OSPN (OneSpan Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for OSPN 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 OSPN Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.27
Avg IV
0.8%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to OSPN'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.
OSPN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $1.85 $1.27 0.8% 0%
20260605 $1.95 $1.15 0.9% 4%
20260604 $1.58 $1.07 0.9% 6%
20260603 $2.23 $1.17 1.5% 36%
20260602 $1.40 $1.40 1.6% 40%
20260601 $1.73 $1.73 1.7% 44%
20260529 $1.25 $1.25 1.4% 29%
20260528 $1.98 $1.98 1.3% 26%
20260527 $1.45 $1.45 1.6% 43%
20260526 $1.62 $1.62 1.3% 27%
20260522 $1.25 $1.25 1.2% 18%
20260521 $1.18 $1.18 1.3% 25%
20260520 $1.18 $1.18 1.4% 31%
20260519 $1.02 $1.02 1.4% 28%
20260518 $1.12 $1.12 1.4% 29%
20260515 $1.10 $0.72 1.3% 26%
20260514 $1.17 $1.10 1.0% 11%
20260513 $1.10 $0.73 1.3% 23%
20260512 $1.35 $0.88 1.0% 9%
20260511 $1.05 $0.90 1.2% 20%
20260510 $1.62 $0.70 1.2% 22%
20260508 $1.62 $0.70 1.2% 21%
20260507 $1.32 $1.23 0.9% 4%
20260506 $1.38 $0.90 1.0% 12%
20260505 $1.43 $1.50 1.0% 18%
20260504 $1.12 $1.15 1.1% 23%
20260502 $1.88 $1.88 1.7% 54%
20260501 $1.88 $1.88 1.4% 39%
20260430 $1.95 $1.95 1.7% 54%
20260429 $2.30 $2.30 1.2% 29%
20260428 $1.73 $1.73 1.6% 45%
20260427 $2.10 $2.10 1.1% 25%
20260424 $1.72 $1.72 1.6% 44%
20260423 $2.12 $2.12 2.1% 68%
20260422 $1.82 $1.82 1.5% 41%
20260421 $1.70 $1.70 1.0% 21%
20260420 $1.70 $1.70 1.4% 38%
20260417 $1.73 $2.00 1.7% 52%
20260416 $1.85 $1.57 1.0% 17%
20260415 $1.62 $2.67 0.9% 12%
20260414 $1.93 $1.00 1.3% 31%
20260413 $1.70 $0.82 0.9% 13%
20260410 $1.55 $0.90 1.1% 22%
20260409 $1.80 $8.57 1.2% 30%
20260408 $1.85 $8.88 1.2% 29%
20260407 $2.00 $1.38 1.0% 19%
20260406 $1.82 $2.70 0.9% 16%
20260402 $2.55 $1.43 0.8% 10%
20260401 $1.35 $1.35 1.8% 55%
20260331 $1.05 $1.05 1.7% 53%
20260330 $0.83 $0.83 2.2% 76%
20260327 $1.20 $1.20 2.0% 64%
20260326 $1.80 $1.80 1.2% 28%
20260325 $1.45 $1.45 1.7% 53%
20260324 $1.80 $1.80 2.0% 66%
20260323 $1.02 $1.02 1.2% 30%
20260320 $1.20 $0.88 1.5% 44%
20260319 $1.23 $0.72 1.4% 36%
20260318 $1.05 $1.50 1.5% 44%
20260317 $1.65 $1.60 1.3% 33%