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
$1.83
7-Day Straddle
$3.00
Avg IV
0.8%
IV Rank
44%
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 |
|---|---|---|---|---|
| 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% |
| 20260604 | $0.95 | $0.83 | 0.9% | 51% |
| 20260603 | $1.00 | $0.75 | 0.5% | 27% |
| 20260602 | $0.80 | $0.80 | 0.2% | 7% |
| 20260601 | $0.65 | $0.65 | 0.5% | 29% |
| 20260529 | $0.55 | $0.55 | 1.2% | 67% |
| 20260528 | $0.75 | $0.75 | 0.9% | 50% |
| 20260527 | $0.65 | $0.65 | 0.7% | 40% |
| 20260526 | $0.68 | $0.68 | 0.9% | 52% |
| 20260522 | $0.72 | $0.72 | 0.2% | 9% |
| 20260521 | $0.75 | $0.75 | 0.6% | 30% |
| 20260520 | $1.88 | $1.88 | 1.1% | 65% |
| 20260519 | $0.72 | $0.72 | 0.8% | 42% |
| 20260518 | $0.70 | $0.70 | 0.8% | 46% |
| 20260515 | $2.70 | $0.68 | 0.6% | 34% |
| 20260514 | $0.65 | $0.40 | 0.8% | 42% |
| 20260513 | $0.68 | $0.48 | 0.8% | 45% |
| 20260512 | $0.62 | $0.48 | 0.8% | 46% |
| 20260511 | $0.65 | $1.80 | 0.3% | 12% |
| 20260510 | $2.67 | $0.50 | 0.7% | 36% |
| 20260508 | $2.67 | $0.50 | 0.6% | 35% |
| 20260507 | $0.68 | $0.55 | 0.6% | 31% |
| 20260506 | $0.73 | $1.08 | 0.6% | 34% |
| 20260505 | $0.68 | $0.58 | 0.8% | 43% |
| 20260504 | $0.55 | $0.58 | 1.0% | 55% |
| 20260502 | $2.75 | $2.75 | 0.6% | 33% |
| 20260501 | $2.75 | $2.75 | 0.6% | 33% |
| 20260430 | $0.50 | $0.50 | 0.8% | 42% |
| 20260429 | $0.50 | $0.50 | 0.1% | 2% |
| 20260428 | $0.48 | $0.48 | 0.1% | 4% |
| 20260427 | $0.53 | $0.53 | 0.8% | 44% |
| 20260424 | $8.05 | $8.05 | 1.0% | 60% |