OMF · Expected Move
OneMain Holdings, Inc.
The expected move for OMF 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).
OMF 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 OMF Expected Move
30-Day Straddle
$3.27
7-Day Straddle
$3.27
30-Day ATM IV
30.1%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to OMF'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.
OMF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $3.27 | $3.27 | 30.1% | 47% |
| 20261030 | $3.35 | $3.35 | 30.8% | 52% |
| 20261029 | $4.72 | $4.72 | 34.3% | 76% |
| 20261028 | $4.22 | $4.22 | 34.8% | 79% |
| 20261027 | $4.50 | $4.50 | 36.4% | 91% |
| 20261026 | $4.67 | $4.67 | 36.6% | 92% |
| 20261023 | $4.65 | $4.65 | 36.3% | 90% |
| 20261022 | $4.78 | $4.78 | 36.5% | 92% |
| 20261021 | $5.08 | $5.08 | 37.8% | 100% |
| 20261020 | $4.78 | $4.78 | 36.6% | 94% |
| 20261019 | $5.00 | $5.00 | 37.2% | 98% |
| 20261016 | $5.12 | $1.25 | 35.4% | 86% |
| 20261015 | $4.97 | $1.10 | 35.9% | 89% |
| 20261014 | $5.15 | $1.12 | 36.5% | 94% |
| 20261013 | $5.10 | $1.60 | 34.8% | 81% |
| 20261012 | $5.17 | $1.68 | 35.1% | 83% |
| 20261009 | $5.25 | $2.08 | 33.9% | 75% |
| 20261008 | $5.67 | $2.00 | 33.7% | 73% |
| 20261007 | $5.45 | $2.20 | 34.6% | 80% |
| 20261006 | $5.38 | $2.40 | 32.6% | 66% |
| 20261005 | $5.62 | $2.58 | 33.8% | 74% |
| 20261002 | $2.97 | $2.97 | 33.0% | 69% |
| 20261001 | $2.95 | $2.95 | 33.5% | 72% |
| 20260930 | $2.80 | $2.80 | 32.4% | 64% |
| 20260929 | $3.05 | $3.05 | 33.2% | 70% |
| 20260928 | $3.50 | $3.50 | 32.2% | 63% |
| 20260925 | $3.00 | $3.00 | 31.0% | 55% |
| 20260924 | $3.47 | $3.47 | 32.9% | 68% |
| 20260923 | $3.40 | $3.40 | 32.0% | 62% |
| 20260922 | $3.38 | $3.38 | 30.2% | 49% |
| 20260921 | $3.55 | $3.55 | 27.6% | 30% |
| 20260918 | $3.60 | $0.75 | 26.0% | 19% |
| 20260917 | $3.83 | $1.45 | 26.6% | 23% |
| 20260916 | $3.93 | $1.35 | 27.5% | 30% |
| 20260915 | $3.85 | $1.50 | 27.3% | 29% |
| 20260914 | $4.08 | $1.57 | 27.0% | 26% |
| 20260911 | $4.05 | $1.75 | 25.9% | 19% |
| 20260910 | $4.45 | $2.08 | 29.4% | 43% |
| 20260909 | $4.42 | $2.20 | 28.3% | 36% |
| 20260908 | $4.58 | $2.60 | 26.9% | 25% |
| 20260904 | $4.42 | $2.45 | 25.3% | 14% |
| 20260903 | $4.40 | $2.47 | 24.6% | 10% |
| 20260902 | $2.77 | $2.77 | 26.0% | 19% |
| 20260901 | $3.15 | $3.15 | 27.3% | 29% |
| 20260831 | $2.67 | $2.67 | 25.4% | 15% |
| 20260828 | $2.52 | $2.52 | 23.8% | 4% |
| 20260827 | $3.02 | $3.02 | 24.3% | 7% |
| 20260826 | $3.10 | $3.10 | 24.5% | 8% |
| 20260825 | $3.23 | $3.23 | 25.4% | 14% |
| 20260824 | $3.28 | $3.28 | 25.1% | 11% |
| 20260821 | $3.40 | $0.93 | 24.1% | 5% |
| 20260820 | $3.35 | $1.50 | 24.5% | 8% |
| 20260819 | $3.60 | $1.30 | 25.2% | 12% |
| 20260818 | $3.72 | $1.20 | 25.0% | 11% |
| 20260817 | $3.75 | $1.42 | 24.3% | 6% |
| 20260814 | $3.85 | $1.80 | 23.2% | 0% |
| 20260813 | $3.95 | $1.77 | 23.8% | 0% |
| 20260812 | $3.95 | $1.83 | 24.1% | 0% |
| 20260811 | $4.45 | $2.42 | 25.0% | 0% |
| 20260810 | $4.38 | $2.48 | 25.7% | 2% |
More on OMF
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.