OHI · Expected Move
Omega Healthcare Investors Inc.
The expected move for OHI 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).
OHI 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 OHI Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$0.45
30-Day ATM IV
25.0%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to OHI'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.
OHI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.85 | $0.45 | 25.0% | 52% |
| 20261015 | $2.88 | $0.57 | 25.0% | 51% |
| 20261014 | $2.85 | $0.88 | 24.9% | 51% |
| 20261013 | $3.15 | $0.85 | 26.6% | 66% |
| 20261012 | $2.80 | $1.00 | 24.7% | 48% |
| 20261009 | $2.85 | $1.10 | 23.8% | 40% |
| 20261008 | $3.12 | $1.10 | 25.3% | 54% |
| 20261007 | $3.05 | $1.38 | 25.2% | 53% |
| 20261006 | $3.23 | $1.38 | 25.3% | 54% |
| 20261005 | $3.02 | $1.58 | 24.0% | 43% |
| 20261002 | $1.52 | $1.52 | 24.0% | 42% |
| 20261001 | $1.73 | $1.73 | 24.4% | 46% |
| 20260930 | $1.75 | $1.75 | 23.4% | 37% |
| 20260929 | $1.90 | $1.90 | 23.8% | 41% |
| 20260928 | $1.90 | $1.90 | 23.9% | 41% |
| 20260925 | $2.00 | $2.00 | 22.6% | 30% |
| 20260924 | $2.10 | $2.10 | 23.2% | 37% |
| 20260923 | $1.98 | $1.98 | 22.0% | 26% |
| 20260922 | $2.08 | $2.08 | 21.8% | 24% |
| 20260921 | $2.15 | $2.15 | 22.0% | 26% |
| 20260918 | $2.00 | $1.20 | 20.0% | 8% |
| 20260917 | $2.33 | $0.67 | 21.1% | 20% |
| 20260916 | $2.40 | $0.93 | 22.4% | 32% |
| 20260915 | $2.42 | $0.88 | 21.8% | 27% |
| 20260914 | $2.40 | $1.02 | 21.0% | 19% |
| 20260911 | $2.48 | $1.05 | 21.4% | 23% |
| 20260910 | $2.47 | $1.17 | 21.2% | 21% |
| 20260909 | $2.58 | $1.43 | 21.5% | 23% |
| 20260908 | $2.52 | $1.35 | 21.0% | 19% |
| 20260904 | $2.80 | $1.57 | 20.9% | 18% |
| 20260903 | $2.65 | $1.42 | 20.2% | 13% |
| 20260902 | $1.58 | $1.58 | 20.4% | 14% |
| 20260901 | $1.70 | $1.70 | 21.0% | 19% |
| 20260831 | $1.77 | $1.77 | 20.9% | 19% |
| 20260828 | $1.85 | $1.85 | 21.4% | 23% |
| 20260827 | $2.03 | $2.03 | 21.6% | 24% |
| 20260826 | $1.95 | $1.95 | 20.8% | 17% |
| 20260825 | $2.05 | $2.05 | 21.0% | 19% |
| 20260824 | $1.95 | $1.95 | 20.8% | 18% |
| 20260821 | $2.25 | $0.62 | 21.7% | 25% |
| 20260820 | $2.25 | $0.57 | 21.8% | 26% |
| 20260819 | $2.23 | $0.65 | 20.6% | 16% |
| 20260818 | $2.25 | $1.15 | 19.4% | 5% |
| 20260817 | $2.30 | $1.10 | 19.8% | 9% |
| 20260814 | $2.38 | $1.12 | 20.5% | 15% |
| 20260813 | $2.65 | $1.27 | 23.1% | 37% |
| 20260812 | $2.62 | $1.27 | 22.2% | 30% |
| 20260811 | $2.70 | $1.38 | 23.2% | 38% |
| 20260810 | $2.95 | $1.52 | 22.9% | 36% |
| 20260807 | — | — | 21.5% | 24% |
| 20260806 | $3.30 | $1.92 | 24.8% | 52% |
| 20260805 | $1.95 | $1.95 | 24.6% | 51% |
| 20260804 | $2.00 | $2.00 | 24.2% | 47% |
| 20260803 | $2.12 | $2.12 | 22.7% | 34% |
| 20260731 | $2.33 | $2.33 | 23.5% | 41% |
| 20260730 | $2.77 | $2.77 | 29.8% | 96% |
| 20260729 | $3.33 | $3.33 | 30.3% | 100% |
| 20260728 | $3.10 | $3.10 | 27.1% | 89% |
| 20260727 | $3.02 | $3.02 | 26.5% | 82% |
| 20260724 | $3.30 | $3.30 | 26.1% | 78% |
More on OHI
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.