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
$3.78
7-Day Straddle
$3.78
Avg IV
0.5%
IV Rank
11%
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
20260721 $3.78 $3.78 0.5% 11%
20260720 $3.27 $3.27 0.7% 34%
20260716 $3.40 $1.30 0.4% 5%
20260715 $2.55 $0.75 0.7% 35%
20260714 $3.50 $1.30 0.7% 30%
20260713 $3.25 $0.75 0.5% 8%
20260710 $3.33 $0.95 0.5% 16%
20260709 $3.30 $1.27 0.7% 38%
20260708 $3.33 $1.07 0.6% 27%
20260707 $3.58 $1.00 0.6% 22%
20260706 $3.60 $1.30 0.6% 21%
20260702 $0.93 $0.93 0.8% 44%
20260701 $1.88 $1.88 0.6% 25%
20260630 $1.73 $1.73 0.9% 59%
20260629 $1.43 $1.43 0.7% 35%
20260626 $1.70 $1.70 0.7% 29%
20260625 $1.85 $1.85 0.8% 41%
20260624 $1.60 $1.60 0.8% 39%
20260623 $1.58 $1.58 0.7% 30%
20260622 $2.12 $2.12 0.5% 15%
20260618 $2.20 $1.38 0.5% 11%
20260617 $3.12 $1.55 0.7% 36%
20260616 $2.42 $1.20 0.5% 16%
20260615 $2.92 $1.40 0.7% 30%
20260613 $2.33 $1.70 0.5% 16%
20260612 $2.40 $1.70 0.5% 7%
20260611 $2.72 $1.72 0.7% 28%
20260610 $3.17 $1.90 0.5% 11%
20260609 $2.42 $2.20 0.6% 20%
20260608 $2.33 $2.25 0.6% 23%
20260605 $2.03 $2.82 0.4% 1%
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%