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
$3.05
7-Day Straddle
$1.62
Avg IV
1.0%
IV Rank
17%
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
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%
20260504 $2.60 $1.45 1.1% 19%
20260502 $0.88 $0.88 1.5% 41%
20260501 $0.90 $0.90 1.5% 40%
20260430 $1.90 $1.90 1.7% 50%
20260429 $2.15 $2.15 2.0% 67%
20260428 $2.30 $2.30 2.6% 100%
20260427 $2.55 $2.55 1.3% 39%
20260424 $2.23 $2.23 2.0% 85%
20260423 $2.50 $2.50 1.3% 35%
20260422 $1.78 $1.78 1.7% 68%
20260421 $1.75 $1.75 1.8% 73%
20260420 $1.35 $1.35 1.1% 28%
20260417 $1.38 $1.23 1.2% 28%
20260416 $2.35 $1.32 1.7% 68%
20260415 $2.20 $1.43 1.5% 51%
20260414 $2.10 $1.22 1.5% 51%
20260413 $2.22 $1.23 1.0% 17%
20260410 $2.15 $1.38 1.4% 47%
20260409 $2.23 $2.55 1.0% 18%
20260408 $2.27 $1.40 1.2% 33%
20260407 $2.98 $2.58 0.9% 13%
20260406 $2.60 $1.65 1.4% 47%
20260402 $3.20 $1.73 1.0% 19%
20260401 $2.23 $2.23 1.9% 78%
20260331 $2.17 $2.17 1.6% 59%
20260330 $2.45 $2.45 1.8% 76%
20260327 $2.02 $2.02 1.4% 48%
20260326 $1.48 $1.48 1.6% 59%
20260325 $1.98 $1.98 1.6% 61%
20260324 $1.98 $1.98 1.4% 44%