OR · Expected Move
OR Royalties Inc.
The expected move for OR 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).
OR 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 OR Expected Move
30-Day Straddle
$3.43
7-Day Straddle
$3.43
30-Day ATM IV
43.0%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to OR'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.
OR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.43 | $3.43 | 43.0% | 21% |
| 20261021 | $3.47 | $3.47 | 43.5% | 24% |
| 20261020 | $3.50 | $3.50 | 43.0% | 21% |
| 20261019 | $3.35 | $3.35 | 41.1% | 7% |
| 20261016 | $3.60 | $0.65 | 40.2% | 0% |
| 20261015 | $3.77 | $0.65 | 43.1% | 22% |
| 20261014 | $3.97 | $1.85 | — | — |
| 20261013 | $4.03 | $1.12 | 45.4% | 39% |
| 20261012 | $3.90 | $1.27 | 43.1% | 22% |
| 20261009 | $4.07 | $1.43 | 42.8% | 20% |
| 20261008 | $4.40 | $1.70 | 44.7% | 33% |
| 20261007 | $4.50 | $1.97 | 45.5% | 39% |
| 20261006 | $4.25 | $1.92 | 43.7% | 26% |
| 20261005 | $4.45 | $2.08 | 44.4% | 31% |
| 20261002 | $2.17 | $2.17 | 42.3% | 15% |
| 20261001 | $2.38 | $2.38 | 44.2% | 29% |
| 20260930 | $2.50 | $2.50 | 44.7% | 33% |
| 20260929 | $2.55 | $2.55 | 42.8% | 19% |
| 20260928 | $2.88 | $2.88 | 46.5% | 46% |
| 20260925 | $2.90 | $2.90 | 41.4% | 9% |
| 20260924 | $2.83 | $2.83 | 42.8% | 19% |
| 20260923 | $3.25 | $3.25 | 44.7% | 33% |
| 20260922 | $4.17 | $4.17 | 43.7% | 26% |
| 20260921 | $3.20 | $3.20 | 42.2% | 15% |
| 20260918 | $3.58 | $1.90 | 41.4% | 9% |
| 20260917 | $3.88 | $2.00 | 44.3% | 27% |
| 20260916 | $3.75 | $1.80 | 46.0% | 39% |
| 20260915 | $3.78 | $1.57 | 45.3% | 34% |
| 20260914 | $4.08 | $1.58 | 49.1% | 59% |
| 20260911 | $3.88 | $2.00 | 42.5% | 16% |
| 20260910 | $3.97 | $2.27 | 44.6% | 29% |
| 20260909 | $4.42 | $2.88 | 43.9% | 25% |
| 20260908 | $4.60 | $3.02 | 46.3% | 40% |
| 20260904 | $4.78 | $2.90 | 43.8% | 21% |
| 20260903 | $4.97 | $3.88 | 48.0% | 45% |
| 20260902 | $3.15 | $3.15 | 45.9% | 33% |
| 20260901 | $2.80 | $2.80 | 44.6% | 25% |
| 20260831 | $3.33 | $3.33 | 45.7% | 32% |
| 20260828 | $4.15 | $4.15 | 48.0% | 45% |
| 20260827 | $3.45 | $3.45 | 45.3% | 29% |
| 20260826 | $3.92 | $3.92 | 48.1% | 46% |
| 20260825 | $3.88 | $3.88 | 46.1% | 34% |
| 20260824 | $3.82 | $3.82 | 47.2% | 40% |
| 20260821 | $3.22 | $1.73 | 40.8% | 3% |
| 20260820 | $3.77 | $0.80 | 47.2% | 41% |
| 20260819 | $3.95 | $1.32 | 49.7% | 55% |
| 20260818 | $3.65 | $3.42 | 40.2% | 0% |
| 20260817 | $3.70 | $2.25 | 41.4% | 6% |
| 20260814 | $3.80 | $1.97 | 43.2% | 16% |
| 20260813 | $3.80 | $2.62 | 40.3% | 0% |
| 20260812 | $3.62 | $2.52 | 43.8% | 15% |
| 20260811 | $3.55 | $1.95 | 41.1% | 0% |
| 20260810 | $4.28 | $2.55 | 44.8% | 9% |
| 20260807 | — | — | 44.8% | 9% |
| 20260806 | $4.27 | $2.85 | 46.5% | 20% |
| 20260805 | $4.08 | $4.08 | 52.0% | 56% |
| 20260804 | $2.88 | $2.88 | 47.8% | 29% |
| 20260803 | $2.80 | $2.80 | 49.9% | 42% |
| 20260731 | $2.83 | $2.83 | 47.7% | 28% |
| 20260730 | $3.02 | $3.02 | 49.8% | 41% |
More on OR
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.