OSCR · Expected Move
Oscar Health, Inc.
The expected move for OSCR 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).
OSCR 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 OSCR Expected Move
30-Day Straddle
$5.62
7-Day Straddle
$1.97
30-Day ATM IV
75.7%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to OSCR'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.
OSCR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $5.62 | $1.97 | 75.7% | 43% |
| 20261016 | $5.64 | $2.24 | 78.5% | 50% |
| 20261015 | $6.11 | $2.59 | 80.1% | 54% |
| 20261014 | $6.68 | $3.09 | 83.5% | 63% |
| 20261013 | $6.03 | $2.88 | 77.6% | 48% |
| 20261012 | $6.19 | $2.08 | 78.1% | 49% |
| 20261009 | $5.76 | $2.13 | 76.1% | 44% |
| 20261008 | $5.19 | $2.41 | 71.7% | 33% |
| 20261007 | $5.54 | $2.56 | 73.8% | 39% |
| 20261006 | $5.45 | $2.73 | 71.5% | 33% |
| 20261005 | $5.57 | $2.47 | 70.2% | 29% |
| 20261002 | $4.36 | $2.13 | 69.2% | 27% |
| 20261001 | $4.31 | $2.08 | 64.9% | 16% |
| 20260930 | $4.63 | $2.80 | 65.6% | 18% |
| 20260929 | $4.49 | $2.56 | 64.4% | 15% |
| 20260928 | $4.71 | $1.80 | 65.5% | 18% |
| 20260925 | $4.06 | $2.12 | 62.3% | 10% |
| 20260924 | $4.26 | $2.18 | 65.3% | 17% |
| 20260923 | $4.53 | $2.48 | 65.0% | 17% |
| 20260922 | $5.02 | $2.76 | 69.5% | 28% |
| 20260921 | $4.99 | $1.89 | 66.7% | 21% |
| 20260918 | $4.46 | $2.23 | 63.2% | 12% |
| 20260917 | $4.62 | $2.50 | 64.7% | 16% |
| 20260916 | $4.86 | $2.76 | 65.1% | 17% |
| 20260915 | $5.05 | $3.20 | 67.9% | 24% |
| 20260914 | $5.33 | $2.65 | 67.8% | 24% |
| 20260911 | $4.68 | $2.78 | 66.1% | 19% |
| 20260910 | $5.05 | $3.01 | 69.3% | 27% |
| 20260909 | $4.88 | $3.17 | 67.6% | 23% |
| 20260908 | $5.17 | $3.46 | 67.4% | 23% |
| 20260904 | $4.63 | $1.99 | 64.6% | 16% |
| 20260903 | $4.96 | $2.26 | 67.3% | 22% |
| 20260902 | $4.66 | $2.25 | 66.9% | 21% |
| 20260901 | $4.74 | $2.39 | 68.4% | 25% |
| 20260831 | $5.05 | $1.92 | 69.6% | 28% |
| 20260828 | $4.42 | $2.21 | 66.3% | 20% |
| 20260827 | $4.38 | $2.38 | 63.9% | 14% |
| 20260826 | $4.76 | $2.63 | 66.7% | 21% |
| 20260825 | $4.84 | $2.49 | 67.6% | 23% |
| 20260824 | $5.44 | $2.04 | 71.1% | 32% |
| 20260821 | $4.67 | $2.10 | 65.5% | 18% |
| 20260820 | $4.65 | $2.40 | 67.1% | 22% |
| 20260819 | $4.69 | $2.47 | 64.6% | 16% |
| 20260818 | $4.69 | $2.66 | 63.9% | 14% |
| 20260817 | $5.16 | $1.86 | 64.0% | 14% |
| 20260814 | $4.21 | $2.14 | 59.1% | 2% |
| 20260813 | $4.03 | $2.37 | 58.7% | 1% |
| 20260812 | $4.09 | $2.30 | 58.3% | 0% |
| 20260811 | $3.86 | $2.17 | 60.2% | 1% |
| 20260810 | $4.21 | $1.84 | 63.3% | 9% |
| 20260807 | — | — | 67.7% | 21% |
| 20260806 | $4.29 | $2.90 | 69.5% | 25% |
| 20260805 | $5.12 | $4.75 | 98.6% | 100% |
| 20260804 | $6.12 | $4.53 | 87.2% | 88% |
| 20260803 | $6.25 | $4.26 | 86.9% | 87% |
| 20260731 | $5.98 | $4.08 | 85.3% | 82% |
| 20260730 | $5.88 | $4.35 | 83.7% | 77% |
| 20260729 | $6.21 | $4.57 | 87.8% | 90% |
| 20260728 | $6.35 | $4.89 | 88.1% | 90% |
| 20260727 | $5.73 | $2.00 | 88.0% | 90% |
More on OSCR
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.