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
$3.50
7-Day Straddle
$3.50
Avg IV
0.9%
IV Rank
31%
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
20260723 $3.50 $3.50 0.9% 31%
20260722 $3.40 $3.40 0.8% 26%
20260721 $3.27 $3.27 0.9% 33%
20260720 $3.20 $3.20 0.8% 27%
20260716 $3.33 $1.22 0.8% 26%
20260715 $3.35 $1.50 0.8% 23%
20260714 $3.40 $1.40 0.8% 25%
20260713 $3.38 $1.50 0.8% 27%
20260710 $3.28 $1.32 0.9% 29%
20260709 $3.25 $1.35 0.8% 27%
20260708 $3.53 $1.73 0.8% 17%
20260707 $3.40 $1.62 0.8% 24%
20260706 $3.40 $1.60 0.9% 28%
20260702 $2.10 $2.10 1.2% 69%
20260701 $1.77 $1.77 1.1% 55%
20260630 $1.80 $1.80 1.1% 55%
20260629 $2.12 $2.12 1.0% 46%
20260626 $2.28 $2.28 0.9% 31%
20260625 $2.38 $2.38 0.9% 34%
20260624 $2.30 $2.30 0.9% 37%
20260623 $2.50 $2.50 0.9% 32%
20260622 $2.67 $2.67 0.9% 34%
20260618 $2.62 $0.72 0.8% 20%
20260617 $3.25 $2.00 0.8% 25%
20260616 $3.02 $1.30 0.7% 17%
20260615 $2.78 $1.02 0.6% 0%
20260613 $2.85 $1.30 0.6% 3%
20260612 $2.80 $1.25 0.6% 0%
20260611 $3.17 $1.75 0.6% 1%
20260610 $3.35 $1.98 0.7% 9%
20260609 $3.33 $1.75 0.7% 4%
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%