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
$1.90
7-Day Straddle
$1.90
Avg IV
1.3%
IV Rank
31%
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
20260925 $1.90 $1.90 1.3% 31%
20260924 $1.88 $1.88 1.4% 37%
20260923 $1.58 $1.58 0.8% 8%
20260922 $1.43 $1.43 1.3% 31%
20260921 $1.48 $1.48 1.1% 19%
20260918 $1.58 $1.20 1.0% 17%
20260917 $1.45 $3.58 1.3% 32%
20260916 $1.50 $0.82 1.2% 28%
20260915 $1.85 $1.48 1.0% 16%
20260914 $2.25 $1.77 1.2% 28%
20260911 $1.85 $0.80 0.9% 13%
20260910 $1.98 $1.55 0.9% 13%
20260909 $1.62 $1.55 0.9% 12%
20260908 $1.90 $1.45 1.3% 29%
20260904 $1.88 $1.42 0.8% 9%
20260903 $2.17 $1.05 0.7% 4%
20260902 $1.60 $1.60 2.1% 71%
20260901 $1.35 $1.35 2.2% 75%
20260831 $2.20 $2.20 1.7% 49%
20260828 $2.12 $2.12 2.1% 70%
20260827 $2.15 $2.15 1.9% 59%
20260826 $2.30 $2.30 1.8% 55%
20260825 $1.97 $1.97 1.8% 55%
20260824 $1.82 $1.82 2.0% 62%
20260821 $1.42 $1.43 1.6% 46%
20260820 $2.08 $1.20 1.9% 62%
20260819 $1.38 $1.40 1.5% 43%
20260818 $1.20 $1.43 1.6% 44%
20260817 $1.45 $0.88 1.7% 48%
20260814 $1.88 $1.73 1.4% 34%
20260813 $1.97 $0.90 1.6% 47%
20260812 $1.85 $1.40 1.4% 35%
20260811 $1.98 $1.27 1.5% 40%
20260810 $2.02 $1.60 1.8% 55%
20260806 $2.95 $1.30 1.3% 32%
20260805 $1.30 $1.30 2.7% 100%
20260804 $1.25 $1.25 1.8% 58%
20260803 $1.55 $1.55 1.8% 60%
20260731 $1.12 $1.12 1.9% 62%
20260730 $1.60 $1.60 2.1% 71%
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%