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 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 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
Date30D Straddle7D StraddleATM IVIV 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%

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.