OESX · Expected Move
Orion Energy Systems, Inc.
The expected move for OESX 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).
OESX 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 OESX Expected Move
30-Day Straddle
$6.55
7-Day Straddle
$6.55
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to OESX'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.
OESX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260220 | $6.55 | $6.55 | — | — |
| 20260219 | $6.45 | $6.45 | — | — |
| 20260218 | $6.62 | $6.62 | — | — |
| 20260217 | $6.78 | $6.78 | — | — |
| 20260213 | $6.35 | $6.35 | — | — |
| 20260212 | $6.35 | $6.35 | — | — |
| 20260211 | $6.47 | $6.47 | — | — |
| 20260210 | $6.35 | $6.35 | — | — |
| 20260209 | $6.35 | $6.35 | — | — |
| 20260206 | $6.35 | $6.35 | — | — |
| 20260205 | $6.35 | $6.35 | — | — |
| 20260204 | $6.25 | $6.25 | — | — |
| 20260203 | $6.25 | $6.25 | — | — |
| 20260202 | $6.25 | $6.25 | — | — |
| 20260130 | $6.25 | $6.25 | — | — |
| 20260129 | $5.95 | $5.95 | — | — |
| 20260128 | $5.95 | $5.95 | — | — |
| 20260127 | $6.15 | $6.15 | — | — |
| 20260126 | $6.17 | $6.17 | — | — |
| 20260123 | $6.05 | $6.05 | — | — |
| 20260122 | $5.95 | $5.95 | — | — |
| 20260121 | $5.95 | $5.95 | — | — |
| 20260120 | $6.05 | $6.05 | — | — |
| 20260116 | $5.95 | $5.95 | — | — |
| 20260115 | $6.05 | $6.05 | — | — |
| 20260114 | $6.05 | $6.05 | — | — |
| 20260113 | $6.25 | $6.25 | — | — |
| 20260112 | $6.05 | $6.05 | — | — |
| 20260109 | $6.05 | $6.05 | — | — |
| 20260108 | $6.05 | $6.05 | — | — |
| 20260107 | $5.95 | $5.95 | — | — |
| 20260106 | $5.95 | $5.95 | — | — |
| 20260105 | $6.25 | $6.25 | — | — |
| 20260102 | $6.25 | $6.25 | — | — |
| 20251231 | $6.25 | $6.25 | — | — |
| 20251230 | $6.25 | $6.25 | — | — |
| 20251229 | $6.25 | $6.25 | — | — |
| 20251226 | $6.15 | $6.15 | — | — |
| 20251224 | $6.15 | $6.15 | — | — |
| 20251223 | $6.15 | $6.15 | — | — |
| 20251222 | $6.25 | $6.25 | — | — |
| 20251219 | $6.15 | $6.15 | — | — |
| 20251218 | $6.05 | $6.05 | — | — |
| 20251217 | $6.25 | $6.25 | — | — |
| 20251216 | $6.25 | $6.25 | — | — |
| 20251215 | $6.05 | $6.05 | — | — |
| 20251212 | $6.00 | $6.00 | — | — |
| 20251211 | $5.95 | $5.95 | — | — |
| 20251210 | $5.95 | $5.95 | — | — |
| 20251209 | $5.95 | $5.95 | — | — |
| 20251208 | $6.05 | $6.05 | — | — |
| 20251205 | $5.95 | $5.95 | — | — |
| 20251204 | $6.05 | $6.05 | — | — |
| 20251203 | $6.15 | $6.15 | — | — |
| 20251202 | $6.05 | $6.05 | — | — |
| 20251201 | $6.15 | $6.15 | — | — |
| 20251128 | $6.15 | $6.15 | — | — |
| 20251126 | $6.35 | $6.35 | — | — |
| 20251125 | $6.35 | $6.35 | — | — |
| 20251124 | $6.25 | $6.25 | — | — |
More on OESX
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