NWN · Expected Move
Northwest Natural Holding Company
The expected move for NWN 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).
NWN 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 NWN Expected Move
30-Day Straddle
$4.47
7-Day Straddle
$2.75
30-Day ATM IV
27.5%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to NWN'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.
NWN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $4.47 | $2.75 | 27.5% | 55% |
| 20261007 | $4.10 | $2.80 | 30.7% | 58% |
| 20261006 | $4.20 | $3.68 | 28.0% | 46% |
| 20261005 | $4.15 | $3.70 | 30.9% | 58% |
| 20261002 | $2.92 | $2.92 | 29.1% | 51% |
| 20261001 | $2.70 | $2.70 | 28.0% | 46% |
| 20260930 | $2.98 | $2.98 | 26.6% | 40% |
| 20260929 | $2.70 | $2.70 | 26.3% | 38% |
| 20260928 | $2.83 | $2.83 | 26.7% | 40% |
| 20260925 | $2.67 | $2.67 | 24.3% | 30% |
| 20260924 | $3.27 | $3.27 | 28.4% | 48% |
| 20260923 | $3.35 | $3.35 | 28.0% | 49% |
| 20260922 | $2.57 | $2.57 | 23.8% | 31% |
| 20260921 | $2.85 | $2.85 | 27.4% | 46% |
| 20260918 | $3.92 | $2.25 | 27.8% | 48% |
| 20260917 | $2.77 | $2.72 | 25.4% | 38% |
| 20260916 | $2.75 | $2.08 | 25.4% | 38% |
| 20260915 | $3.93 | $2.88 | 29.5% | 55% |
| 20260914 | $3.68 | $2.10 | 22.1% | 24% |
| 20260911 | $3.65 | $2.98 | 25.5% | 38% |
| 20260910 | $3.35 | $2.85 | 25.7% | 39% |
| 20260909 | $3.40 | $2.90 | 25.7% | 39% |
| 20260908 | $3.25 | $2.38 | 28.5% | 51% |
| 20260904 | $2.75 | $2.38 | 23.3% | 29% |
| 20260903 | $3.30 | $2.20 | 23.6% | 31% |
| 20260902 | $2.08 | $2.08 | 21.9% | 24% |
| 20260901 | $2.52 | $2.52 | 23.9% | 32% |
| 20260831 | $2.55 | $2.55 | 24.3% | 33% |
| 20260828 | $3.22 | $3.22 | 26.0% | 40% |
| 20260827 | $2.15 | $2.15 | 24.5% | 34% |
| 20260826 | $2.88 | $2.88 | 23.0% | 28% |
| 20260825 | $2.77 | $2.77 | 17.4% | 5% |
| 20260824 | $3.38 | $3.38 | 26.5% | 42% |
| 20260821 | $2.05 | $2.40 | 20.8% | 19% |
| 20260820 | $3.20 | $1.88 | 20.0% | 16% |
| 20260819 | $3.40 | $2.02 | 21.8% | 23% |
| 20260818 | $3.17 | $1.75 | 31.9% | 65% |
| 20260817 | $2.25 | $1.38 | 22.2% | 25% |
| 20260814 | $3.50 | $2.48 | 27.8% | 48% |
| 20260813 | $3.60 | $2.62 | 22.2% | 25% |
| 20260812 | $3.23 | $2.00 | 19.9% | 15% |
| 20260811 | $3.30 | $2.83 | 26.4% | 42% |
| 20260810 | $3.50 | $2.00 | 30.6% | 60% |
| 20260807 | — | — | 23.3% | 29% |
| 20260806 | $3.25 | $2.65 | 23.1% | 29% |
| 20260805 | $2.02 | $2.02 | 28.0% | 49% |
| 20260804 | $3.35 | $3.35 | 31.8% | 64% |
| 20260803 | $3.45 | $3.45 | 35.6% | 80% |
| 20260731 | $3.65 | $3.65 | 30.8% | 60% |
| 20260730 | $2.75 | $2.75 | 30.2% | 58% |
| 20260729 | $2.77 | $2.77 | 30.7% | 60% |
| 20260728 | $3.33 | $3.33 | 27.5% | 47% |
| 20260727 | $2.90 | $2.90 | 27.2% | 46% |
| 20260724 | $3.27 | $3.27 | 26.3% | 42% |
| 20260723 | $3.58 | $3.58 | 30.3% | 58% |
| 20260722 | $3.60 | $3.60 | 29.9% | 57% |
| 20260721 | $3.33 | $3.33 | 28.6% | 51% |
| 20260720 | $3.48 | $3.48 | 28.7% | 52% |
| 20260716 | $3.40 | $1.45 | 25.4% | 38% |
| 20260715 | $3.73 | $2.08 | 29.0% | 53% |
More on NWN
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.