ORI · Expected Move
Old Republic International Corporation
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).
ORI 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 ORI Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.48
30-Day ATM IV
33.5%
IV Rank
39%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.48 | $2.48 | 33.5% | 39% |
| 20261016 | $2.20 | $0.95 | 22.6% | 9% |
| 20261015 | $2.40 | $1.15 | 24.7% | 14% |
| 20261014 | $2.83 | $2.38 | 26.7% | 20% |
| 20261013 | $2.78 | $2.50 | 26.2% | 19% |
| 20261012 | $2.70 | $2.35 | 29.2% | 27% |
| 20261009 | $3.05 | $2.45 | 55.7% | 100% |
| 20261008 | $3.10 | $1.95 | 31.5% | 40% |
| 20261007 | $3.10 | $2.05 | 31.5% | 40% |
| 20261006 | $3.48 | $1.97 | 33.5% | 46% |
| 20261005 | $3.48 | $4.33 | 49.7% | 100% |
| 20261002 | $2.55 | $2.55 | 30.9% | 66% |
| 20261001 | $2.73 | $2.73 | 25.7% | 36% |
| 20260930 | $3.38 | $3.38 | 33.3% | 80% |
| 20260929 | $2.48 | $2.48 | 32.8% | 77% |
| 20260928 | $1.95 | $1.95 | 29.2% | 56% |
| 20260925 | $2.42 | $2.42 | 31.6% | 70% |
| 20260924 | $2.35 | $2.35 | 29.0% | 55% |
| 20260923 | $1.92 | $1.92 | 36.9% | 100% |
| 20260922 | $1.58 | $1.58 | 29.1% | 81% |
| 20260921 | $1.72 | $1.72 | 23.3% | 32% |
| 20260918 | $1.75 | $0.15 | 19.9% | 4% |
| 20260917 | $2.20 | $1.50 | 23.7% | 27% |
| 20260916 | $2.40 | $1.65 | 24.7% | 44% |
| 20260915 | $2.38 | $1.30 | 23.6% | 38% |
| 20260914 | $2.57 | $2.70 | 23.9% | 40% |
| 20260911 | $2.60 | $1.57 | 24.5% | 43% |
| 20260910 | $2.72 | $1.50 | 26.7% | 55% |
| 20260909 | $2.73 | $1.30 | 25.3% | 47% |
| 20260908 | $2.58 | $1.73 | 24.8% | 45% |
| 20260904 | $2.77 | $1.85 | 23.1% | 35% |
| 20260903 | $3.02 | $2.95 | 20.1% | 20% |
| 20260902 | $2.15 | $2.15 | 23.1% | 36% |
| 20260901 | $1.85 | $1.85 | 26.6% | 55% |
| 20260831 | $1.83 | $1.83 | 29.6% | 71% |
| 20260828 | $2.73 | $2.73 | 25.0% | 46% |
| 20260827 | $2.43 | $2.43 | 22.4% | 32% |
| 20260826 | $3.23 | $3.23 | 26.1% | 52% |
| 20260825 | $2.35 | $2.35 | 24.9% | 45% |
| 20260824 | $2.65 | $2.65 | 23.1% | 36% |
| 20260821 | $2.27 | $2.65 | 22.7% | 34% |
| 20260820 | $2.60 | $2.35 | 23.5% | 38% |
| 20260819 | $2.62 | $2.02 | 26.0% | 51% |
| 20260818 | $3.50 | $3.20 | 26.6% | 54% |
| 20260817 | $3.17 | $2.60 | 22.4% | 32% |
| 20260814 | $2.98 | $2.55 | 22.3% | 31% |
| 20260813 | $3.10 | $2.80 | 26.5% | 54% |
| 20260812 | $2.95 | $4.40 | 23.2% | 36% |
| 20260811 | $3.05 | $5.05 | 24.9% | 45% |
| 20260810 | $3.53 | $3.05 | 28.0% | 62% |
| 20260807 | — | — | 27.0% | 57% |
| 20260806 | $2.83 | $2.00 | 23.2% | 36% |
| 20260805 | $1.60 | $1.60 | 23.4% | 37% |
| 20260804 | $2.42 | $2.42 | 27.8% | 61% |
| 20260803 | $2.27 | $2.27 | — | — |
| 20260731 | $2.57 | $2.57 | 25.0% | 46% |
| 20260730 | $2.02 | $2.02 | 29.3% | 69% |
| 20260729 | $2.20 | $2.20 | 23.6% | 38% |
| 20260728 | $2.25 | $2.25 | 22.4% | 32% |
| 20260727 | $2.60 | $2.60 | 25.7% | 49% |
More on ORI
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.