NWE · Expected Move
NorthWestern Energy Group, Inc. Common Stock
The expected move for NWE 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).
NWE 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 NWE Expected Move
30-Day Straddle
$5.78
7-Day Straddle
$1.80
30-Day ATM IV
31.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to NWE'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.
NWE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.78 | $1.80 | 31.6% | 100% |
| 20261015 | $5.62 | $2.33 | 31.6% | 100% |
| 20261014 | $5.78 | $2.35 | 31.0% | 98% |
| 20261013 | $5.92 | $2.70 | 30.9% | 97% |
| 20261012 | $5.35 | $2.55 | 28.4% | 76% |
| 20261009 | $5.38 | $3.10 | 29.3% | 84% |
| 20261008 | $5.62 | $3.05 | 29.3% | 84% |
| 20261007 | $5.55 | $3.45 | 29.3% | 84% |
| 20261006 | $5.00 | $4.45 | 25.7% | 54% |
| 20261005 | $5.00 | $4.45 | 26.9% | 63% |
| 20261002 | $4.00 | $4.00 | 27.9% | 72% |
| 20261001 | $4.10 | $4.10 | 25.9% | 55% |
| 20260930 | $4.10 | $4.10 | 27.3% | 67% |
| 20260929 | $4.50 | $4.50 | 28.8% | 80% |
| 20260928 | $4.55 | $4.55 | 27.7% | 70% |
| 20260925 | $4.25 | $4.25 | 25.7% | 53% |
| 20260924 | $4.42 | $4.42 | 27.5% | 69% |
| 20260923 | $4.20 | $4.20 | 28.1% | 74% |
| 20260922 | $3.33 | $3.33 | 30.0% | 90% |
| 20260921 | $4.20 | $4.20 | 30.9% | 97% |
| 20260918 | $4.35 | $3.80 | 26.5% | 60% |
| 20260917 | $4.20 | $3.70 | 26.9% | 63% |
| 20260916 | $4.75 | $4.10 | 24.7% | 45% |
| 20260915 | $4.65 | $4.17 | 22.1% | 23% |
| 20260914 | $3.25 | $4.05 | 22.0% | 23% |
| 20260911 | $5.05 | $4.15 | 29.3% | 84% |
| 20260910 | $4.72 | $4.15 | 26.6% | 61% |
| 20260909 | $4.95 | $4.25 | 24.5% | 43% |
| 20260908 | $5.35 | $4.72 | 23.8% | 37% |
| 20260904 | $5.05 | $4.80 | 23.9% | 30% |
| 20260903 | $5.17 | $4.50 | 25.2% | 38% |
| 20260902 | $4.80 | $4.80 | 26.9% | 49% |
| 20260901 | $3.40 | $3.40 | 31.2% | 77% |
| 20260831 | $4.78 | $4.78 | 31.1% | 76% |
| 20260828 | $4.20 | $4.20 | 24.9% | 36% |
| 20260827 | $4.65 | $4.65 | 23.8% | 29% |
| 20260826 | $4.47 | $4.47 | 23.8% | 29% |
| 20260825 | $4.38 | $4.38 | 27.9% | 56% |
| 20260824 | $3.33 | $3.33 | 24.8% | 35% |
| 20260821 | $4.72 | $3.55 | 30.3% | 71% |
| 20260820 | $4.57 | $3.90 | 23.9% | 30% |
| 20260819 | $4.47 | $3.75 | 24.1% | 31% |
| 20260818 | $4.53 | $2.88 | 23.0% | 24% |
| 20260817 | $4.47 | $3.80 | 23.3% | 25% |
| 20260814 | $5.05 | $3.95 | 26.6% | 47% |
| 20260813 | $4.30 | $3.05 | 24.2% | 31% |
| 20260812 | $5.10 | $3.40 | 28.0% | 56% |
| 20260811 | $4.20 | $3.25 | 25.3% | 39% |
| 20260810 | $4.55 | $4.05 | 25.3% | 38% |
| 20260807 | — | — | 25.4% | 40% |
| 20260806 | $4.55 | $3.20 | 26.3% | 45% |
| 20260805 | $3.88 | $3.88 | 27.6% | 54% |
| 20260804 | $3.27 | $3.27 | 25.8% | 42% |
| 20260803 | $4.95 | $4.95 | 27.5% | 53% |
| 20260731 | $4.95 | $4.95 | 29.8% | 68% |
| 20260730 | $3.88 | $3.88 | 27.2% | 51% |
| 20260729 | $4.20 | $4.20 | 26.5% | 47% |
| 20260728 | $4.88 | $4.88 | 25.8% | 42% |
| 20260727 | $5.85 | $5.85 | 25.1% | 37% |
| 20260724 | $4.62 | $4.62 | 24.6% | 34% |
More on NWE
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.