OCUL · Expected Move

Ocular Therapeutix, Inc.

The expected move for OCUL 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).

OCUL 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 OCUL Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.95
30-Day ATM IV
66.6%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to OCUL'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.
OCUL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $0.95 $0.95 66.6% 10%
20261016 $1.60 $0.12 92.6% 29%
20261015 $1.98 $0.98 104.5% 38%
20261014 $1.50 $2.88 85.3% 24%
20261013 $1.68 $0.48 93.0% 29%
20261012 $1.98 $0.78 95.4% 31%
20261009 $2.08 $0.82 92.0% 29%
20261008 $1.92 $0.88 79.7% 20%
20261007 $1.73 $0.70 180.5% 92%
20261006 $1.75 $0.70 85.4% 24%
20261005 $1.88 $0.75 90.5% 27%
20261002 $0.60 $0.60 80.7% 20%
20261001 $1.45 $1.45 90.4% 27%
20260930 $0.97 $0.97 84.5% 23%
20260929 $0.93 $0.93 86.5% 25%
20260928 $1.10 $1.10 85.2% 24%
20260925 $1.18 $1.18 72.1% 14%
20260924 $1.27 $1.27 86.0% 24%
20260923 $1.23 $1.23 70.5% 13%
20260922 $1.30 $1.30 76.2% 17%
20260921 $0.97 $0.97 55.5% 2%
20260918 $1.38 $0.57 62.4% 7%
20260917 $1.25 $0.42 56.6% 3%
20260916 $1.58 $0.42 69.5% 12%
20260915 $1.48 $0.78 62.8% 8%
20260914 $2.15 $0.70 79.0% 19%
20260911 $1.88 $1.00 75.4% 17%
20260910 $2.33 $0.95 82.6% 22%
20260909 $2.45 $1.15 81.4% 21%
20260908 $2.27 $0.97 75.3% 17%
20260904 $2.17 $0.98 66.0% 10%
20260903 $2.17 $1.12 70.1% 13%
20260902 $1.40 $1.40 73.6% 15%
20260901 $1.23 $1.23 80.4% 20%
20260831 $1.38 $1.38 72.5% 15%
20260828 $1.12 $1.12 60.1% 6%
20260827 $1.35 $1.35 59.6% 5%
20260826 $1.25 $1.25 61.1% 6%
20260825 $1.38 $1.38 63.5% 8%
20260824 $1.48 $1.48 64.9% 9%
20260821 $1.23 $0.68 52.2% 0%
20260820 $1.55 $0.40 63.1% 0%
20260819 $1.77 $0.78 63.4% 0%
20260818 $1.73 $0.55 67.9% 1%
20260817 $1.88 $0.78 67.2% 0%
20260814 $3.00 $1.57 123.1% 43%
20260813 $3.20 $1.42 118.4% 40%
20260812 $3.33 $1.45 129.1% 48%
20260811 $2.80 $1.62 112.2% 34%
20260810 $2.45 $0.55 99.3% 24%
20260807 — — 148.6% 65%
20260806 $3.02 $1.83 119.8% 41%
20260805 $1.88 $1.00 — —
20260804 $1.43 $1.82 107.8% 31%
20260803 $1.72 $0.70 105.2% 29%
20260731 $1.60 $1.02 157.8% 72%
20260730 $1.40 $1.00 94.5% 20%
20260729 $2.02 $2.62 111.8% 34%
20260728 $1.65 $2.05 — —
20260727 $1.65 $0.72 92.1% 18%

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.