OC · Expected Move

Owens Corning

The expected move for OC 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).

OC 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 OC Expected Move
30-Day Straddle
$15.25
7-Day Straddle
$9.88
30-Day ATM IV
46.1%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to OC'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.
OC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $15.25 $9.88 46.1% 66%
20261106 $14.25 $8.93 43.7% 55%
20261105 $15.30 $10.50 46.7% 63%
20261104 $10.65 $10.65 43.4% 50%
20261103 $12.20 $12.20 49.9% 76%
20261102 $11.90 $11.90 47.5% 66%
20261030 $10.90 $10.90 45.1% 57%
20261029 $10.70 $10.70 45.5% 58%
20261028 $11.15 $11.15 45.2% 57%
20261027 $10.25 $10.25 43.3% 49%
20261026 $11.65 $11.65 47.4% 66%
20261023 $11.60 $11.60 45.3% 57%
20261022 $12.35 $12.35 46.5% 62%
20261021 $11.50 $11.50 44.3% 53%
20261020 $12.45 $12.45 46.9% 64%
20261019 $11.50 $11.50 44.6% 55%
20261016 $12.90 $2.90 44.6% 55%
20261015 $12.75 $3.00 44.3% 54%
20261014 $12.25 $4.35 43.9% 52%
20261013 $13.40 $4.75 44.7% 55%
20261012 $12.80 $6.30 43.4% 50%
20261009 $14.50 $5.92 46.3% 62%
20261008 $14.20 $6.90 44.0% 52%
20261007 $14.40 $7.40 46.2% 61%
20261006 $14.45 $6.35 42.9% 48%
20261005 $14.35 $7.85 44.0% 52%
20261002 $8.05 $8.05 42.1% 44%
20261001 $8.35 $8.35 42.7% 47%
20260930 $9.28 $9.28 43.0% 48%
20260929 $8.50 $8.50 42.4% 46%
20260928 $9.05 $9.05 42.3% 45%
20260925 $9.35 $9.35 41.0% 40%
20260924 $10.60 $10.60 43.4% 50%
20260923 $10.12 $10.12 41.3% 41%
20260922 $10.10 $10.10 38.9% 32%
20260921 $10.05 $10.05 40.3% 37%
20260918 $10.55 $3.02 38.3% 29%
20260917 $11.80 $3.92 42.1% 44%
20260916 $11.85 $5.22 40.0% 36%
20260915 $12.35 $6.80 40.6% 39%
20260914 $11.90 $6.47 38.6% 30%
20260911 $12.65 $7.25 39.3% 33%
20260910 $11.50 $7.28 38.8% 31%
20260909 $12.75 $7.60 39.6% 35%
20260908 $13.45 $7.90 40.9% 40%
20260904 $15.05 $8.30 39.3% 33%
20260903 $13.15 $7.47 35.3% 17%
20260902 $7.90 $7.90 35.1% 16%
20260901 $7.55 $7.55 34.1% 12%
20260831 $8.73 $8.73 34.7% 15%
20260828 $9.05 $9.05 32.8% 7%
20260827 $9.40 $9.40 34.6% 14%
20260826 $10.30 $10.30 34.7% 15%
20260825 $10.10 $10.10 33.7% 10%
20260824 $9.95 $9.95 34.1% 12%
20260821 $9.75 $2.02 31.1% 0%
20260820 $11.20 $4.42 33.1% 8%
20260819 $11.40 $4.72 32.4% 5%
20260818 $11.15 $3.40 31.7% 2%
20260817 $11.30 $5.03 31.3% 0%

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.