OLLI · Expected Move
Ollie's Bargain Outlet Holdings, Inc. Common Stock
The expected move for OLLI 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).
OLLI 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 OLLI Expected Move
30-Day Straddle
$10.40
7-Day Straddle
$10.40
30-Day ATM IV
48.1%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to OLLI'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.
OLLI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.40 | $10.40 | 48.1% | 29% |
| 20261021 | $9.30 | $9.30 | 44.0% | 12% |
| 20261020 | $10.03 | $10.03 | 45.3% | 18% |
| 20261019 | $9.65 | $9.65 | 43.8% | 11% |
| 20261016 | $10.30 | $2.23 | 44.5% | 15% |
| 20261015 | $10.70 | $2.48 | 44.5% | 14% |
| 20261014 | $10.65 | $3.35 | 43.9% | 12% |
| 20261013 | $10.80 | $3.55 | 46.0% | 22% |
| 20261012 | $9.80 | $3.30 | 43.1% | 8% |
| 20261009 | $10.35 | $4.15 | 44.7% | 12% |
| 20261008 | $10.70 | $4.42 | 43.8% | 8% |
| 20261007 | $10.70 | $4.92 | 44.1% | 9% |
| 20261006 | $11.20 | $5.22 | 43.4% | 7% |
| 20261005 | $11.15 | $5.33 | 44.2% | 10% |
| 20261002 | $6.12 | $6.12 | 43.1% | 6% |
| 20261001 | $6.55 | $6.55 | 44.5% | 11% |
| 20260930 | $6.30 | $6.30 | 44.7% | 12% |
| 20260929 | $6.98 | $6.98 | 45.6% | 15% |
| 20260928 | $7.15 | $7.15 | 46.4% | 18% |
| 20260925 | $7.55 | $7.55 | 45.5% | 14% |
| 20260924 | $7.85 | $7.85 | 46.7% | 19% |
| 20260923 | $7.85 | $7.85 | 45.9% | 16% |
| 20260922 | $7.88 | $7.88 | 44.1% | 9% |
| 20260921 | $7.90 | $7.90 | 47.7% | 23% |
| 20260918 | $7.67 | $1.98 | 45.6% | 15% |
| 20260917 | $8.30 | $2.35 | 47.8% | 23% |
| 20260916 | $8.20 | $2.73 | 49.8% | 30% |
| 20260915 | $8.38 | $3.55 | 48.1% | 24% |
| 20260914 | $8.57 | $4.10 | 46.8% | 19% |
| 20260911 | $8.30 | $4.40 | 45.7% | 15% |
| 20260910 | $8.65 | $4.72 | 47.7% | 23% |
| 20260909 | $8.97 | $4.97 | 47.5% | 22% |
| 20260908 | $9.75 | $5.53 | 48.1% | 24% |
| 20260904 | $9.55 | $5.45 | 45.5% | 14% |
| 20260903 | $9.65 | $5.72 | 46.7% | 19% |
| 20260902 | $5.90 | $5.90 | 47.1% | 20% |
| 20260901 | $9.15 | $9.15 | 62.3% | 76% |
| 20260831 | $8.65 | $8.65 | 57.6% | 58% |
| 20260828 | $8.95 | $8.95 | 57.6% | 58% |
| 20260827 | $8.55 | $8.55 | 57.1% | 56% |
| 20260826 | $8.60 | $8.60 | 56.0% | 58% |
| 20260825 | $9.80 | $9.80 | 60.1% | 71% |
| 20260824 | $9.65 | $9.65 | 58.1% | 64% |
| 20260821 | $9.30 | $1.90 | 54.6% | 53% |
| 20260820 | $9.40 | $1.38 | 55.5% | 56% |
| 20260819 | $9.75 | $2.95 | 53.8% | 50% |
| 20260818 | $9.25 | $3.35 | 51.8% | 44% |
| 20260817 | $9.45 | $3.27 | 53.7% | 50% |
| 20260814 | $10.10 | $4.00 | 52.2% | 45% |
| 20260813 | $9.90 | $4.28 | 51.1% | 42% |
| 20260812 | $11.30 | $5.22 | 54.8% | 54% |
| 20260811 | $10.05 | $5.08 | 50.1% | 38% |
| 20260810 | $11.40 | $5.50 | 54.5% | 53% |
| 20260807 | — | — | 51.3% | 42% |
| 20260806 | $11.85 | $7.05 | 53.1% | 48% |
| 20260805 | $6.97 | $6.97 | 54.0% | 51% |
| 20260804 | $7.65 | $7.65 | 56.3% | 59% |
| 20260803 | $6.45 | $6.45 | 52.2% | 45% |
| 20260731 | $7.22 | $7.22 | 53.3% | 49% |
| 20260730 | $7.60 | $7.60 | 54.3% | 52% |
More on OLLI
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.