ODFL · Expected Move

Old Dominion Freight Line

The expected move for ODFL 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).

ODFL 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 ODFL Expected Move
30-Day Straddle
$16.70
7-Day Straddle
$16.70
30-Day ATM IV
41.5%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to ODFL'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.
ODFL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $16.70 $16.70 41.5% 62%
20261026 $16.40 $16.40 41.0% 60%
20261023 $17.55 $17.55 40.4% 56%
20261022 $17.35 $17.35 40.6% 57%
20261021 $17.00 $17.00 39.2% 48%
20261020 $16.90 $16.90 39.2% 48%
20261019 $19.20 $19.20 42.6% 70%
20261016 $17.95 $4.08 37.8% 40%
20261015 $18.70 $5.10 39.1% 48%
20261014 $17.95 $5.45 38.3% 43%
20261013 $17.05 $5.88 36.5% 31%
20261012 $17.80 $7.03 37.4% 37%
20261009 $18.10 $8.05 36.1% 29%
20261008 $18.20 $6.85 35.7% 26%
20261007 $18.75 $8.03 38.2% 42%
20261006 $18.85 $8.05 36.8% 34%
20261005 $19.65 $7.95 37.8% 39%
20261002 $9.35 $9.35 37.5% 38%
20261001 $10.05 $10.05 37.0% 35%
20260930 $10.10 $10.10 38.7% 45%
20260929 $10.32 $10.32 35.5% 26%
20260928 $11.80 $11.80 38.0% 41%
20260925 $11.60 $11.60 35.7% 26%
20260924 $12.25 $12.25 36.3% 30%
20260923 $12.35 $12.35 35.5% 26%
20260922 $12.60 $12.60 35.0% 22%
20260921 $12.75 $12.75 35.3% 24%
20260918 $13.30 $3.42 32.4% 6%
20260917 $12.90 $3.55 32.9% 9%
20260916 $13.45 $4.47 33.8% 15%
20260915 $14.05 $6.03 33.6% 14%
20260914 $15.35 $7.10 34.2% 18%
20260911 $15.15 $6.72 34.1% 16%
20260910 $16.35 $8.25 36.2% 30%
20260909 $17.30 $9.43 36.7% 33%
20260908 $17.00 $10.10 35.7% 27%
20260904 $17.20 $9.68 34.1% 17%
20260903 $19.55 $11.57 38.3% 43%
20260902 $11.80 $11.80 34.3% 18%
20260901 $11.40 $11.40 36.5% 31%
20260831 $10.55 $10.55 31.4% 0%
20260828 $13.85 $13.85 34.5% 19%
20260827 $12.90 $12.90 33.4% 12%
20260826 $12.10 $12.10 31.5% 0%
20260825 $13.75 $13.75 33.8% 14%
20260824 $14.65 $14.65 34.5% 19%
20260821 $15.95 $4.02 34.0% 16%
20260820 $16.45 $5.67 35.2% 23%
20260819 $16.85 $6.52 33.9% 15%
20260818 $16.70 $5.38 33.8% 15%
20260817 $15.70 $7.43 31.5% 0%
20260814 $18.70 $7.77 35.6% 17%
20260813 $17.75 $8.93 32.8% 0%
20260812 $19.05 $9.12 33.6% 0%
20260811 $19.45 $10.90 36.5% 13%
20260810 $20.90 $11.85 36.7% 15%
20260807 — — 34.3% 0%
20260806 $21.25 $13.05 36.6% 5%
20260805 $13.05 $13.05 36.8% 6%
20260804 $13.95 $13.95 36.6% 5%

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.