OLMA · Expected Move
Olema Pharmaceuticals, Inc. Common Stock
The expected move for OLMA 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).
OLMA 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 OLMA Expected Move
30-Day Straddle
$3.45
7-Day Straddle
$3.70
30-Day ATM IV
146.5%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to OLMA'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.
OLMA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $3.45 | $3.70 | 146.5% | 27% |
| 20261110 | $1.88 | $4.90 | 320.1% | 80% |
| 20261109 | $2.50 | $2.95 | 116.1% | 17% |
| 20261106 | $2.50 | $1.95 | 124.5% | 20% |
| 20261105 | $3.25 | $2.95 | 210.2% | 46% |
| 20261104 | $2.10 | $2.10 | — | — |
| 20261103 | $1.57 | $1.57 | 130.9% | 22% |
| 20261102 | $1.92 | $1.92 | — | — |
| 20261030 | $2.25 | $2.25 | 81.5% | 7% |
| 20261029 | $2.85 | $2.85 | 89.0% | 9% |
| 20261028 | $2.75 | $2.75 | 180.3% | 37% |
| 20261027 | $1.50 | $1.50 | 101.1% | 13% |
| 20261026 | $3.15 | $3.15 | — | — |
| 20261023 | $2.88 | $2.88 | 175.4% | 36% |
| 20261022 | $4.95 | $4.95 | 74.0% | 4% |
| 20261021 | $1.83 | $1.83 | 114.3% | 17% |
| 20261020 | $1.98 | $1.98 | 101.6% | 13% |
| 20261019 | $3.12 | $3.12 | — | — |
| 20261016 | $3.60 | $4.90 | — | — |
| 20261015 | $4.95 | $4.90 | 173.0% | 35% |
| 20261014 | $2.02 | $3.68 | 109.1% | 15% |
| 20261013 | $3.05 | $5.35 | 266.0% | 63% |
| 20261012 | $3.15 | $5.00 | — | — |
| 20261009 | $2.05 | $2.98 | — | — |
| 20261008 | $2.80 | $1.17 | 117.4% | 18% |
| 20261007 | $3.88 | $1.15 | 151.9% | 28% |
| 20261006 | $1.90 | $1.27 | 85.9% | 8% |
| 20261005 | $3.33 | $4.90 | 81.2% | 7% |
| 20261002 | $4.95 | $4.95 | 95.5% | 11% |
| 20261001 | $4.95 | $4.95 | 138.1% | 24% |
| 20260930 | $1.48 | $1.48 | — | — |
| 20260929 | $3.40 | $3.40 | 85.7% | 8% |
| 20260928 | $3.80 | $3.80 | 133.4% | 23% |
| 20260925 | $4.90 | $4.90 | 151.4% | 28% |
| 20260924 | $3.58 | $3.58 | 156.2% | 30% |
| 20260923 | $4.95 | $4.95 | 254.9% | 60% |
| 20260922 | $1.82 | $1.82 | 127.0% | 21% |
| 20260921 | $3.45 | $3.45 | 151.6% | 28% |
| 20260918 | $3.92 | $1.18 | — | — |
| 20260917 | $3.02 | $1.05 | — | — |
| 20260916 | $2.45 | $2.95 | — | — |
| 20260915 | $3.30 | $1.10 | — | — |
| 20260914 | $1.48 | $2.93 | — | — |
| 20260911 | $2.25 | $2.93 | 385.9% | 100% |
| 20260910 | $2.05 | $2.85 | 111.5% | 32% |
| 20260909 | $3.30 | $2.52 | 117.4% | 36% |
| 20260908 | $1.65 | $3.28 | 59.5% | 0% |
| 20260904 | $4.03 | $1.43 | — | — |
| 20260903 | $1.77 | $4.90 | 129.3% | 40% |
| 20260902 | $1.82 | $1.82 | 92.3% | 16% |
| 20260901 | $1.52 | $1.52 | 97.5% | 19% |
| 20260831 | $1.38 | $1.38 | — | — |
| 20260828 | $2.85 | $2.85 | 98.6% | 20% |
| 20260827 | $1.90 | $1.90 | 87.9% | 13% |
| 20260826 | $1.93 | $1.93 | 84.5% | 10% |
| 20260825 | $1.95 | $1.95 | 90.7% | 14% |
| 20260824 | $1.85 | $1.85 | — | — |
| 20260821 | $1.90 | $2.35 | — | — |
| 20260820 | $3.35 | $1.45 | 104.3% | 23% |
| 20260819 | $1.90 | $1.58 | 84.6% | 10% |
More on OLMA
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.