OMF (OneMain Holdings, Inc.)

Expected Move & Straddle Price History

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).

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 OMF Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$1.50
Avg IV
0.3%
IV Rank
10%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260915 $3.85 $1.50 0.3% 10%
20260914 $4.08 $1.57 0.4% 14%
20260911 $4.05 $1.75 0.3% 3%
20260910 $4.45 $2.08 0.3% 7%
20260909 $4.42 $2.20 0.5% 25%
20260908 $4.58 $2.60 0.4% 18%
20260904 $4.42 $2.45 0.4% 13%
20260903 $4.40 $2.47 0.3% 0%
20260902 $2.77 $2.77 0.6% 33%
20260901 $3.15 $3.15 0.8% 65%
20260831 $2.67 $2.67 0.6% 40%
20260828 $2.52 $2.52 0.6% 41%
20260827 $3.02 $3.02 0.5% 29%
20260826 $3.10 $3.10 0.6% 43%
20260825 $3.23 $3.23 0.5% 19%
20260824 $3.28 $3.28 0.6% 37%
20260821 $3.40 $0.93 0.5% 26%
20260820 $3.35 $1.50 0.6% 35%
20260819 $3.60 $1.30 0.6% 33%
20260818 $3.72 $1.20 0.6% 34%
20260817 $3.75 $1.42 0.5% 16%
20260814 $3.85 $1.80 0.5% 16%
20260813 $3.95 $1.77 0.5% 22%
20260812 $3.95 $1.83 0.4% 14%
20260811 $4.45 $2.42 0.5% 20%
20260810 $4.38 $2.48 0.5% 17%
20260806 $4.60 $2.95 0.5% 18%
20260805 $2.60 $2.60 0.9% 82%
20260804 $2.77 $2.77 0.9% 81%
20260803 $3.10 $3.10 1.0% 91%
20260731 $3.33 $3.33 0.9% 79%
20260730 $3.85 $3.85 0.9% 79%
20260729 $4.15 $4.15 0.9% 76%
20260728 $4.95 $4.95 0.9% 74%
20260727 $5.05 $5.05 0.7% 58%
20260724 $4.85 $4.85 0.8% 62%
20260723 $5.35 $5.35 0.7% 54%
20260722 $4.97 $4.97 0.8% 61%
20260721 $4.97 $4.97 0.8% 60%
20260720 $5.20 $5.20 0.8% 60%
20260716 $5.33 $1.50 0.6% 37%
20260715 $5.40 $1.27 0.6% 41%
20260714 $5.35 $1.43 0.7% 46%
20260713 $5.58 $1.98 0.6% 32%
20260710 $5.60 $1.75 0.7% 46%
20260709 $5.97 $2.27 0.7% 45%
20260708 $6.00 $2.27 0.7% 52%
20260707 $5.82 $2.08 0.7% 45%
20260706 $6.33 $2.60 0.7% 46%
20260702 $2.88 $2.88 0.6% 36%
20260701 $3.10 $3.10 0.9% 74%
20260630 $3.10 $3.10 0.9% 77%
20260629 $2.95 $2.95 0.8% 60%
20260626 $3.20 $3.20 0.5% 23%
20260625 $3.30 $3.30 0.7% 54%
20260624 $3.70 $3.70 0.6% 43%
20260623 $3.75 $3.75 0.7% 50%
20260622 $3.48 $3.48 0.6% 44%
20260618 $3.75 $0.90 0.6% 38%
20260617 $3.77 $1.25 0.6% 38%