ORN (Orion Group Holdings, Inc)

Expected Move & Straddle Price History

The expected move for ORN 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 ORN Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.40
Avg IV
2.3%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to ORN'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.
ORN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260729 $1.40 $1.40 2.3% 82%
20260728 $2.00 $2.00 1.6% 46%
20260727 $3.60 $3.60 2.0% 69%
20260724 $2.08 $2.08 1.4% 38%
20260723 $2.70 $2.70 1.3% 32%
20260722 $2.75 $2.75 1.4% 37%
20260721 $3.08 $3.08 1.3% 34%
20260720 $3.00 $3.00 1.6% 49%
20260716 $2.67 $2.15 1.5% 42%
20260715 $3.38 $2.10 1.1% 20%
20260714 $3.60 $2.33 1.1% 21%
20260713 $3.55 $2.30 1.5% 43%
20260710 $3.75 $2.45 1.3% 30%
20260709 $3.62 $1.83 1.4% 40%
20260708 $3.30 $2.50 1.0% 19%
20260707 $3.58 $1.68 1.4% 36%
20260706 $3.52 $1.88 1.3% 33%
20260702 $2.40 $2.40 2.1% 72%
20260701 $2.80 $2.80 2.6% 96%
20260630 $2.08 $2.08 1.5% 44%
20260629 $2.40 $2.40 0.9% 12%
20260626 $3.12 $3.12 1.0% 15%
20260625 $3.10 $3.10 1.9% 60%
20260624 $3.00 $3.00 1.5% 43%
20260623 $2.75 $2.75 1.0% 18%
20260622 $1.73 $1.73 1.6% 49%
20260618 $2.27 $1.20 1.2% 29%
20260617 $2.83 $1.02 1.4% 40%
20260616 $2.48 $0.70 0.7% 0%
20260615 $2.83 $1.83 1.2% 26%
20260613 $3.05 $1.62 1.0% 17%
20260612 $3.05 $1.52 1.0% 19%
20260611 $3.08 $1.57 0.8% 8%
20260610 $3.35 $2.45 1.4% 39%
20260609 $3.43 $1.82 1.1% 24%
20260608 $3.38 $2.73 0.8% 6%
20260605 $3.45 $2.55 1.1% 21%
20260604 $3.52 $2.02 0.7% 0%
20260603 $3.45 $1.92 1.1% 15%
20260602 $1.95 $1.95 1.5% 39%
20260601 $2.40 $2.40 1.7% 47%
20260529 $2.25 $2.25 1.9% 61%
20260528 $2.75 $2.75 1.5% 38%
20260527 $2.25 $2.25 2.0% 67%
20260526 $1.55 $1.55 1.4% 34%
20260522 $2.70 $2.70 1.6% 42%
20260521 $3.15 $3.15 1.8% 57%
20260520 $2.42 $2.42 1.4% 33%
20260519 $2.38 $2.38 1.1% 15%
20260518 $2.62 $2.62 1.5% 39%
20260515 $2.60 $0.85 1.6% 46%
20260514 $1.83 $0.65 1.1% 18%
20260513 $2.67 $0.78 1.2% 21%
20260512 $1.88 $0.82 1.5% 36%
20260511 $2.75 $1.10 1.2% 21%
20260510 $2.50 $1.53 1.2% 23%
20260508 $2.50 $1.53 1.2% 21%
20260507 $2.65 $1.23 1.4% 36%
20260506 $2.58 $1.20 1.4% 34%
20260505 $2.85 $1.80 1.0% 15%