OSG · Expected Move

Octave Specialty Group, Inc.

The expected move for OSG 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).

OSG 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 OSG Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.20
30-Day ATM IV
118.3%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to OSG'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.
OSG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $1.20 $1.20 118.3% 100%
20261023 $0.93 $0.93 90.1% 64%
20261022 $1.20 $1.20 77.8% 43%
20261021 $0.97 $0.97 88.4% 61%
20261020 $0.82 $0.82 78.5% 44%
20261019 $1.00 $1.00 82.0% 50%
20261016 $0.97 $10.57 82.8% 51%
20261015 $0.93 $0.65 — —
20261014 $1.12 $0.70 91.6% 66%
20261013 $0.98 $2.30 — —
20261012 $1.12 $10.40 86.4% 57%
20261009 $0.95 $0.45 72.4% 33%
20261008 $1.68 $0.55 — —
20261007 $1.57 $0.53 — —
20261006 $8.07 $0.55 76.7% 41%
20261005 $1.05 $0.85 82.6% 51%
20261002 $0.85 $0.85 98.2% 78%
20261001 $1.50 $1.50 68.4% 27%
20260930 $1.45 $1.45 74.5% 37%
20260929 $0.95 $0.95 85.2% 55%
20260928 $7.95 $7.95 90.8% 65%
20260925 $0.95 $0.95 89.9% 63%
20260924 $0.90 $0.90 82.7% 51%
20260923 $0.88 $0.88 83.3% 52%
20260922 $0.88 $0.88 76.6% 41%
20260921 $1.70 $1.70 111.3% 100%
20260918 $1.20 $1.45 93.9% 74%
20260917 $1.10 $2.58 86.8% 61%
20260916 $0.57 $0.55 — —
20260915 $0.75 $0.53 — —
20260914 $0.90 $0.62 73.0% 36%
20260911 $1.20 $0.95 73.1% 36%
20260910 $0.90 $0.60 79.4% 48%
20260909 $0.65 $0.65 60.8% 14%
20260908 $0.80 $7.62 68.7% 28%
20260904 $0.97 $0.57 86.7% 60%
20260903 $0.80 $0.57 60.0% 13%
20260902 $1.50 $1.50 59.6% 12%
20260901 $0.65 $0.65 63.9% 19%
20260831 $8.22 $8.22 98.0% 79%
20260828 $0.57 $0.57 57.2% 8%
20260827 $0.57 $0.57 66.2% 15%
20260826 $0.67 $0.67 60.0% 8%
20260825 $0.53 $0.53 52.8% 0%
20260824 $0.78 $0.78 69.0% 13%
20260821 $1.00 $2.48 81.9% 28%
20260820 $0.93 $0.58 74.3% 20%
20260819 $2.02 $0.53 — —
20260818 $0.80 $0.55 — —
20260817 $0.70 $0.72 61.5% 5%
20260814 $7.97 $0.60 108.6% 60%
20260813 $1.00 $0.68 81.0% 27%
20260812 $0.90 $0.62 — —
20260811 $1.00 $0.78 76.7% 22%
20260810 $0.70 $0.68 63.7% 7%
20260807 — — 67.9% 12%
20260806 $1.23 $1.02 87.6% 35%
20260805 $1.07 $1.07 89.3% 37%
20260804 $1.12 $1.12 80.7% 27%
20260803 $1.30 $1.30 91.5% 40%

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.