ORR · Expected Move

Militia Long/Short Equity ETF · ETF

The expected move for ORR 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).

ORR straddle price & implied vol

60 sessions

Bars: 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 ORR Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$3.50
30-Day ATM IV
25.0%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to ORR'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.
ORR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.50 $3.50 25.0% 32%
20261021 $1.70 $1.70 17.2% 11%
20261020 $2.00 $2.00 18.1% 14%
20261019 $2.23 $2.23 24.4% 30%
20261016 $1.80 $1.42 16.7% 10%
20261015 $1.85 $0.97 21.2% 22%
20261014 $1.73 $0.62 17.5% 12%
20261013 $1.27 $1.05 16.5% 9%
20261012 $2.05 $1.10 16.7% 10%
20261009 $1.98 $1.22 — —
20261008 $3.12 $0.78 18.9% 16%
20261007 $2.28 $0.88 20.2% 19%
20261006 $2.45 $0.90 22.8% 26%
20261005 $2.20 $0.88 18.1% 14%
20261002 $0.90 $0.90 18.1% 14%
20261001 $1.73 $1.73 22.8% 26%
20260930 $0.88 $0.88 16.3% 9%
20260929 $0.98 $0.98 25.0% 32%
20260928 $0.98 $0.98 16.4% 9%
20260925 $1.05 $1.05 21.2% 22%
20260924 $0.85 $0.85 12.9% 0%
20260923 $1.00 $1.00 16.0% 3%
20260922 $1.12 $1.12 19.3% 12%
20260921 $1.12 $1.12 19.6% 13%
20260918 $1.23 $2.88 23.6% 24%
20260917 $1.85 $0.38 27.4% 35%
20260916 $1.52 $1.05 23.9% 25%
20260915 $2.00 $0.68 18.8% 11%
20260914 $1.98 $0.55 20.0% 14%
20260911 $1.98 $0.53 21.0% 17%
20260910 $1.60 $0.80 18.1% 9%
20260909 $1.82 $0.88 17.6% 7%
20260908 $2.05 $0.75 19.9% 14%
20260904 $2.17 $0.82 24.8% 27%
20260903 $2.02 $0.70 17.7% 8%
20260902 $0.85 $0.85 21.9% 20%
20260901 $0.98 $0.98 18.6% 10%
20260831 $1.02 $1.02 18.6% 10%
20260828 $1.08 $1.08 17.5% 7%
20260827 $1.00 $1.00 16.8% 5%
20260826 $1.07 $1.07 16.1% 3%
20260825 $1.12 $1.12 17.0% 6%
20260824 $1.12 $1.12 16.6% 5%
20260821 $1.02 $3.07 23.3% 23%
20260820 $1.80 $1.65 19.4% 12%
20260819 $1.70 $1.60 19.2% 12%
20260818 $1.65 $1.25 — —
20260817 $1.73 $8.50 18.3% 9%
20260814 $1.93 $1.75 18.6% 10%
20260813 $1.35 $1.75 19.0% 11%
20260812 $1.45 $2.10 15.0% 0%
20260811 $1.45 $1.20 18.9% 0%
20260810 $1.70 $1.30 26.5% 23%
20260807 — — 24.8% 18%
20260806 $2.90 $5.00 24.8% 18%
20260805 $1.95 $1.95 19.3% 0%
20260804 $2.27 $2.27 24.4% 15%
20260803 $2.50 $2.50 24.4% 15%
20260731 $2.40 $2.40 25.7% 19%
20260730 $2.73 $2.73 24.4% 15%

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.