ORI (Old Republic International Corporation)

Expected Move & Straddle Price History

The expected move for ORI 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 ORI Expected Move
30-Day Straddle
$3.12
7-Day Straddle
$2.82
Avg IV
0.5%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to ORI'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.
ORI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260605 $3.12 $2.82 0.5% 7%
20260604 $2.42 $2.82 0.6% 17%
20260603 $1.85 $2.58 0.5% 9%
20260602 $2.27 $2.27 0.9% 54%
20260601 $2.30 $2.30 0.4% 0%
20260529 $2.73 $2.73 0.6% 18%
20260528 $2.52 $2.52 0.7% 27%
20260527 $1.75 $1.75 0.8% 48%
20260526 $1.75 $1.75 0.7% 33%
20260522 $1.95 $1.95 0.5% 13%
20260521 $2.88 $2.88 0.7% 29%
20260520 $1.77 $1.77 0.6% 27%
20260519 $1.85 $1.85 0.4% 12%
20260518 $1.88 $1.88 0.6% 30%
20260515 $2.58 $1.18 0.5% 22%
20260514 $1.90 $1.10 0.5% 14%
20260513 $2.40 $1.52 0.4% 10%
20260512 $2.35 $1.42 0.5% 14%
20260511 $2.42 $2.17 0.5% 22%
20260510 $2.50 $1.00 0.5% 22%
20260508 $2.50 $1.00 0.5% 20%
20260507 $3.02 $1.23 0.5% 22%
20260506 $2.75 $1.73 0.6% 24%
20260505 $2.95 $1.52 0.6% 26%
20260504 $2.98 $1.95 0.6% 27%
20260502 $1.27 $1.27 1.3% 100%
20260501 $1.52 $1.52 1.2% 100%
20260430 $1.50 $1.50 0.7% 48%
20260429 $1.07 $1.07 1.0% 90%
20260428 $1.48 $1.48 1.1% 99%
20260427 $1.98 $1.98 0.6% 31%
20260424 $1.95 $1.95 0.7% 52%
20260423 $1.90 $1.90 0.9% 76%
20260422 $3.25 $3.25 0.8% 59%
20260421 $2.85 $2.85 0.8% 59%
20260420 $3.35 $3.35 0.7% 52%
20260417 $3.42 $0.15 0.5% 20%
20260416 $2.75 $0.70 0.7% 53%
20260415 $3.40 $1.62 0.8% 59%
20260414 $2.58 $1.73 0.7% 45%
20260413 $3.03 $2.07 0.5% 29%
20260410 $2.90 $1.35 0.7% 46%
20260409 $4.00 $1.00 0.7% 48%
20260408 $3.50 $2.20 0.6% 41%
20260407 $3.12 $1.60 0.6% 32%
20260406 $3.62 $1.62 0.5% 23%
20260402 $3.12 $1.57 0.5% 25%
20260401 $1.62 $1.62 0.9% 84%
20260331 $2.08 $2.08 1.1% 99%
20260330 $1.30 $1.30 0.7% 46%
20260327 $1.38 $1.38 0.9% 74%
20260326 $2.75 $2.75 0.7% 55%
20260325 $2.50 $2.50 0.7% 50%
20260324 $2.10 $2.10 0.5% 25%
20260323 $2.70 $2.70 0.7% 54%
20260320 $3.03 $2.45 0.6% 42%
20260319 $2.85 $2.18 0.8% 68%
20260318 $2.80 $1.75 0.8% 71%
20260317 $1.97 $0.90 0.8% 61%
20260316 $1.93 $1.45 0.7% 54%