OTTR · Expected Move
Otter Tail Corp
The expected move for OTTR 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).
OTTR 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 OTTR Expected Move
30-Day Straddle
$6.40
7-Day Straddle
$6.40
30-Day ATM IV
31.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to OTTR'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.
OTTR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $6.40 | $6.40 | 31.8% | 100% |
| 20261023 | $5.60 | $5.60 | 27.6% | 67% |
| 20261022 | $5.78 | $5.78 | 29.0% | 78% |
| 20261021 | $6.12 | $6.12 | 29.9% | 86% |
| 20261020 | $5.95 | $5.95 | 28.7% | 76% |
| 20261019 | $6.05 | $6.05 | 29.2% | 80% |
| 20261016 | $5.75 | $2.65 | 26.0% | 55% |
| 20261015 | $5.80 | $2.00 | 26.1% | 56% |
| 20261014 | $6.57 | $4.15 | 28.9% | 78% |
| 20261013 | $6.55 | $4.28 | 27.8% | 69% |
| 20261012 | $6.62 | $4.65 | 28.4% | 73% |
| 20261009 | $7.70 | $4.10 | 29.1% | 79% |
| 20261008 | $6.85 | $5.05 | 28.3% | 73% |
| 20261007 | $6.35 | $4.85 | 27.5% | 66% |
| 20261006 | $7.12 | $4.80 | 28.6% | 75% |
| 20261005 | $6.65 | $4.90 | 28.3% | 73% |
| 20261002 | $4.18 | $4.18 | 25.4% | 49% |
| 20261001 | $5.40 | $5.40 | 26.7% | 60% |
| 20260930 | $4.95 | $4.95 | 29.1% | 79% |
| 20260929 | $5.05 | $5.05 | 27.2% | 64% |
| 20260928 | $5.05 | $5.05 | 27.3% | 65% |
| 20260925 | $4.60 | $4.60 | 27.7% | 68% |
| 20260924 | $5.28 | $5.28 | 27.6% | 67% |
| 20260923 | $5.05 | $5.05 | 26.5% | 58% |
| 20260922 | $5.00 | $5.00 | 25.4% | 50% |
| 20260921 | $5.40 | $5.40 | 23.8% | 48% |
| 20260918 | $4.55 | $3.52 | 21.7% | 34% |
| 20260917 | $5.28 | $4.80 | 25.6% | 60% |
| 20260916 | $5.47 | $4.72 | 25.5% | 60% |
| 20260915 | $5.57 | $3.25 | 24.4% | 53% |
| 20260914 | $5.62 | $4.60 | 23.9% | 49% |
| 20260911 | $5.18 | $4.80 | 23.5% | 46% |
| 20260910 | $4.55 | $3.67 | 22.5% | 40% |
| 20260909 | $5.50 | $3.65 | 23.9% | 49% |
| 20260908 | $5.15 | $3.70 | 22.1% | 37% |
| 20260904 | $5.53 | $3.65 | 21.7% | 35% |
| 20260903 | $5.85 | $4.40 | 24.2% | 51% |
| 20260902 | $3.75 | $3.75 | 22.5% | 39% |
| 20260901 | $3.75 | $3.75 | 22.0% | 36% |
| 20260831 | $3.67 | $3.67 | 22.1% | 33% |
| 20260828 | $4.00 | $4.00 | 20.8% | 26% |
| 20260827 | $4.00 | $4.00 | 19.5% | 18% |
| 20260826 | $4.53 | $4.53 | 20.1% | 22% |
| 20260825 | $4.28 | $4.28 | 22.2% | 34% |
| 20260824 | $4.15 | $4.15 | 22.3% | 34% |
| 20260821 | $4.33 | $2.52 | 19.5% | 18% |
| 20260820 | $4.85 | $3.15 | 21.8% | 31% |
| 20260819 | $5.05 | $3.35 | 19.2% | 16% |
| 20260818 | $4.50 | $3.60 | 19.2% | 16% |
| 20260817 | $4.50 | $4.25 | 19.4% | 17% |
| 20260814 | $4.60 | $4.05 | 20.3% | 22% |
| 20260813 | $4.70 | $4.50 | 21.8% | 31% |
| 20260812 | $5.60 | $4.35 | 19.8% | 20% |
| 20260811 | $5.25 | $4.30 | 22.0% | 33% |
| 20260810 | $6.38 | $4.67 | 23.0% | 38% |
| 20260807 | — | — | 22.7% | 36% |
| 20260806 | $5.03 | $4.10 | 22.1% | 33% |
| 20260805 | $5.75 | $5.75 | 26.3% | 57% |
| 20260804 | $5.10 | $5.10 | 22.6% | 36% |
| 20260803 | $5.95 | $5.95 | 29.4% | 75% |
More on OTTR
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.