OTLY · Expected Move
Oatly Group AB American Depositary Shares
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).
OTLY straddle price & implied vol
60 sessionsBars: 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 OTLY Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
30-Day ATM IV
85.9%
IV Rank
58%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.33 | $2.33 | 85.9% | 58% |
| 20261016 | $2.15 | $1.35 | 76.3% | 42% |
| 20261015 | $2.12 | $0.88 | 76.2% | 41% |
| 20261014 | $1.88 | $0.97 | — | — |
| 20261013 | $3.12 | $0.62 | 85.0% | 56% |
| 20261012 | $3.05 | $1.00 | 111.3% | 100% |
| 20261009 | $3.00 | $2.92 | 94.3% | 75% |
| 20261008 | $2.58 | $1.15 | 91.2% | 69% |
| 20261007 | $2.33 | $1.88 | 84.9% | 59% |
| 20261006 | $2.58 | $1.73 | 84.2% | 57% |
| 20261005 | $2.25 | $1.62 | 94.4% | 75% |
| 20261002 | $1.77 | $1.77 | 101.3% | 87% |
| 20261001 | $1.70 | $1.70 | 77.1% | 45% |
| 20260930 | $1.23 | $1.23 | 71.5% | 35% |
| 20260929 | $1.23 | $1.23 | 68.8% | 30% |
| 20260928 | $1.27 | $1.27 | 69.6% | 32% |
| 20260925 | $1.32 | $1.32 | 84.2% | 57% |
| 20260924 | $1.77 | $1.77 | — | — |
| 20260923 | $1.88 | $1.88 | 72.8% | 37% |
| 20260922 | $1.90 | $1.90 | 71.9% | 36% |
| 20260921 | $1.23 | $1.23 | 63.2% | 21% |
| 20260918 | $1.90 | $1.07 | 60.6% | 16% |
| 20260917 | $1.60 | $1.30 | — | — |
| 20260916 | $2.60 | $1.45 | 108.7% | 100% |
| 20260915 | $1.55 | $0.78 | 51.4% | 0% |
| 20260914 | $1.75 | $0.72 | 57.3% | 10% |
| 20260911 | $2.02 | $1.35 | 66.2% | 28% |
| 20260910 | $2.10 | $1.18 | 75.1% | 47% |
| 20260909 | $2.38 | $1.07 | 69.2% | 35% |
| 20260908 | $2.33 | $1.48 | 61.4% | 16% |
| 20260904 | $2.38 | $1.10 | 52.6% | 0% |
| 20260903 | $2.60 | $1.25 | 63.5% | 18% |
| 20260902 | $1.83 | $1.83 | 62.5% | 16% |
| 20260901 | $1.32 | $1.32 | 78.0% | 44% |
| 20260831 | $1.62 | $1.62 | 64.6% | 20% |
| 20260828 | $1.75 | $1.75 | 60.4% | 13% |
| 20260827 | $1.75 | $1.75 | 63.7% | 19% |
| 20260826 | $2.03 | $2.03 | 67.0% | 24% |
| 20260825 | $1.98 | $1.98 | 64.7% | 20% |
| 20260824 | $2.00 | $2.00 | 64.2% | 19% |
| 20260821 | $1.95 | $1.42 | 60.5% | 13% |
| 20260820 | $2.00 | $1.00 | 63.8% | 19% |
| 20260819 | $2.05 | $0.78 | 64.5% | 20% |
| 20260818 | $2.10 | $0.78 | 64.9% | 21% |
| 20260817 | $2.12 | $1.12 | 64.6% | 20% |
| 20260814 | $1.70 | $0.95 | 53.4% | 0% |
| 20260813 | $2.42 | $1.07 | 65.6% | 11% |
| 20260812 | $2.02 | $0.90 | 61.4% | 3% |
| 20260811 | $2.42 | $1.27 | 73.5% | 27% |
| 20260810 | $2.25 | $1.15 | 64.8% | 10% |
| 20260807 | — | — | 69.7% | 20% |
| 20260806 | $2.48 | $1.78 | 69.9% | 20% |
| 20260805 | $1.60 | $1.60 | 67.5% | 15% |
| 20260804 | $1.97 | $1.97 | 70.6% | 21% |
| 20260803 | $2.05 | $2.05 | 73.1% | 27% |
| 20260731 | $1.98 | $1.98 | 64.5% | 9% |
| 20260730 | $2.20 | $2.20 | 76.3% | 31% |
| 20260729 | $3.30 | $3.30 | 88.1% | 54% |
| 20260728 | $2.38 | $2.38 | 78.0% | 34% |
| 20260727 | $2.05 | $2.05 | 72.6% | 24% |
More on OTLY
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.