OBE · Expected Move

Obsidian Energy Ltd.

The expected move for OBE 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).

OBE straddle price & implied vol

60 sessions

Bars: 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 OBE Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
72.5%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to OBE'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.
OBE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $1.85 $1.85 72.5% 49%
20261029 $1.75 $1.75 71.6% 46%
20261028 $1.83 $1.83 73.4% 53%
20261027 $1.85 $1.85 72.7% 50%
20261026 $1.88 $1.88 71.7% 46%
20261023 $2.02 $2.02 73.4% 53%
20261022 $2.10 $2.10 — —
20261021 $2.05 $2.05 72.1% 46%
20261020 $2.02 $2.02 70.0% 39%
20261019 $1.98 $1.98 70.2% 40%
20261016 $2.17 $0.50 72.0% 46%
20261015 $2.27 $1.07 70.2% 39%
20261014 $2.05 $0.82 66.2% 25%
20261013 $2.27 $0.92 68.9% 35%
20261012 $2.15 $1.32 — —
20261009 $2.23 $1.35 68.9% 35%
20261008 $2.23 $1.25 69.7% 38%
20261007 $2.05 $0.98 69.2% 36%
20261006 $1.98 $1.05 68.7% 34%
20261005 $2.10 $1.10 73.8% 53%
20261002 $1.12 $1.12 69.5% 37%
20261001 $1.15 $1.15 71.3% 43%
20260930 $1.23 $1.23 68.6% 34%
20260929 $1.20 $1.20 71.5% 44%
20260928 $1.40 $1.40 70.9% 42%
20260925 $1.45 $1.45 71.5% 44%
20260924 $1.88 $1.88 76.6% 62%
20260923 $1.88 $1.88 74.9% 56%
20260922 $1.93 $1.93 75.7% 59%
20260921 $2.02 $2.02 77.0% 64%
20260918 $2.08 $0.30 75.7% 59%
20260917 $2.12 $0.62 — —
20260916 $2.17 $0.65 77.3% 65%
20260915 $2.27 $0.82 — —
20260914 $2.28 $0.90 77.6% 66%
20260911 $2.33 $1.12 80.9% 78%
20260910 $2.25 $1.12 71.3% 43%
20260909 $2.17 $1.12 69.7% 38%
20260908 $2.30 $1.25 72.9% 49%
20260904 $2.38 $1.20 68.3% 33%
20260903 $2.30 $1.20 62.4% 12%
20260902 $1.40 $1.40 67.7% 44%
20260901 $1.25 $1.25 68.0% 44%
20260831 $1.62 $1.62 67.9% 44%
20260828 $1.70 $1.70 68.6% 46%
20260827 $1.80 $1.80 70.5% 52%
20260826 $1.70 $1.70 71.3% 54%
20260825 $1.70 $1.70 67.4% 43%
20260824 $1.82 $1.82 68.7% 33%
20260821 $1.80 $0.60 65.8% 27%
20260820 $1.90 $0.53 68.5% 32%
20260819 $1.98 $0.88 — —
20260818 $2.10 $1.10 69.9% 35%
20260817 $2.27 $1.30 73.5% 43%
20260814 $1.75 $0.97 68.4% 32%
20260813 $1.72 $0.90 67.2% 30%
20260812 $1.90 $1.12 72.0% 40%
20260811 $1.95 $1.38 77.5% 51%
20260810 $1.90 $1.15 72.7% 41%
20260807 — — 72.2% 40%

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.