OBOR · Expected Move
Kraneshares MSCI One Belt One Road Index ETF · ETF
The expected move for OBOR 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).
OBOR 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 OBOR Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$1.70
30-Day ATM IV
37.6%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to OBOR'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.
OBOR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.20 | $1.70 | 37.6% | 33% |
| 20261008 | $2.15 | $3.40 | 34.4% | 25% |
| 20261007 | $5.00 | $3.38 | 37.0% | 32% |
| 20261006 | $5.00 | $5.00 | 32.0% | 21% |
| 20261005 | $2.30 | $1.80 | 38.1% | 37% |
| 20261002 | $1.80 | $1.80 | 40.3% | 43% |
| 20261001 | $1.83 | $1.83 | 42.3% | 48% |
| 20260930 | $1.90 | $1.90 | 40.0% | 42% |
| 20260929 | $1.90 | $1.90 | 41.8% | 47% |
| 20260928 | $1.93 | $1.93 | 41.2% | 45% |
| 20260925 | $1.90 | $1.90 | 44.1% | 53% |
| 20260924 | $2.02 | $2.02 | 41.2% | 45% |
| 20260923 | $2.10 | $2.10 | 42.3% | 48% |
| 20260922 | $2.02 | $2.02 | 37.7% | 36% |
| 20260921 | $1.83 | $1.83 | 37.1% | 34% |
| 20260918 | $2.48 | $5.00 | 41.9% | 47% |
| 20260917 | $5.00 | $3.25 | 47.5% | 62% |
| 20260916 | $1.90 | $1.45 | 42.6% | 49% |
| 20260915 | $1.95 | $1.62 | 39.4% | 40% |
| 20260914 | $3.40 | $3.27 | 44.2% | 53% |
| 20260911 | $3.67 | $5.00 | 48.1% | 63% |
| 20260910 | $2.05 | $1.73 | 34.9% | 29% |
| 20260909 | $5.00 | $1.65 | 35.7% | 31% |
| 20260908 | $2.02 | $1.73 | 33.2% | 24% |
| 20260904 | $2.05 | $1.70 | 31.1% | 20% |
| 20260903 | $2.05 | $1.75 | 36.3% | 33% |
| 20260902 | $1.80 | $1.80 | 32.6% | 23% |
| 20260901 | $1.80 | $1.80 | 33.7% | 29% |
| 20260831 | $1.77 | $1.77 | 31.7% | 24% |
| 20260828 | $1.85 | $1.85 | 32.1% | 31% |
| 20260827 | $1.85 | $1.85 | 29.9% | 28% |
| 20260826 | $1.92 | $1.92 | 31.2% | 31% |
| 20260825 | $1.88 | $1.88 | 30.4% | 29% |
| 20260824 | $1.92 | $1.92 | 32.3% | 33% |
| 20260821 | $1.90 | $3.30 | 31.1% | 31% |
| 20260820 | $1.80 | $1.58 | 41.0% | 53% |
| 20260819 | $2.35 | $1.97 | 31.5% | 32% |
| 20260818 | $2.40 | $2.08 | 47.7% | 68% |
| 20260817 | $2.35 | $2.02 | 33.3% | 36% |
| 20260814 | $2.42 | $2.02 | 32.5% | 34% |
| 20260813 | $2.53 | $2.15 | 49.6% | 72% |
| 20260812 | $2.38 | $1.95 | 32.3% | 34% |
| 20260811 | $1.73 | $1.40 | 31.6% | 32% |
| 20260810 | $1.93 | $1.50 | 31.8% | 33% |
| 20260806 | $2.02 | $1.60 | 31.5% | 32% |
| 20260805 | $1.65 | $1.65 | 32.1% | 33% |
| 20260804 | $1.60 | $1.60 | 31.1% | 31% |
| 20260803 | $1.68 | $1.68 | 32.5% | 34% |
| 20260731 | $1.73 | $1.73 | 32.6% | 34% |
| 20260730 | $1.73 | $1.73 | 32.4% | 34% |
| 20260729 | $1.75 | $1.75 | 32.0% | 33% |
| 20260728 | $1.77 | $1.77 | 33.5% | 36% |
| 20260727 | $1.82 | $1.82 | 32.9% | 35% |
| 20260724 | $1.88 | $1.88 | 33.5% | 36% |
| 20260723 | $1.90 | $1.90 | 34.4% | 38% |
| 20260722 | $1.93 | $1.93 | 35.1% | 40% |
| 20260721 | $1.88 | $1.88 | 34.2% | 38% |
| 20260720 | $1.93 | $1.93 | 32.8% | 35% |
| 20260716 | $2.00 | $1.25 | 32.4% | 34% |
| 20260715 | $2.00 | $1.23 | 32.9% | 35% |
More on OBOR
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.