NWG · Expected Move
NatWest Group plc American Depositary Shares, (each representing two (2) Ordinary Shares)
The expected move for NWG 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).
NWG 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 NWG Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$0.92
30-Day ATM IV
32.2%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to NWG'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.
NWG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.45 | $0.92 | 32.2% | 23% |
| 20261112 | $1.38 | $0.90 | 32.0% | 22% |
| 20261111 | $1.50 | $1.05 | 31.0% | 18% |
| 20261110 | $1.50 | $1.05 | 31.9% | 22% |
| 20261109 | $1.73 | $1.33 | 33.2% | 27% |
| 20261106 | $1.50 | $1.02 | 33.9% | 29% |
| 20261105 | $1.68 | $1.25 | 33.9% | 29% |
| 20261104 | $1.12 | $1.12 | 29.9% | 13% |
| 20261103 | $0.97 | $0.97 | 34.4% | 32% |
| 20261102 | $1.12 | $1.12 | 34.1% | 30% |
| 20261030 | $1.07 | $1.07 | 35.1% | 34% |
| 20261029 | $1.27 | $1.27 | 51.7% | 100% |
| 20261028 | $1.30 | $1.30 | 35.3% | 47% |
| 20261027 | $1.50 | $1.50 | 39.9% | 72% |
| 20261026 | $1.40 | $1.40 | 37.4% | 59% |
| 20261023 | $1.53 | $1.53 | 38.8% | 66% |
| 20261022 | $1.50 | $1.50 | 38.5% | 65% |
| 20261021 | $1.42 | $1.42 | 36.1% | 52% |
| 20261020 | $1.50 | $1.50 | 37.6% | 59% |
| 20261019 | $1.52 | $1.52 | 38.5% | 64% |
| 20261016 | $1.55 | $0.75 | 36.1% | 52% |
| 20261015 | $1.60 | $1.27 | 36.8% | 55% |
| 20261014 | $1.50 | $0.30 | 33.5% | 38% |
| 20261013 | $1.58 | $0.45 | — | — |
| 20261012 | $1.55 | $0.47 | 34.8% | 44% |
| 20261009 | $1.57 | $0.65 | 34.1% | 41% |
| 20261008 | $1.62 | $0.68 | 39.4% | 69% |
| 20261007 | $1.70 | $0.68 | 35.3% | 47% |
| 20261006 | $1.67 | $0.70 | 33.2% | 36% |
| 20261005 | $1.73 | $0.75 | 34.8% | 44% |
| 20261002 | $0.88 | $0.88 | 33.6% | 38% |
| 20261001 | $0.93 | $0.93 | 34.1% | 41% |
| 20260930 | $1.07 | $1.07 | 32.7% | 33% |
| 20260929 | $1.18 | $1.18 | 32.3% | 31% |
| 20260928 | $1.15 | $1.15 | 32.9% | 34% |
| 20260925 | $1.40 | $1.40 | 31.5% | 27% |
| 20260924 | $1.20 | $1.20 | 31.6% | 28% |
| 20260923 | $1.17 | $1.17 | 32.3% | 31% |
| 20260922 | $1.43 | $1.43 | 29.4% | 16% |
| 20260921 | $1.30 | $1.30 | 28.3% | 10% |
| 20260918 | $1.72 | $2.75 | 29.2% | 15% |
| 20260917 | $1.77 | $1.50 | 32.4% | 32% |
| 20260916 | $1.55 | $1.10 | 27.6% | 5% |
| 20260915 | $1.60 | $1.10 | 28.3% | 8% |
| 20260914 | $1.55 | $1.05 | 28.9% | 10% |
| 20260911 | $1.47 | $1.17 | 26.9% | 2% |
| 20260910 | $1.57 | $1.05 | 29.3% | 12% |
| 20260909 | $1.68 | $1.23 | 28.3% | 8% |
| 20260908 | $1.70 | $1.62 | 27.9% | 6% |
| 20260904 | $1.50 | $1.15 | 27.4% | 4% |
| 20260903 | $1.47 | $1.18 | 26.5% | 0% |
| 20260902 | $1.28 | $1.28 | 28.1% | 4% |
| 20260901 | $1.15 | $1.15 | 28.9% | 8% |
| 20260831 | $1.07 | $1.07 | 29.7% | 12% |
| 20260828 | $1.22 | $1.22 | 27.5% | 2% |
| 20260827 | $1.25 | $1.25 | 27.2% | 1% |
| 20260826 | $1.53 | $1.53 | 27.1% | 0% |
| 20260825 | $1.35 | $1.35 | 27.4% | 0% |
| 20260824 | $1.57 | $1.57 | 28.1% | 0% |
| 20260821 | $1.45 | $2.42 | 32.6% | 20% |
More on NWG
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.