New Jersey Resources Corp (NJR) Expected Move

Tracking the NJR expected move helps you see how far New Jersey Resources Corp's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. New Jersey Resources Corp's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the NJR expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For NJR, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The NJR expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks New Jersey Resources Corp is unlikely to go.

New Jersey Resources Corporation, an energy services holding company, provides regulated gas distribution, and retail and wholesale energy services. The company operates through four segments: Natural Gas Distribution, Clean Energy Ventures, Energy Services, and Storage and Transportation. The Natural Gas Distribution segment offers regulated natural gas utility services to approximately 564,000 residential and commercial customers throughout Burlington, Middlesex, Monmouth, Morris, Ocean, and Sussex counties in New Jersey; provides capacity and storage management services; and participates in the off-system sales and capacity release markets.

The Clean Energy Ventures segment invests in, owns, and operates commercial and residential solar projects situated in New Jersey, Connecticut, Rhode Island, and New York. The Energy Services segment offers unregulated wholesale energy management services to other energy companies and natural gas producers, as well as maintains and transacts a portfolio of physical assets consisting of natural gas storage and transportation contracts in the United States and Canada. The Storage and Transportation segment invests in natural gas transportation and storage facilities. It provides heating, ventilation, and cooling services; holds commercial real estate properties; and offers solar equipment installation, and plumbing repair and installation services, as well as engages in the water appliance sale, installation, and servicing activities. The company was incorporated in 1981 and is headquartered in Wall, New Jersey.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the NJR expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The New Jersey Resources Corp expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about NJR.