NTRS · Expected Move
Northern Trust Corp
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).
NTRS straddle price & implied vol
60 sessionsBars: 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 NTRS Expected Move
30-Day Straddle
$9.65
7-Day Straddle
$9.65
30-Day ATM IV
26.0%
IV Rank
35%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $9.65 | $9.65 | 26.0% | 35% |
| 20261021 | $10.20 | $10.20 | 25.6% | 32% |
| 20261020 | $11.25 | $11.25 | 29.2% | 61% |
| 20261019 | $12.40 | $12.40 | 31.9% | 82% |
| 20261016 | $12.20 | $1.05 | 29.8% | 65% |
| 20261015 | $12.35 | $2.45 | 29.8% | 65% |
| 20261014 | $12.85 | $3.83 | 30.4% | 70% |
| 20261013 | $13.30 | $4.75 | 29.9% | 66% |
| 20261012 | $13.25 | $4.30 | 30.0% | 67% |
| 20261009 | $13.40 | $5.12 | 29.1% | 60% |
| 20261008 | $13.65 | $5.72 | 29.2% | 60% |
| 20261007 | $13.20 | $5.55 | 28.1% | 51% |
| 20261006 | $14.20 | $5.70 | 29.4% | 62% |
| 20261005 | $14.45 | $6.57 | 29.5% | 62% |
| 20261002 | $7.12 | $7.12 | 29.1% | 60% |
| 20261001 | $7.62 | $7.62 | 30.0% | 66% |
| 20260930 | $7.55 | $7.55 | 29.4% | 62% |
| 20260929 | $8.05 | $8.05 | 28.7% | 56% |
| 20260928 | $8.30 | $8.30 | 29.3% | 61% |
| 20260925 | $8.65 | $8.65 | 27.8% | 50% |
| 20260924 | $7.35 | $7.35 | 25.4% | 30% |
| 20260923 | $8.40 | $8.40 | 26.0% | 35% |
| 20260922 | $9.40 | $9.40 | 27.3% | 45% |
| 20260921 | $9.80 | $9.80 | 26.6% | 40% |
| 20260918 | $9.28 | $2.77 | 23.6% | 16% |
| 20260917 | $10.85 | $2.97 | 26.5% | 39% |
| 20260916 | $10.90 | $3.20 | 26.0% | 35% |
| 20260915 | $10.80 | $4.70 | 25.7% | 32% |
| 20260914 | $9.65 | $4.78 | 23.9% | 18% |
| 20260911 | $10.65 | $5.30 | 23.1% | 12% |
| 20260910 | $11.80 | $6.38 | 24.6% | 24% |
| 20260909 | $11.60 | $6.17 | 25.0% | 27% |
| 20260908 | $11.80 | $5.83 | 24.9% | 26% |
| 20260904 | $11.45 | $6.78 | 21.6% | 0% |
| 20260903 | $11.55 | $6.50 | 21.7% | 0% |
| 20260902 | $7.25 | $7.25 | 22.6% | 3% |
| 20260901 | $7.03 | $7.03 | 23.0% | 6% |
| 20260831 | $8.00 | $8.00 | 23.0% | 6% |
| 20260828 | $8.72 | $8.72 | 23.5% | 9% |
| 20260827 | $8.50 | $8.50 | 22.8% | 4% |
| 20260826 | $9.75 | $9.75 | 23.8% | 11% |
| 20260825 | $9.10 | $9.10 | 23.4% | 8% |
| 20260824 | $9.45 | $9.45 | 23.6% | 10% |
| 20260821 | $9.07 | $2.05 | 22.8% | 4% |
| 20260820 | $10.10 | $3.03 | 24.2% | 12% |
| 20260819 | $10.35 | $3.33 | 24.4% | 13% |
| 20260818 | $9.95 | $3.90 | 22.4% | 0% |
| 20260817 | $10.80 | $4.85 | 23.2% | 6% |
| 20260814 | $10.70 | $5.28 | 22.3% | 0% |
| 20260813 | $11.35 | $5.75 | 23.9% | 9% |
| 20260812 | $11.85 | $6.80 | 24.5% | 13% |
| 20260811 | $11.80 | $7.12 | 24.6% | 14% |
| 20260810 | $11.35 | $6.20 | 22.8% | 2% |
| 20260807 | — | — | 22.5% | 0% |
| 20260806 | $11.45 | $6.90 | 22.8% | 0% |
| 20260805 | $7.38 | $7.38 | 23.7% | 6% |
| 20260804 | $8.28 | $8.28 | 24.2% | 10% |
| 20260803 | $8.02 | $8.02 | 23.7% | 6% |
| 20260731 | $8.72 | $8.72 | 22.8% | 0% |
| 20260730 | $8.80 | $8.80 | 23.6% | 0% |
More on NTRS
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.