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
$1.78
7-Day Straddle
$1.90
Avg IV
0.6%
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
20260904 $1.78 $1.90 0.6% 0%
20260903 $2.45 $1.30 0.7% 0%
20260902 $1.70 $1.70 1.2% 30%
20260901 $1.77 $1.77 2.1% 100%
20260831 $1.55 $1.55 0.9% 13%
20260828 $2.02 $2.02 1.4% 48%
20260827 $1.57 $1.57 1.5% 60%
20260826 $1.30 $1.30 0.9% 9%
20260825 $1.15 $1.15 1.5% 56%
20260824 $1.65 $1.65 1.5% 53%
20260821 $1.70 $1.15 1.3% 37%
20260820 $1.38 $1.23 1.5% 55%
20260819 $1.73 $1.50 1.2% 36%
20260818 $1.92 $1.42 1.4% 47%
20260817 $2.10 $1.45 1.3% 43%
20260814 $1.70 $2.10 1.3% 43%
20260813 $2.02 $1.95 1.3% 39%
20260812 $2.50 $1.70 0.8% 3%
20260811 $2.05 $2.30 0.8% 5%
20260810 $2.17 $2.20 1.1% 29%
20260806 $2.45 $1.55 1.2% 33%
20260805 $1.65 $1.65 2.1% 90%
20260804 $2.42 $2.42 2.0% 84%
20260803 $2.00 $2.00 1.4% 44%
20260731 $2.12 $2.12 1.4% 40%
20260730 $2.75 $2.75 1.5% 53%
20260729 $2.35 $2.35 1.6% 57%
20260728 $2.22 $2.22 1.3% 39%
20260727 $2.23 $2.23 1.6% 60%
20260724 $2.40 $2.40 1.1% 20%
20260723 $2.12 $2.12 1.6% 56%
20260722 $2.33 $2.33 1.4% 45%
20260721 $2.38 $2.38 1.1% 24%
20260720 $2.95 $2.95 1.3% 36%
20260716 $2.35 $1.88 0.8% 0%
20260715 $2.52 $1.15 1.3% 37%
20260714 $2.42 $1.10 0.9% 9%
20260713 $2.52 $1.25 1.0% 19%
20260710 $2.83 $0.62 1.2% 30%
20260709 $2.10 $0.98 0.8% 5%
20260708 $2.02 $1.62 0.9% 12%
20260707 $1.65 $0.68 1.3% 35%
20260706 $2.35 $0.77 0.8% 1%
20260702 $1.12 $1.12 1.9% 79%
20260701 $1.00 $1.00 1.0% 15%
20260630 $1.12 $1.12 1.1% 26%
20260629 $1.62 $1.62 1.5% 51%
20260626 $1.70 $1.70 1.0% 13%
20260625 $1.25 $1.25 1.6% 58%
20260624 $1.93 $1.93 1.5% 48%
20260623 $1.60 $1.60 1.3% 35%
20260622 $1.73 $1.73 1.5% 52%
20260618 $1.92 $1.30 1.3% 39%
20260617 $2.70 $2.00 1.8% 68%
20260616 $1.60 $1.18 1.3% 40%
20260615 $1.27 $0.92 1.4% 43%
20260613 $1.68 $1.10 1.1% 25%
20260612 $1.83 $0.88 1.1% 23%
20260611 $2.25 $4.30 1.7% 66%
20260610 $1.62 $1.70 0.8% 4%