OBIO · Expected Move
Orchestra BioMed Holdings, Inc. Ordinary Shares
The expected move for OBIO 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).
OBIO 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 OBIO Expected Move
30-Day Straddle
$1.27
7-Day Straddle
$1.27
30-Day ATM IV
107.5%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to OBIO'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.
OBIO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.27 | $1.27 | 107.5% | 15% |
| 20261023 | $1.18 | $1.18 | 89.1% | 6% |
| 20261022 | $1.15 | $1.15 | 91.5% | 7% |
| 20261021 | $1.50 | $1.50 | 108.6% | 16% |
| 20261020 | $1.25 | $1.25 | 82.8% | 3% |
| 20261019 | $1.10 | $1.10 | 91.7% | 7% |
| 20261016 | $1.18 | $0.60 | 86.4% | 5% |
| 20261015 | $1.88 | $1.20 | 130.6% | 26% |
| 20261014 | $1.35 | $0.65 | 92.2% | 8% |
| 20261013 | $1.33 | $1.07 | 85.3% | 4% |
| 20261012 | $1.45 | $1.20 | 85.4% | 4% |
| 20261009 | $1.40 | $0.90 | 106.2% | 14% |
| 20261008 | $1.07 | $1.60 | 84.2% | 4% |
| 20261007 | $1.18 | $1.12 | 84.2% | 4% |
| 20261006 | $1.30 | $1.38 | 93.0% | 8% |
| 20261005 | $1.85 | $1.43 | 105.7% | 14% |
| 20261002 | $2.65 | $2.65 | 140.2% | 31% |
| 20261001 | $1.32 | $1.32 | 127.8% | 25% |
| 20260930 | $1.38 | $1.38 | 125.9% | 24% |
| 20260929 | $1.48 | $1.48 | 94.2% | 10% |
| 20260928 | $1.40 | $1.40 | 110.6% | 18% |
| 20260925 | $8.68 | $8.68 | 112.1% | 19% |
| 20260924 | $1.17 | $1.17 | 129.5% | 27% |
| 20260923 | $1.43 | $1.43 | 114.8% | 22% |
| 20260922 | $1.25 | $1.25 | 112.7% | 21% |
| 20260921 | $1.55 | $1.55 | 141.7% | 34% |
| 20260918 | $2.70 | $0.90 | — | — |
| 20260917 | $1.62 | $1.10 | 123.9% | 26% |
| 20260916 | $8.70 | $1.35 | 106.6% | 18% |
| 20260915 | $1.62 | $1.40 | 124.8% | 26% |
| 20260914 | $1.58 | $8.57 | 107.5% | 18% |
| 20260911 | $1.85 | $1.50 | 114.6% | 22% |
| 20260910 | $1.45 | $1.57 | 111.2% | 20% |
| 20260909 | $1.40 | $0.95 | 104.4% | 17% |
| 20260908 | $1.40 | $1.05 | 105.8% | 17% |
| 20260904 | $1.05 | $2.45 | 76.8% | 4% |
| 20260903 | $1.23 | $0.75 | 97.1% | 13% |
| 20260902 | $0.75 | $0.75 | 85.7% | 8% |
| 20260901 | $0.82 | $0.82 | 83.2% | 7% |
| 20260831 | $8.00 | $8.00 | 87.5% | 9% |
| 20260828 | $0.88 | $0.88 | 77.1% | 4% |
| 20260827 | $1.40 | $1.40 | 92.8% | 11% |
| 20260826 | $1.07 | $1.07 | 106.6% | 18% |
| 20260825 | $3.15 | $3.15 | 80.7% | 5% |
| 20260824 | $0.97 | $0.97 | 101.3% | 15% |
| 20260821 | $1.27 | $0.58 | 101.3% | 15% |
| 20260820 | $1.45 | $0.58 | 96.5% | 13% |
| 20260819 | $1.55 | $0.97 | 91.7% | 11% |
| 20260818 | $1.80 | $1.15 | 141.4% | 34% |
| 20260817 | $1.20 | $0.67 | 91.3% | 10% |
| 20260814 | $1.20 | $1.98 | 83.0% | 7% |
| 20260813 | $1.15 | $0.70 | 84.1% | 7% |
| 20260812 | $1.25 | $1.25 | 107.4% | 18% |
| 20260811 | $1.02 | $0.85 | 77.7% | 4% |
| 20260810 | $1.25 | $1.07 | 112.9% | 21% |
| 20260806 | $1.38 | $3.22 | 102.1% | 16% |
| 20260805 | $1.15 | $1.15 | 128.0% | 28% |
| 20260804 | $0.92 | $0.92 | 107.2% | 18% |
| 20260803 | $11.10 | $11.10 | 130.7% | 29% |
| 20260731 | $1.40 | $1.40 | 130.2% | 29% |
More on OBIO
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.