OGI · Expected Move

Organigram Global Inc. Common Shares

The expected move for OGI 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).

OGI 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 OGI Expected Move
30-Day Straddle
$10.03
7-Day Straddle
$10.03
30-Day ATM IV
96.7%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to OGI'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.
OGI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $10.03 $10.03 96.7% 14%
20261021 $8.10 $8.10 104.4% 17%
20261020 $0.17 $0.17 249.5% 77%
20261019 $0.45 $0.45 111.1% 20%
20261016 $4.47 $4.47 — —
20261015 $0.20 $0.12 100.2% 15%
20261014 $4.03 $2.45 — —
20261013 $2.40 $2.35 75.6% 5%
20261012 $0.15 $0.35 76.2% 5%
20261009 $0.20 $0.35 74.1% 4%
20261008 $0.12 $0.20 96.3% 13%
20261007 $0.20 $0.38 72.4% 4%
20261006 $0.20 $0.17 92.6% 12%
20261005 $0.30 $0.17 91.9% 12%
20261002 $0.88 $0.88 68.6% 2%
20261001 $0.25 $0.25 140.0% 31%
20260930 $0.17 $0.17 103.8% 17%
20260929 $1.43 $1.43 69.2% 2%
20260928 $2.25 $2.25 91.9% 12%
20260925 $0.45 $0.45 70.4% 3%
20260924 $0.20 $0.20 80.0% 7%
20260923 $0.80 $0.80 86.1% 9%
20260922 $0.17 $0.17 75.1% 5%
20260921 $0.25 $0.25 63.6% 0%
20260918 $0.15 $0.05 84.4% 8%
20260917 $0.82 $0.55 72.0% 3%
20260916 $0.62 $1.00 — —
20260915 $0.60 $0.38 — —
20260914 $0.15 $0.55 65.8% 0%
20260911 $0.17 $0.08 75.3% 3%
20260910 $0.23 $0.60 84.4% 7%
20260909 $1.45 $1.43 — —
20260908 $2.33 $2.05 — —
20260904 $1.68 $1.40 — —
20260903 $2.33 $0.25 227.4% 67%
20260902 $2.17 $2.17 214.1% 61%
20260901 $0.15 $0.15 226.3% 67%
20260831 $0.20 $0.20 211.3% 61%
20260828 $0.75 $0.75 — —
20260827 $0.23 $0.23 281.9% 90%
20260826 $0.75 $0.75 157.4% 40%
20260825 $0.95 $0.95 — —
20260824 $0.25 $0.25 — —
20260821 $0.68 $0.28 — —
20260820 $0.25 $0.20 147.7% 36%
20260819 $0.28 $0.95 143.5% 34%
20260818 $0.23 $0.62 156.5% 39%
20260817 $0.95 $0.68 — —
20260814 $0.25 $0.17 170.0% 45%
20260813 $0.48 $1.53 — —
20260812 $0.20 $0.30 110.3% 21%
20260811 $0.25 $0.17 147.4% 36%
20260810 $0.47 $0.12 105.3% 19%
20260806 $0.53 $0.78 306.3% 100%
20260805 $2.33 $2.33 110.1% 24%
20260804 $0.20 $0.20 87.3% 13%
20260803 $7.60 $7.60 — —
20260731 $0.55 $0.55 104.5% 21%
20260730 $0.45 $0.45 103.3% 20%
20260729 $0.60 $0.60 102.5% 20%

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.