NYT · Expected Move
New York Times Co.
The expected move for NYT 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).
NYT 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 NYT Expected Move
30-Day Straddle
$6.70
7-Day Straddle
$4.15
30-Day ATM IV
34.1%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to NYT'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.
NYT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $6.70 | $4.15 | 34.1% | 36% |
| 20261106 | $5.60 | $3.33 | 30.1% | 19% |
| 20261105 | $5.83 | $3.57 | 32.3% | 28% |
| 20261104 | $3.78 | $3.78 | 32.1% | 28% |
| 20261103 | $6.80 | $6.80 | 48.8% | 100% |
| 20261102 | $6.75 | $6.75 | 46.2% | 88% |
| 20261030 | $6.72 | $6.72 | 45.4% | 85% |
| 20261029 | $6.72 | $6.72 | 44.6% | 81% |
| 20261028 | $6.80 | $6.80 | 45.2% | 84% |
| 20261027 | $6.90 | $6.90 | 45.4% | 85% |
| 20261026 | $6.62 | $6.62 | 43.2% | 76% |
| 20261023 | $7.35 | $7.35 | 46.1% | 88% |
| 20261022 | $6.78 | $6.78 | 42.6% | 73% |
| 20261021 | $7.30 | $7.30 | 46.1% | 88% |
| 20261020 | $6.60 | $6.60 | 41.8% | 69% |
| 20261019 | $7.38 | $7.38 | 45.6% | 86% |
| 20261016 | $7.35 | $0.60 | 43.7% | 78% |
| 20261015 | $7.55 | $1.38 | 42.4% | 72% |
| 20261014 | $7.60 | $1.57 | 44.3% | 80% |
| 20261013 | $7.15 | $2.20 | 41.8% | 69% |
| 20261012 | $7.30 | $2.27 | 42.2% | 71% |
| 20261009 | $7.75 | $2.92 | 41.2% | 67% |
| 20261008 | $7.40 | $3.00 | 40.0% | 62% |
| 20261007 | $7.00 | $3.12 | 39.1% | 58% |
| 20261006 | $7.70 | $3.35 | 41.8% | 69% |
| 20261005 | $7.53 | $3.08 | 39.6% | 60% |
| 20261002 | $3.12 | $3.12 | 41.2% | 67% |
| 20261001 | $3.57 | $3.57 | 37.8% | 52% |
| 20260930 | $3.70 | $3.70 | 39.2% | 58% |
| 20260929 | $3.67 | $3.67 | 36.5% | 46% |
| 20260928 | $3.77 | $3.77 | 35.9% | 44% |
| 20260925 | $4.20 | $4.20 | 34.7% | 39% |
| 20260924 | $4.50 | $4.50 | 37.8% | 52% |
| 20260923 | $4.58 | $4.58 | 38.9% | 57% |
| 20260922 | $4.72 | $4.72 | 36.7% | 48% |
| 20260921 | $4.58 | $4.58 | 32.8% | 31% |
| 20260918 | $4.45 | $0.93 | 28.7% | 13% |
| 20260917 | $4.38 | $2.10 | 28.0% | 10% |
| 20260916 | $4.90 | $2.65 | 29.7% | 17% |
| 20260915 | $4.50 | $2.25 | 28.0% | 10% |
| 20260914 | $4.70 | $2.80 | 27.6% | 8% |
| 20260911 | $4.65 | $2.42 | 27.5% | 8% |
| 20260910 | $5.50 | $2.60 | 31.6% | 26% |
| 20260909 | $5.40 | $2.30 | 30.2% | 19% |
| 20260908 | $5.10 | $2.47 | 28.7% | 13% |
| 20260904 | $5.22 | $2.60 | 28.1% | 10% |
| 20260903 | $4.88 | $2.55 | 26.1% | 2% |
| 20260902 | $2.77 | $2.77 | 25.7% | 0% |
| 20260901 | $3.30 | $3.30 | 27.9% | 8% |
| 20260831 | $3.10 | $3.10 | 28.3% | 10% |
| 20260828 | $3.25 | $3.25 | 27.0% | 4% |
| 20260827 | $3.23 | $3.23 | 26.0% | 0% |
| 20260826 | $3.53 | $3.53 | 26.5% | 0% |
| 20260825 | $3.62 | $3.62 | 27.0% | 2% |
| 20260824 | $3.80 | $3.80 | 27.5% | 4% |
| 20260821 | $4.93 | $0.97 | 31.3% | 21% |
| 20260820 | $4.05 | $1.20 | 27.4% | 4% |
| 20260819 | $4.32 | $1.42 | 26.6% | 0% |
| 20260818 | $4.20 | $2.00 | 27.7% | 4% |
| 20260817 | $4.78 | $1.97 | 30.5% | 16% |
More on NYT
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.