OLN (Olin Corp.)

Expected Move & Straddle Price History

The expected move for OLN 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).

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.

Current OLN Expected Move
30-Day Straddle
$3.38
7-Day Straddle
$1.85
Avg IV
0.7%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to OLN'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.
OLN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $3.38 $1.85 0.7% 8%
20260605 $3.47 $2.15 0.7% 6%
20260604 $3.60 $2.42 0.7% 12%
20260603 $4.00 $2.58 0.7% 7%
20260602 $2.73 $2.73 1.0% 41%
20260601 $2.67 $2.67 1.0% 36%
20260529 $2.73 $2.73 1.0% 38%
20260528 $2.88 $2.88 0.9% 29%
20260527 $2.77 $2.77 0.8% 19%
20260526 $3.25 $3.25 0.9% 21%
20260522 $3.15 $3.15 0.8% 17%
20260521 $3.08 $3.08 0.8% 17%
20260520 $3.28 $3.28 0.8% 14%
20260519 $3.33 $3.33 0.9% 20%
20260518 $3.42 $3.42 0.7% 11%
20260515 $3.47 $0.88 0.8% 18%
20260514 $3.80 $0.65 0.8% 20%
20260513 $3.70 $1.47 0.7% 8%
20260512 $3.88 $1.30 0.8% 11%
20260511 $3.95 $1.67 0.8% 12%
20260510 $3.90 $1.88 0.7% 10%
20260508 $3.90 $1.88 0.7% 8%
20260507 $3.75 $2.95 0.7% 5%
20260506 $4.72 $3.33 0.8% 13%
20260505 $4.67 $3.10 0.7% 6%
20260504 $4.75 $3.17 0.7% 7%
20260502 $3.20 $3.20 1.4% 66%
20260501 $3.17 $3.17 1.4% 65%
20260430 $3.30 $3.30 1.3% 58%
20260429 $3.25 $3.25 1.2% 51%
20260428 $3.12 $3.12 1.5% 77%
20260427 $3.52 $3.52 1.1% 45%
20260424 $3.57 $3.57 1.1% 43%
20260423 $3.60 $3.60 1.2% 46%
20260422 $3.70 $3.70 1.0% 34%
20260421 $3.77 $3.77 1.1% 39%
20260420 $3.60 $3.60 1.2% 50%
20260417 $3.75 $1.25 1.2% 46%
20260416 $3.92 $1.02 1.0% 29%
20260415 $4.12 $1.23 1.0% 36%
20260414 $4.10 $1.27 0.9% 27%
20260413 $4.47 $1.70 0.9% 27%
20260410 $4.67 $2.08 1.0% 32%
20260409 $4.60 $2.20 1.0% 31%
20260408 $4.92 $2.42 1.0% 31%
20260407 $5.22 $2.50 0.9% 21%
20260406 $5.20 $2.80 1.0% 36%
20260402 $5.08 $3.05 0.8% 19%
20260401 $3.12 $3.12 1.0% 30%
20260331 $3.62 $3.62 0.8% 11%
20260330 $3.48 $3.48 1.0% 32%
20260327 $3.85 $3.85 0.8% 14%
20260326 $3.88 $3.88 0.8% 13%
20260325 $3.80 $3.80 0.8% 16%
20260324 $3.83 $3.83 0.8% 16%
20260323 $3.45 $3.45 0.8% 17%
20260320 $3.62 $1.32 0.8% 17%
20260319 $3.90 $1.42 0.8% 12%
20260318 $4.25 $1.68 0.8% 15%
20260317 $3.85 $1.65 0.8% 12%