OTLY (Oatly Group AB American Depositary Shares)

Expected Move & Straddle Price History

The expected move for OTLY 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 OTLY Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
Avg IV
1.8%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to OTLY'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.
OTLY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260721 $1.77 $1.77 1.8% 68%
20260720 $1.83 $1.83 1.6% 50%
20260716 $2.23 $1.12 1.4% 35%
20260715 $3.10 $1.52 1.4% 40%
20260714 $1.98 $0.82 1.5% 47%
20260713 $2.27 $1.02 0.9% 0%
20260710 $2.23 $0.80 1.2% 18%
20260709 $2.95 $1.32 0.9% 0%
20260708 $2.27 $2.00 1.3% 31%
20260707 $2.58 $1.38 1.6% 48%
20260706 $2.17 $1.07 0.9% 0%
20260702 $1.25 $1.25 2.2% 96%
20260701 $1.07 $1.07 1.3% 30%
20260630 $0.90 $0.90 1.7% 55%
20260629 $2.33 $2.33 1.5% 42%
20260626 $1.05 $1.05 1.4% 37%
20260625 $1.12 $1.12 1.5% 40%
20260624 $2.20 $2.20 1.5% 46%
20260623 $1.07 $1.07 1.2% 18%
20260622 $1.02 $1.02 1.4% 36%
20260618 $1.42 $0.70 1.3% 31%
20260617 $1.20 $0.85 1.1% 17%
20260616 $1.27 $0.70 1.4% 38%
20260615 $1.20 $0.62 0.9% 0%
20260613 $2.25 $0.57 1.5% 40%
20260612 $1.52 $0.65 1.4% 30%
20260611 $1.95 $0.70 1.2% 16%
20260610 $1.60 $0.65 1.3% 28%
20260609 $2.00 $0.93 1.2% 21%
20260608 $1.40 $0.93 1.2% 18%
20260605 $1.88 $0.80 1.3% 24%
20260604 $2.02 $1.27 1.3% 24%
20260603 $2.42 $0.93 1.2% 16%
20260602 $1.62 $1.62 2.3% 100%
20260601 $1.48 $1.48 1.9% 83%
20260529 $1.38 $1.38 1.8% 74%
20260528 $1.75 $1.75 1.8% 69%
20260527 $1.60 $1.60 1.7% 65%
20260526 $1.48 $1.48 1.7% 65%
20260522 $1.62 $1.62 1.5% 43%
20260521 $1.62 $1.62 1.4% 41%
20260520 $1.50 $1.50 1.4% 36%
20260519 $1.58 $1.58 1.4% 39%
20260518 $1.62 $1.62 1.4% 40%
20260515 $1.82 $0.45 1.3% 31%
20260514 $2.05 $0.57 1.4% 33%
20260513 $2.45 $0.62 1.2% 22%
20260512 $2.25 $0.47 1.3% 30%
20260511 $2.53 $0.62 1.5% 43%
20260510 $2.75 $0.68 1.3% 29%
20260508 $2.67 $1.48 1.4% 14%
20260507 $2.08 $0.73 1.3% 9%
20260506 $2.25 $1.35 1.3% 10%
20260505 $2.35 $0.85 1.2% 8%
20260504 $2.52 $0.88 1.2% 7%
20260502 $1.20 $1.20 1.8% 25%
20260501 $1.20 $1.20 1.5% 17%
20260430 $1.00 $1.00 1.8% 25%
20260429 $1.18 $1.18 1.3% 8%
20260428 $2.48 $2.48 2.1% 34%