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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current NWG Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
Avg IV
103.4%
IV Rank
31%
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 |
|---|---|---|---|---|
| 20260929 | $1.18 | $1.18 | 103.4% | 31% |
| 20260928 | $1.15 | $1.15 | 102.3% | 30% |
| 20260925 | $1.40 | $1.40 | 95.5% | 24% |
| 20260924 | $1.20 | $1.20 | 96.9% | 25% |
| 20260923 | $1.17 | $1.17 | 95.5% | 24% |
| 20260922 | $1.43 | $1.43 | 76.1% | 6% |
| 20260921 | $1.30 | $1.30 | 76.2% | 6% |
| 20260918 | $1.72 | $2.75 | 89.8% | 16% |
| 20260917 | $1.77 | $1.50 | 111.7% | 33% |
| 20260916 | $1.55 | $1.10 | 92.5% | 18% |
| 20260915 | $1.60 | $1.10 | 84.9% | 12% |
| 20260914 | $1.55 | $1.05 | 80.0% | 9% |
| 20260911 | $1.47 | $1.17 | 76.9% | 6% |
| 20260910 | $1.57 | $1.05 | 80.7% | 9% |
| 20260909 | $1.68 | $1.23 | 78.9% | 8% |
| 20260908 | $1.70 | $1.62 | 86.9% | 14% |
| 20260904 | $1.50 | $1.15 | 78.5% | 8% |
| 20260903 | $1.47 | $1.18 | 68.9% | 0% |
| 20260902 | $1.28 | $1.28 | 163.9% | 74% |
| 20260901 | $1.15 | $1.15 | 151.3% | 64% |
| 20260831 | $1.07 | $1.07 | 146.4% | 61% |
| 20260828 | $1.22 | $1.22 | 155.4% | 68% |
| 20260827 | $1.25 | $1.25 | 173.3% | 82% |
| 20260826 | $1.53 | $1.53 | 147.9% | 62% |
| 20260825 | $1.35 | $1.35 | 141.4% | 57% |
| 20260824 | $1.57 | $1.57 | 138.2% | 54% |
| 20260821 | $1.45 | $2.42 | 142.9% | 58% |
| 20260820 | $1.35 | $0.93 | 172.0% | 81% |
| 20260819 | $1.35 | $1.38 | 144.0% | 59% |
| 20260818 | $1.70 | $1.30 | 132.5% | 50% |
| 20260817 | $1.48 | $3.45 | 137.4% | 54% |
| 20260814 | $1.45 | $1.45 | 123.6% | 43% |
| 20260813 | $1.55 | $1.05 | 121.6% | 41% |
| 20260812 | $1.58 | $1.18 | 136.3% | 53% |
| 20260811 | $1.68 | $1.30 | 68.9% | 0% |
| 20260810 | $1.70 | $1.23 | 93.9% | 17% |
| 20260806 | $1.65 | $1.25 | 96.7% | 19% |
| 20260805 | $1.30 | $1.30 | 90.4% | 14% |
| 20260804 | $1.40 | $1.40 | 147.6% | 60% |
| 20260803 | $1.25 | $1.25 | 165.9% | 75% |
| 20260731 | $1.48 | $1.48 | 155.1% | 66% |
| 20260730 | $1.55 | $1.55 | 120.0% | 38% |
| 20260729 | $1.33 | $1.33 | 131.4% | 47% |
| 20260728 | $1.40 | $1.40 | 97.3% | 20% |
| 20260727 | $1.57 | $1.57 | 127.5% | 44% |
| 20260724 | $1.48 | $1.48 | 98.1% | 21% |
| 20260723 | $1.50 | $1.50 | 114.0% | 33% |
| 20260722 | $1.60 | $1.60 | 113.7% | 33% |
| 20260721 | $1.60 | $1.60 | 100.5% | 22% |
| 20260720 | $1.82 | $1.82 | 134.4% | 50% |
| 20260716 | $1.62 | $0.43 | 83.7% | 9% |
| 20260715 | $1.60 | $0.55 | 86.1% | 11% |
| 20260714 | $1.55 | $0.50 | 102.2% | 24% |
| 20260713 | $1.68 | $0.50 | 92.5% | 16% |
| 20260710 | $2.20 | $0.65 | 94.3% | 17% |
| 20260709 | $2.02 | $0.73 | 89.1% | 13% |
| 20260708 | $1.77 | $0.75 | 99.4% | 22% |
| 20260707 | $1.95 | $0.93 | 97.4% | 20% |
| 20260706 | $1.95 | $1.18 | 72.6% | 0% |
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.