OSUR · Expected Move

OraSure Technologies Inc

The expected move for OSUR 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).

OSUR 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 OSUR Expected Move
30-Day Straddle
$3.60
7-Day Straddle
$2.10
30-Day ATM IV
193.9%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to OSUR'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.
OSUR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.60 $2.10 193.9% 39%
20261106 $11.80 $1.22 — —
20261105 $3.83 $1.32 — —
20261104 $11.38 $11.38 329.4% 80%
20261103 $1.10 $1.10 — —
20261102 $11.30 $11.30 — —
20261030 $3.55 $3.55 — —
20261029 $1.35 $1.35 — —
20261028 $1.00 $1.00 — —
20261027 $1.18 $1.18 72.0% 2%
20261026 $1.05 $1.05 109.7% 14%
20261023 $1.20 $1.20 87.4% 7%
20261022 $3.03 $3.03 — —
20261021 $1.60 $1.60 86.7% 7%
20261020 $0.90 $0.90 — —
20261019 $1.43 $1.43 98.2% 10%
20261016 $0.70 $11.05 — —
20261015 $1.48 $1.35 — —
20261014 $11.28 $1.30 — —
20261013 $1.75 $1.82 — —
20261012 $1.30 $1.32 — —
20261009 $1.30 $1.23 — —
20261008 $2.20 $1.95 — —
20261007 $1.15 $1.95 — —
20261006 $1.35 $1.33 167.7% 31%
20261005 $1.10 $3.40 69.4% 1%
20261002 $3.62 $3.62 — —
20261001 $3.67 $3.67 — —
20260930 $1.88 $1.88 119.6% 17%
20260929 $1.35 $1.35 — —
20260928 $1.35 $1.35 — —
20260925 $2.40 $2.40 — —
20260924 $2.17 $2.17 — —
20260923 $1.07 $1.07 81.8% 5%
20260922 $1.18 $1.18 — —
20260921 $1.47 $1.47 — —
20260918 $1.07 $2.23 — —
20260917 $1.30 $1.00 — —
20260916 $1.05 $3.50 — —
20260915 $1.18 $3.30 — —
20260914 $8.45 $9.18 — —
20260911 $2.17 $1.95 316.3% 76%
20260910 $3.23 $3.23 — —
20260909 $3.52 $0.65 — —
20260908 $1.27 $3.38 — —
20260904 $1.40 $0.97 — —
20260903 $2.40 $1.07 — —
20260902 $8.62 $8.62 169.2% 32%
20260901 $1.48 $1.48 147.9% 25%
20260831 $3.67 $3.67 — —
20260828 $3.62 $3.62 — —
20260827 $3.73 $3.73 — —
20260826 $4.72 $4.72 — —
20260825 $3.12 $3.12 — —
20260824 $1.83 $1.83 119.1% 16%
20260821 $1.38 $1.28 — —
20260820 $3.70 $1.40 — —
20260819 $2.30 $1.90 109.7% 14%
20260818 $2.27 $1.30 — —
20260817 $3.73 $3.62 — —

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.