NWG (NatWest Group plc American Depositary Shares, (each representing two (2) Ordinary Shares))
Expected Move & Straddle Price History
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).
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 NWG Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.05
Avg IV
1.2%
IV Rank
41%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260813 | $1.55 | $1.05 | 1.2% | 41% |
| 20260812 | $1.58 | $1.18 | 1.4% | 53% |
| 20260811 | $1.68 | $1.30 | 0.7% | 0% |
| 20260810 | $1.70 | $1.23 | 0.9% | 17% |
| 20260806 | $1.65 | $1.25 | 1.0% | 19% |
| 20260805 | $1.30 | $1.30 | 0.9% | 14% |
| 20260804 | $1.40 | $1.40 | 1.5% | 60% |
| 20260803 | $1.25 | $1.25 | 1.7% | 75% |
| 20260731 | $1.48 | $1.48 | 1.6% | 66% |
| 20260730 | $1.55 | $1.55 | 1.2% | 38% |
| 20260729 | $1.33 | $1.33 | 1.3% | 47% |
| 20260728 | $1.40 | $1.40 | 1.0% | 20% |
| 20260727 | $1.57 | $1.57 | 1.3% | 44% |
| 20260724 | $1.48 | $1.48 | 1.0% | 21% |
| 20260723 | $1.50 | $1.50 | 1.1% | 33% |
| 20260722 | $1.60 | $1.60 | 1.1% | 33% |
| 20260721 | $1.60 | $1.60 | 1.0% | 22% |
| 20260720 | $1.82 | $1.82 | 1.3% | 50% |
| 20260716 | $1.62 | $0.43 | 0.8% | 9% |
| 20260715 | $1.60 | $0.55 | 0.9% | 11% |
| 20260714 | $1.55 | $0.50 | 1.0% | 24% |
| 20260713 | $1.68 | $0.50 | 0.9% | 16% |
| 20260710 | $2.20 | $0.65 | 0.9% | 17% |
| 20260709 | $2.02 | $0.73 | 0.9% | 13% |
| 20260708 | $1.77 | $0.75 | 1.0% | 22% |
| 20260707 | $1.95 | $0.93 | 1.0% | 20% |
| 20260706 | $1.95 | $1.18 | 0.7% | 0% |
| 20260702 | $1.02 | $1.02 | 1.8% | 87% |
| 20260701 | $1.07 | $1.07 | 0.9% | 4% |
| 20260630 | $0.95 | $0.95 | 0.8% | 21% |
| 20260629 | $1.00 | $1.00 | 1.0% | 31% |
| 20260626 | $1.05 | $1.05 | 1.1% | 42% |
| 20260625 | $1.07 | $1.07 | 1.7% | 80% |
| 20260624 | $1.17 | $1.17 | 1.6% | 74% |
| 20260623 | $1.15 | $1.15 | 1.5% | 66% |
| 20260622 | $1.20 | $1.20 | 1.4% | 62% |
| 20260618 | $1.40 | $8.15 | 1.5% | 68% |
| 20260617 | $1.42 | $0.80 | 1.3% | 56% |
| 20260616 | $1.48 | $0.85 | 1.3% | 53% |
| 20260615 | $1.57 | $1.07 | 1.1% | 39% |
| 20260613 | $1.65 | $1.10 | 1.2% | 46% |
| 20260612 | $1.65 | $1.02 | 1.2% | 46% |
| 20260611 | $1.85 | $1.32 | 1.5% | 67% |
| 20260610 | $1.53 | $0.93 | 1.2% | 49% |
| 20260609 | $1.70 | $1.20 | 1.0% | 33% |
| 20260608 | $1.77 | $1.20 | 1.2% | 49% |
| 20260605 | $1.72 | $1.12 | 1.1% | 42% |
| 20260604 | $1.95 | $1.52 | 1.0% | 31% |
| 20260603 | $1.80 | $1.23 | 1.1% | 42% |
| 20260602 | $1.48 | $1.48 | 0.9% | 30% |
| 20260601 | $1.35 | $1.35 | 1.1% | 42% |
| 20260529 | $1.52 | $1.52 | 1.7% | 81% |
| 20260528 | $1.38 | $1.38 | 1.2% | 49% |
| 20260527 | $1.58 | $1.58 | 1.4% | 62% |
| 20260526 | $1.50 | $1.50 | 1.4% | 61% |
| 20260510 | $1.73 | $1.10 | 1.1% | 39% |
| 20260508 | $1.73 | $1.10 | 1.1% | 38% |
| 20260507 | $1.45 | $0.93 | 1.2% | 48% |
| 20260506 | $1.60 | $1.10 | 1.0% | 36% |
| 20260505 | $1.43 | $0.88 | 1.0% | 37% |