ORA · Expected Move

Ormat Technologies, Inc.

The expected move for ORA 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).

ORA straddle price & implied vol

60 sessions

Bars: 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 ORA Expected Move
30-Day Straddle
$8.80
7-Day Straddle
$8.80
30-Day ATM IV
42.7%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to ORA'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.
ORA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $8.80 $8.80 42.7% 73%
20261021 $8.65 $8.65 41.9% 68%
20261020 $8.97 $8.97 41.9% 68%
20261019 $8.65 $8.65 41.7% 67%
20261016 $9.10 $1.48 41.2% 63%
20261015 $9.45 $2.03 42.0% 69%
20261014 $9.30 $3.62 41.0% 62%
20261013 $9.20 $3.33 38.8% 48%
20261012 $9.90 $3.55 40.8% 61%
20261009 $9.55 $3.40 39.2% 50%
20261008 $9.90 $4.17 39.9% 55%
20261007 $9.50 $3.92 37.9% 42%
20261006 $10.30 $4.47 37.8% 41%
20261005 $9.95 $4.47 37.6% 39%
20261002 $5.20 $5.20 36.9% 35%
20261001 $5.10 $5.10 37.4% 38%
20260930 $5.60 $5.60 36.6% 33%
20260929 $5.50 $5.50 36.8% 34%
20260928 $6.10 $6.10 39.0% 49%
20260925 $6.28 $6.28 35.1% 23%
20260924 $6.53 $6.53 35.5% 26%
20260923 $6.95 $6.95 36.2% 30%
20260922 $6.97 $6.97 34.9% 22%
20260921 $7.30 $7.30 36.2% 31%
20260918 $8.35 $3.12 36.3% 31%
20260917 $8.40 $2.97 37.1% 36%
20260916 $7.80 $2.88 36.8% 34%
20260915 $7.90 $3.65 36.6% 33%
20260914 $8.62 $4.33 37.7% 40%
20260911 $8.60 $3.95 36.9% 35%
20260910 $9.50 $5.08 37.8% 41%
20260909 $9.80 $5.35 38.6% 46%
20260908 $9.45 $5.10 34.2% 17%
20260904 $9.45 $5.50 33.1% 10%
20260903 $8.95 $5.35 31.6% 0%
20260902 $5.75 $5.75 32.6% 6%
20260901 $6.25 $6.25 33.1% 9%
20260831 $5.90 $5.90 32.2% 3%
20260828 $6.12 $6.12 31.8% 1%
20260827 $6.40 $6.40 32.3% 4%
20260826 $7.28 $7.28 35.4% 25%
20260825 $7.03 $7.03 32.3% 4%
20260824 $7.55 $7.55 34.6% 19%
20260821 $8.10 $1.85 34.6% 19%
20260820 $8.65 $2.53 35.4% 25%
20260819 $8.95 $2.77 35.4% 25%
20260818 $8.90 $3.20 34.8% 21%
20260817 $8.95 $4.00 33.2% 10%
20260814 $9.50 $3.72 33.5% 12%
20260813 $9.60 $4.92 34.0% 15%
20260812 $9.80 $5.20 33.9% 15%
20260811 $10.20 $5.85 35.1% 22%
20260810 $10.40 $5.90 35.9% 28%
20260807 — — 37.6% 39%
20260806 $12.00 $7.88 42.7% 73%
20260805 $8.02 $8.02 43.8% 80%
20260804 $8.20 $8.20 44.7% 86%
20260803 $8.40 $8.40 44.4% 85%
20260731 $9.00 $9.00 44.6% 86%
20260730 $9.25 $9.25 44.7% 87%

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.