NVGS · Expected Move

NAVIGATOR HOLDINGS LTD.

The expected move for NVGS 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).

NVGS 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 NVGS Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$1.80
30-Day ATM IV
50.8%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to NVGS'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.
NVGS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $2.90 $1.80 50.8% 51%
20261106 $2.10 $2.22 43.9% 38%
20261105 $2.97 $1.65 54.3% 58%
20261104 $1.52 $1.52 41.3% 33%
20261103 $1.77 $1.77 48.9% 48%
20261102 $1.43 $1.43 48.6% 47%
20261030 $2.42 $2.42 54.3% 58%
20261029 $3.27 $3.27 60.7% 70%
20261028 $3.48 $3.48 58.6% 66%
20261027 $2.00 $2.00 52.7% 55%
20261026 $3.35 $3.35 62.4% 73%
20261023 $2.80 $2.80 — —
20261022 $2.45 $2.45 52.2% 54%
20261021 $3.10 $3.10 57.4% 64%
20261020 $2.80 $2.80 55.9% 61%
20261019 $2.70 $2.70 39.0% 29%
20261016 $2.42 $1.22 42.4% 35%
20261015 $2.00 $1.55 37.7% 26%
20261014 $3.08 $2.23 51.6% 53%
20261013 $2.92 $1.77 45.4% 41%
20261012 $3.02 $1.92 50.1% 50%
20261009 $3.15 $1.95 76.3% 100%
20261008 $3.77 $2.38 56.4% 79%
20261007 $3.75 $3.00 58.9% 85%
20261006 $2.92 $2.17 51.3% 66%
20261005 $2.25 $1.35 35.3% 28%
20261002 $1.33 $1.33 33.7% 24%
20261001 $2.08 $2.08 48.0% 58%
20260930 $1.98 $1.98 43.1% 47%
20260929 $2.75 $2.75 39.1% 37%
20260928 $2.17 $2.17 48.3% 59%
20260925 $1.25 $1.25 35.6% 28%
20260924 $1.52 $1.52 36.1% 30%
20260923 $2.85 $2.85 46.9% 56%
20260922 $2.45 $2.45 43.2% 47%
20260921 $2.58 $2.58 43.1% 47%
20260918 $1.55 $0.55 28.2% 10%
20260917 $1.55 $1.38 28.3% 11%
20260916 $3.40 $2.08 58.6% 84%
20260915 $1.95 $1.85 35.7% 29%
20260914 $1.55 $0.78 34.1% 25%
20260911 $3.08 $1.62 51.5% 67%
20260910 $1.40 $0.90 34.9% 27%
20260909 $1.72 $1.15 31.8% 19%
20260908 $1.88 $0.95 29.3% 13%
20260904 $1.80 $1.07 29.1% 13%
20260903 $1.85 $1.60 38.3% 35%
20260902 $1.25 $1.25 36.5% 31%
20260901 $1.48 $1.48 38.1% 34%
20260831 $1.45 $1.45 31.2% 18%
20260828 $1.62 $1.62 47.0% 56%
20260827 $1.70 $1.70 35.9% 29%
20260826 $2.58 $2.58 40.2% 40%
20260825 $1.12 $1.12 23.9% 0%
20260824 $1.30 $1.30 35.2% 21%
20260821 $1.20 $0.65 29.7% 7%
20260820 $1.32 $0.57 27.2% 0%
20260819 $1.83 $1.60 — —
20260818 $1.67 $1.05 31.6% 2%
20260817 $2.23 $1.85 43.1% 36%

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.