OTEX · Expected Move

Open Text Corp

The expected move for OTEX 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).

OTEX 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 OTEX Expected Move
30-Day Straddle
$3.08
7-Day Straddle
$0.68
30-Day ATM IV
48.7%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to OTEX'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.
OTEX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261014 $3.08 $0.68 48.7% 47%
20261013 $3.42 $0.85 53.6% 63%
20261012 $2.38 $1.75 40.7% 22%
20261009 $2.95 $1.48 42.2% 26%
20261008 $2.75 $1.38 46.7% 41%
20261007 $2.73 $1.10 42.7% 28%
20261006 $3.05 $1.20 47.0% 42%
20261005 $2.67 $1.23 41.9% 26%
20261002 $1.43 $1.43 44.3% 33%
20261001 $1.70 $1.70 45.9% 38%
20260930 $1.60 $1.60 43.7% 31%
20260929 $1.65 $1.65 45.9% 38%
20260928 $1.67 $1.67 43.4% 30%
20260925 $1.67 $1.67 38.8% 16%
20260924 $2.33 $2.33 51.6% 56%
20260923 $1.93 $1.93 41.6% 24%
20260922 $1.80 $1.80 41.3% 23%
20260921 $2.25 $2.25 43.6% 31%
20260918 $1.90 $1.27 38.3% 14%
20260917 $2.28 $1.35 40.6% 21%
20260916 $2.70 $1.68 54.7% 66%
20260915 $2.58 $1.33 40.1% 20%
20260914 $2.92 $1.50 46.6% 40%
20260911 $2.62 $1.38 46.2% 39%
20260910 $2.15 $0.88 38.1% 13%
20260909 $2.00 $1.60 37.0% 10%
20260908 $2.50 $1.75 42.0% 26%
20260904 $2.75 $1.60 42.6% 28%
20260903 $2.58 $1.62 38.5% 14%
20260902 $1.18 $1.18 45.4% 35%
20260901 $2.02 $2.02 42.1% 25%
20260831 $1.60 $1.60 34.0% 0%
20260828 $2.38 $2.38 43.8% 25%
20260827 $1.80 $1.80 43.1% 22%
20260826 $2.20 $2.20 43.1% 22%
20260825 $2.05 $2.05 41.4% 17%
20260824 $2.12 $2.12 40.7% 15%
20260821 $2.17 $1.45 40.3% 13%
20260820 $2.42 $1.00 42.9% 22%
20260819 $2.52 $1.00 43.9% 25%
20260818 $2.48 $2.52 40.1% 13%
20260817 $2.80 $1.53 45.9% 30%
20260814 $2.75 $1.15 44.5% 26%
20260813 $2.05 $2.00 36.2% 0%
20260812 $2.90 $1.65 45.6% 10%
20260811 $2.85 $1.88 44.7% 7%
20260810 $2.92 $1.58 45.2% 8%
20260807 — — 43.4% 2%
20260806 $3.67 $2.70 53.0% 39%
20260805 $3.58 $3.58 62.6% 77%
20260804 $4.00 $4.00 65.0% 86%
20260803 $3.05 $3.05 57.8% 67%
20260731 $3.22 $3.22 58.5% 69%
20260730 $3.10 $3.10 55.4% 59%
20260729 $3.70 $3.70 65.2% 90%
20260728 $2.67 $2.67 53.7% 54%
20260727 $3.12 $3.12 59.2% 71%
20260724 $3.17 $3.17 62.1% 80%
20260723 $3.20 $3.20 61.5% 78%
20260722 $2.65 $2.65 53.1% 52%

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.