ORC (Orchid Island Capital, Inc.)
Expected Move & Straddle Price History
The expected move for ORC 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 ORC Expected Move
30-Day Straddle
$0.97
7-Day Straddle
$0.97
Avg IV
3.5%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to ORC'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.
ORC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $0.97 | $0.97 | 3.5% | 100% |
| 20260831 | $0.85 | $0.85 | 0.4% | 26% |
| 20260828 | $2.83 | $2.83 | 1.0% | 58% |
| 20260827 | $2.80 | $2.80 | 0.5% | 32% |
| 20260826 | $2.88 | $2.88 | 0.1% | 6% |
| 20260825 | $0.95 | $0.95 | 0.6% | 35% |
| 20260824 | $0.90 | $0.90 | 0.9% | 52% |
| 20260821 | $0.90 | $2.77 | 0.3% | 20% |
| 20260820 | $0.00 | $0.00 | 0.5% | 27% |
| 20260819 | $2.23 | $1.25 | 1.0% | 60% |
| 20260818 | $0.00 | $0.00 | 1.3% | 77% |
| 20260817 | $0.00 | $0.00 | 1.2% | 70% |
| 20260814 | $0.00 | $0.00 | 0.0% | 0% |
| 20260813 | $2.27 | $2.83 | 0.6% | 36% |
| 20260812 | $3.00 | $2.83 | 0.8% | 48% |
| 20260811 | $1.05 | $2.88 | 0.0% | 0% |
| 20260810 | $8.68 | $3.00 | 0.6% | 31% |
| 20260806 | $8.68 | $8.55 | 0.3% | 14% |
| 20260805 | $8.57 | $8.57 | 0.7% | 37% |
| 20260804 | $2.40 | $2.40 | 1.7% | 100% |
| 20260803 | $1.05 | $1.05 | 1.2% | 75% |
| 20260731 | $2.97 | $2.97 | 1.1% | 70% |
| 20260730 | $3.23 | $3.23 | 0.7% | 41% |
| 20260729 | $1.05 | $1.05 | 0.7% | 37% |
| 20260728 | $8.55 | $8.55 | 0.7% | 43% |
| 20260727 | $3.50 | $3.50 | 0.8% | 49% |
| 20260724 | $2.77 | $2.77 | 0.6% | 33% |
| 20260723 | $2.95 | $2.95 | 0.3% | 16% |
| 20260722 | $8.38 | $8.38 | 0.6% | 31% |
| 20260721 | $2.85 | $2.85 | 0.6% | 35% |
| 20260720 | $0.72 | $0.72 | 0.5% | 23% |
| 20260716 | $1.83 | $3.00 | 0.8% | 44% |
| 20260715 | $3.15 | $0.60 | 0.8% | 44% |
| 20260714 | $5.70 | $0.55 | 0.6% | 35% |
| 20260713 | $0.72 | $2.80 | 0.5% | 27% |
| 20260710 | $0.78 | $10.65 | 0.3% | 10% |
| 20260709 | $0.90 | $0.75 | 0.6% | 31% |
| 20260708 | $2.83 | $0.72 | 0.2% | 9% |
| 20260707 | $2.00 | $8.18 | 0.4% | 17% |
| 20260706 | $0.85 | $0.65 | 0.5% | 29% |
| 20260702 | $0.65 | $0.65 | 0.8% | 46% |
| 20260701 | $0.58 | $0.58 | 0.8% | 50% |
| 20260630 | $0.55 | $0.55 | 1.3% | 83% |
| 20260629 | $0.70 | $0.70 | 1.2% | 72% |
| 20260626 | $2.62 | $2.62 | 0.9% | 55% |
| 20260625 | $0.70 | $0.70 | 1.3% | 79% |
| 20260624 | $0.83 | $0.83 | 1.0% | 64% |
| 20260623 | $1.00 | $1.00 | 1.1% | 67% |
| 20260622 | $0.97 | $0.97 | 0.5% | 23% |
| 20260618 | $0.97 | $0.88 | 0.9% | 53% |
| 20260617 | $1.00 | $0.90 | 0.3% | 16% |
| 20260616 | $8.47 | $3.25 | 1.1% | 65% |
| 20260615 | $2.35 | $0.95 | 0.7% | 41% |
| 20260613 | $2.30 | $0.88 | 0.6% | 33% |
| 20260612 | $2.27 | $0.88 | 0.8% | 46% |
| 20260611 | $2.90 | $0.95 | 0.3% | 13% |
| 20260610 | $8.50 | $8.32 | 0.5% | 31% |
| 20260609 | $1.00 | $0.93 | 0.8% | 47% |
| 20260608 | $1.07 | $0.85 | 0.7% | 39% |
| 20260605 | $0.95 | $0.85 | 0.5% | 27% |