ORN · Expected Move
Orion Group Holdings, Inc
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).
ORN 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 ORN Expected Move
30-Day Straddle
$1.62
7-Day Straddle
$1.07
30-Day ATM IV
85.0%
IV Rank
46%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.62 | $1.07 | 85.0% | 46% |
| 20261106 | $1.30 | $1.07 | 76.3% | 36% |
| 20261105 | $1.23 | $1.27 | 46.3% | 0% |
| 20261104 | $2.42 | $2.42 | 78.8% | 28% |
| 20261103 | $1.95 | $1.95 | 81.5% | 31% |
| 20261102 | $1.77 | $1.77 | 81.3% | 31% |
| 20261030 | $1.50 | $1.50 | 76.3% | 24% |
| 20261029 | $1.72 | $1.72 | 74.3% | 21% |
| 20261028 | $4.12 | $4.12 | 130.4% | 100% |
| 20261027 | $1.95 | $1.95 | 87.7% | 46% |
| 20261026 | $2.55 | $2.55 | 87.0% | 45% |
| 20261023 | $2.50 | $2.50 | 97.7% | 62% |
| 20261022 | $2.33 | $2.33 | 105.6% | 75% |
| 20261021 | $2.62 | $2.62 | 81.2% | 36% |
| 20261020 | $2.05 | $2.05 | 77.7% | 30% |
| 20261019 | $1.65 | $1.65 | 76.3% | 28% |
| 20261016 | $1.60 | $1.62 | 77.3% | 29% |
| 20261015 | $2.02 | $1.65 | 84.5% | 41% |
| 20261014 | $1.75 | $1.30 | 82.8% | 38% |
| 20261013 | $1.88 | $1.10 | 77.6% | 30% |
| 20261012 | $2.17 | $0.98 | 83.0% | 39% |
| 20261009 | $1.85 | $1.43 | 74.6% | 25% |
| 20261008 | $1.88 | $1.42 | 74.4% | 25% |
| 20261007 | $2.15 | $1.55 | 73.3% | 23% |
| 20261006 | $1.77 | $1.25 | 108.4% | 79% |
| 20261005 | $2.40 | $1.30 | 90.7% | 52% |
| 20261002 | $1.80 | $1.80 | 72.5% | 23% |
| 20261001 | $1.67 | $1.67 | 73.5% | 25% |
| 20260930 | $1.90 | $1.90 | 79.4% | 34% |
| 20260929 | $1.58 | $1.58 | 82.7% | 39% |
| 20260928 | $1.93 | $1.93 | 93.4% | 56% |
| 20260925 | $1.90 | $1.90 | 83.4% | 40% |
| 20260924 | $1.88 | $1.88 | 78.4% | 41% |
| 20260923 | $1.58 | $1.58 | 77.5% | 40% |
| 20260922 | $1.43 | $1.43 | 71.9% | 32% |
| 20260921 | $1.48 | $1.48 | 73.9% | 35% |
| 20260918 | $1.58 | $1.20 | 75.4% | 37% |
| 20260917 | $1.45 | $3.58 | 81.7% | 46% |
| 20260916 | $1.50 | $0.82 | 78.7% | 42% |
| 20260915 | $1.85 | $1.48 | 79.5% | 43% |
| 20260914 | $2.25 | $1.77 | 89.9% | 57% |
| 20260911 | $1.85 | $0.80 | 77.2% | 40% |
| 20260910 | $1.98 | $1.55 | 80.9% | 45% |
| 20260909 | $1.62 | $1.55 | 63.7% | 21% |
| 20260908 | $1.90 | $1.45 | 77.7% | 40% |
| 20260904 | $1.88 | $1.42 | 77.2% | 40% |
| 20260903 | $2.17 | $1.05 | 76.1% | 38% |
| 20260902 | $1.60 | $1.60 | 78.3% | 41% |
| 20260901 | $1.35 | $1.35 | 81.2% | 45% |
| 20260831 | $2.20 | $2.20 | 89.6% | 57% |
| 20260828 | $2.12 | $2.12 | 85.1% | 50% |
| 20260827 | $2.15 | $2.15 | 81.9% | 46% |
| 20260826 | $2.30 | $2.30 | 84.7% | 50% |
| 20260825 | $1.97 | $1.97 | 64.7% | 23% |
| 20260824 | $1.82 | $1.82 | 80.6% | 44% |
| 20260821 | $1.42 | $1.43 | 59.1% | 15% |
| 20260820 | $2.08 | $1.20 | 91.5% | 59% |
| 20260819 | $1.38 | $1.40 | 64.9% | 23% |
| 20260818 | $1.20 | $1.43 | 67.2% | 26% |
| 20260817 | $1.45 | $0.88 | — | — |
More on ORN
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.