ORC · Expected Move
Orchid Island Capital, Inc.
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).
ORC 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 ORC Expected Move
30-Day Straddle
$0.40
7-Day Straddle
$0.15
30-Day ATM IV
30.2%
IV Rank
21%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $0.40 | $0.15 | 30.2% | 21% |
| 20261015 | $0.43 | $0.25 | 31.9% | 22% |
| 20261014 | $0.30 | $0.17 | 34.0% | 23% |
| 20261013 | $0.45 | $0.20 | 33.6% | 23% |
| 20261012 | $0.50 | $0.17 | 37.1% | 25% |
| 20261009 | $0.62 | $0.25 | 44.8% | 31% |
| 20261008 | $0.43 | $0.33 | 35.9% | 25% |
| 20261007 | $0.35 | $0.28 | 32.6% | 22% |
| 20261006 | $0.45 | $0.30 | 32.7% | 22% |
| 20261005 | $0.48 | $0.50 | 33.2% | 23% |
| 20261002 | $0.22 | $0.22 | 23.4% | 16% |
| 20261001 | $0.35 | $0.35 | 47.0% | 32% |
| 20260930 | $0.60 | $0.60 | 70.1% | 49% |
| 20260929 | $0.83 | $0.83 | — | — |
| 20260928 | $0.75 | $0.75 | 58.5% | 41% |
| 20260925 | $3.08 | $3.08 | — | — |
| 20260924 | $0.93 | $0.93 | 59.7% | 41% |
| 20260923 | $1.02 | $1.02 | 68.0% | 47% |
| 20260922 | $1.05 | $1.05 | — | — |
| 20260921 | $1.10 | $1.10 | — | — |
| 20260918 | $0.97 | $1.07 | 71.2% | 50% |
| 20260917 | $1.25 | $1.15 | — | — |
| 20260916 | $0.88 | $3.15 | — | — |
| 20260915 | $3.35 | $3.08 | — | — |
| 20260914 | $3.70 | $1.27 | — | — |
| 20260911 | $3.20 | $3.12 | — | — |
| 20260910 | $1.15 | $3.65 | 52.0% | 36% |
| 20260909 | $1.07 | $0.95 | 23.9% | 16% |
| 20260908 | $1.12 | $2.83 | 43.9% | 30% |
| 20260904 | $2.95 | $2.88 | — | — |
| 20260903 | $1.12 | $0.88 | 84.2% | 59% |
| 20260902 | $0.62 | $0.62 | 22.0% | 15% |
| 20260901 | $0.97 | $0.97 | — | — |
| 20260831 | $0.85 | $0.85 | 20.6% | 14% |
| 20260828 | $2.83 | $2.83 | 35.7% | 24% |
| 20260827 | $2.80 | $2.80 | 32.8% | 22% |
| 20260826 | $2.88 | $2.88 | — | — |
| 20260825 | $0.95 | $0.95 | 37.0% | 25% |
| 20260824 | $0.90 | $0.90 | 37.1% | 25% |
| 20260821 | $0.90 | $2.77 | 1.0% | 0% |
| 20260820 | $0.00 | $0.00 | 4.8% | 2% |
| 20260819 | $2.23 | $1.25 | — | — |
| 20260818 | $0.00 | $0.00 | 45.3% | 31% |
| 20260817 | $0.00 | $0.00 | — | — |
| 20260814 | $0.00 | $0.00 | 142.7% | 100% |
| 20260813 | $2.27 | $2.83 | — | — |
| 20260812 | $3.00 | $2.83 | — | — |
| 20260811 | $1.05 | $2.88 | — | — |
| 20260810 | $8.68 | $3.00 | 62.4% | 50% |
| 20260806 | $8.68 | $8.55 | 122.9% | 100% |
| 20260805 | $8.57 | $8.57 | 66.0% | 70% |
| 20260804 | $2.40 | $2.40 | 28.3% | 29% |
| 20260803 | $1.05 | $1.05 | 79.8% | 85% |
| 20260731 | $2.97 | $2.97 | 68.9% | 74% |
| 20260730 | $3.23 | $3.23 | 69.4% | 74% |
| 20260729 | $1.05 | $1.05 | 41.8% | 44% |
| 20260728 | $8.55 | $8.55 | 61.4% | 65% |
| 20260727 | $3.50 | $3.50 | — | — |
| 20260724 | $2.77 | $2.77 | 79.0% | 85% |
| 20260723 | $2.95 | $2.95 | 72.2% | 77% |
More on ORC
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.