straddle
$6.57
Avg IV
0.6%
IV Rank
42%
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 |
|---|---|---|---|---|
| 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% |
| 20260415 | $11.90 | $4.35 | 0.6% | 45% |
| 20260414 | $11.60 | $3.17 | 0.5% | 27% |
| 20260413 | $11.65 | $4.00 | 0.5% | 14% |
| 20260410 | $12.70 | $5.53 | 0.5% | 21% |
| 20260409 | $13.05 | $5.20 | 0.5% | 27% |
| 20260408 | $13.25 | $6.28 | 0.5% | 18% |
| 20260407 | $13.40 | $6.78 | 0.5% | 24% |
| 20260406 | $13.40 | $6.35 | 0.5% | 25% |
| 20260402 | $14.70 | $7.95 | 0.5% | 15% |
| 20260401 | $8.03 | $8.03 | 0.9% | 87% |
| 20260331 | $8.20 | $8.20 | 0.7% | 50% |
| 20260330 | $8.95 | $8.95 | 0.7% | 52% |
| 20260327 | $8.50 | $8.50 | 0.7% | 56% |
| 20260326 | $10.25 | $10.25 | 0.9% | 90% |
| 20260325 | $8.75 | $8.75 | 0.7% | 59% |
| 20260324 | $9.60 | $9.60 | 0.7% | 55% |
| 20260323 | $10.30 | $10.30 | 0.7% | 65% |
| 20260320 | $10.35 | $2.33 | 0.6% | 36% |
| 20260319 | $9.85 | $4.08 | 0.6% | 43% |
| 20260318 | $10.50 | $3.45 | 0.6% | 43% |
| 20260317 | $10.80 | $5.08 | 0.7% | 50% |
| 20260316 | $11.30 | $5.30 | 0.6% | 37% |
| 20260313 | $12.20 | $6.22 | 0.6% | 43% |
| 20260312 | $12.40 | $7.53 | 0.6% | 37% |
| 20260311 | $12.10 | $5.95 | 0.5% | 26% |
| 20260310 | $11.90 | $7.40 | 0.6% | 38% |
| 20260309 | $12.40 | $7.50 | 0.6% | 34% |
| 20260308 | $13.60 | $9.38 | 0.7% | 57% |
| 20260306 | $12.65 | $8.38 | 0.5% | 28% |
| 20260305 | $11.50 | $7.15 | 0.5% | 22% |
| 20260304 | $7.07 | $7.07 | 0.6% | 40% |