OSW · Expected Move

OneSpaWorld Holdings Limited Common Shares

The expected move for OSW 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).

OSW 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 OSW Expected Move
30-Day Straddle
$3.58
7-Day Straddle
$2.17
30-Day ATM IV
43.7%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to OSW'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.
OSW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261105 $3.58 $2.17 43.7% 25%
20261104 $2.25 $2.25 37.8% 8%
20261103 $2.17 $2.17 42.6% 22%
20261102 $2.05 $2.05 35.6% 2%
20261030 $2.58 $2.58 40.9% 17%
20261029 $2.50 $2.50 41.8% 19%
20261028 $3.12 $3.12 47.0% 34%
20261027 $2.97 $2.97 55.0% 56%
20261026 $2.33 $2.33 47.2% 34%
20261023 $2.85 $2.85 53.0% 51%
20261022 $2.70 $2.70 47.6% 31%
20261021 $2.52 $2.52 46.1% 28%
20261020 $2.70 $2.70 47.0% 30%
20261019 $3.38 $3.38 51.1% 40%
20261016 $2.80 $1.77 — —
20261015 $2.30 $1.20 38.4% 9%
20261014 $2.45 $2.65 34.9% 0%
20261013 $2.62 $1.10 40.4% 11%
20261012 $3.05 $1.25 46.1% 26%
20261009 $3.35 $2.48 48.7% 32%
20261008 $2.85 $4.62 44.6% 22%
20261007 $2.80 $2.08 39.8% 10%
20261006 $3.20 $1.62 38.9% 7%
20261005 $2.83 $1.85 45.9% 25%
20261002 $2.75 $2.75 46.7% 27%
20261001 $1.73 $1.73 37.1% 3%
20260930 $1.68 $1.68 43.5% 19%
20260929 $2.30 $2.30 49.7% 35%
20260928 $1.60 $1.60 49.2% 34%
20260925 $2.50 $2.50 48.9% 33%
20260924 $1.60 $1.60 36.4% 1%
20260923 $1.70 $1.70 38.8% 7%
20260922 $2.70 $2.70 55.9% 51%
20260921 $2.85 $2.85 58.1% 56%
20260918 $2.05 $3.08 44.7% 22%
20260917 $2.50 $0.85 39.9% 10%
20260916 $2.40 $1.00 50.9% 38%
20260915 $2.58 $1.03 51.0% 38%
20260914 $2.25 $0.90 42.5% 17%
20260911 $2.75 $1.07 49.8% 35%
20260910 $3.45 $1.07 59.0% 59%
20260909 $2.92 $0.90 60.3% 62%
20260908 $2.35 $1.05 47.5% 29%
20260904 $2.48 $1.20 40.1% 10%
20260903 $3.38 $1.20 50.7% 37%
20260902 $1.30 $1.30 38.6% 7%
20260901 $1.25 $1.25 36.0% 0%
20260831 $1.73 $1.73 48.9% 31%
20260828 $2.28 $2.28 39.9% 7%
20260827 $3.00 $3.00 51.6% 38%
20260826 $3.55 $3.55 48.7% 30%
20260825 $4.25 $4.25 44.0% 18%
20260824 $3.17 $3.17 46.2% 23%
20260821 $3.22 $2.02 46.3% 24%
20260820 $2.88 $1.88 47.9% 28%
20260819 $2.95 $1.73 55.6% 48%
20260818 $2.98 $1.38 — —
20260817 $3.12 $1.45 45.2% 21%
20260814 $4.45 $3.70 46.8% 25%
20260813 $3.32 $4.08 41.8% 12%

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.