OEC · Expected Move
Orion S.A.
The expected move for OEC 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).
OEC 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 OEC Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
30-Day ATM IV
77.4%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to OEC'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.
OEC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.90 | $0.90 | 77.4% | 26% |
| 20261021 | $1.05 | $1.05 | — | — |
| 20261020 | $3.12 | $3.12 | — | — |
| 20261019 | $1.05 | $1.05 | 84.3% | 34% |
| 20261016 | $1.27 | $0.65 | 97.0% | 48% |
| 20261015 | $1.35 | $0.75 | 95.0% | 45% |
| 20261014 | $1.32 | $0.72 | 78.9% | 28% |
| 20261013 | $2.95 | $0.75 | — | — |
| 20261012 | $1.48 | $0.75 | 84.8% | 34% |
| 20261009 | $1.43 | $1.10 | 144.3% | 100% |
| 20261008 | $1.85 | $1.15 | 73.2% | 27% |
| 20261007 | $8.38 | $8.15 | 55.9% | 3% |
| 20261006 | $1.50 | $3.17 | 100.3% | 66% |
| 20261005 | $1.40 | $1.70 | 62.8% | 13% |
| 20261002 | $0.95 | $0.95 | 84.1% | 43% |
| 20261001 | $1.10 | $1.10 | 75.0% | 30% |
| 20260930 | $1.80 | $1.80 | 96.4% | 60% |
| 20260929 | $2.92 | $2.92 | 81.4% | 39% |
| 20260928 | $2.92 | $2.92 | — | — |
| 20260925 | $1.55 | $1.55 | 88.1% | 48% |
| 20260924 | $3.62 | $3.62 | 78.5% | 35% |
| 20260923 | $1.52 | $1.52 | 84.8% | 44% |
| 20260922 | $2.40 | $2.40 | — | — |
| 20260921 | $1.12 | $1.12 | 68.9% | 21% |
| 20260918 | $1.12 | $1.20 | 79.8% | 37% |
| 20260917 | $1.07 | $1.18 | 67.2% | 19% |
| 20260916 | $2.90 | $1.18 | — | — |
| 20260915 | $1.20 | $1.18 | 77.3% | 33% |
| 20260914 | $1.65 | $1.32 | 115.3% | 87% |
| 20260911 | $1.40 | $1.12 | 92.5% | 55% |
| 20260910 | $1.48 | $1.30 | 100.2% | 66% |
| 20260909 | $1.60 | $1.10 | 108.4% | 77% |
| 20260908 | $1.40 | $1.60 | 95.2% | 59% |
| 20260904 | $1.32 | $3.00 | 72.3% | 26% |
| 20260903 | $1.80 | $1.45 | 94.3% | 57% |
| 20260902 | $3.15 | $3.15 | — | — |
| 20260901 | $3.02 | $3.02 | — | — |
| 20260831 | $2.27 | $2.27 | 111.5% | 82% |
| 20260828 | $1.60 | $1.60 | 78.7% | 35% |
| 20260827 | $1.77 | $1.77 | 79.3% | 36% |
| 20260826 | $1.57 | $1.57 | 62.4% | 12% |
| 20260825 | $2.20 | $2.20 | 73.1% | 27% |
| 20260824 | $2.12 | $2.12 | — | — |
| 20260821 | $1.43 | $1.17 | 79.7% | 36% |
| 20260820 | $1.60 | $1.43 | 80.5% | 38% |
| 20260819 | $1.88 | $1.77 | 79.7% | 37% |
| 20260818 | $1.80 | $8.88 | 124.4% | 100% |
| 20260817 | $1.88 | $8.68 | 97.9% | 64% |
| 20260814 | $1.55 | $1.55 | 82.4% | 41% |
| 20260813 | $1.60 | $1.50 | 89.0% | 51% |
| 20260812 | $1.57 | $2.85 | — | — |
| 20260811 | $1.30 | $1.07 | 80.3% | 38% |
| 20260810 | $1.45 | $1.02 | 75.1% | 31% |
| 20260807 | — | — | 74.9% | 30% |
| 20260806 | $1.45 | $1.52 | 72.3% | 27% |
| 20260805 | $1.48 | $1.48 | 83.2% | 31% |
| 20260804 | $1.27 | $1.27 | 91.7% | 40% |
| 20260803 | $1.23 | $1.23 | 71.1% | 18% |
| 20260731 | $2.75 | $2.75 | 76.0% | 23% |
| 20260730 | $1.33 | $1.33 | 85.9% | 34% |
More on OEC
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.