OUSM · Expected Move

ALPS O'Shares U.S. Small-Cap Quality Dividend ETF · ETF

The expected move for OUSM 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).

OUSM 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 OUSM Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$2.08
30-Day ATM IV
25.0%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to OUSM'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.
OUSM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.08 $2.08 25.0% 7%
20261020 $2.05 $2.05 24.5% 4%
20261019 $2.20 $2.20 27.7% 23%
20261016 $2.08 $3.20 26.1% 13%
20261015 $2.15 $1.55 27.9% 24%
20261014 $2.17 $1.55 37.2% 81%
20261013 $2.17 $1.52 37.3% 82%
20261012 $2.25 $1.58 34.2% 62%
20261009 $2.33 $1.62 37.0% 79%
20261008 $2.27 $1.67 32.0% 49%
20261007 $2.42 $1.77 28.8% 30%
20261006 $2.38 $1.70 32.6% 53%
20261005 $2.25 $1.70 31.7% 47%
20261002 $1.77 $1.77 31.9% 49%
20261001 $1.80 $1.80 33.9% 61%
20260930 $1.80 $1.80 40.3% 100%
20260929 $3.52 $3.52 34.5% 67%
20260928 $1.88 $1.88 32.6% 57%
20260925 $1.77 $1.77 32.9% 59%
20260924 $1.90 $1.90 32.6% 62%
20260923 $1.77 $1.77 34.6% 73%
20260922 $1.75 $1.75 32.5% 62%
20260921 $1.82 $1.82 35.3% 77%
20260918 $2.00 $5.00 34.6% 73%
20260917 $2.08 $1.65 34.9% 75%
20260916 $2.08 $1.60 34.5% 73%
20260915 $2.08 $1.73 36.1% 81%
20260914 $2.15 $1.62 38.0% 92%
20260911 $2.27 $1.80 37.0% 86%
20260910 $2.30 $1.80 36.4% 83%
20260909 $2.30 $1.82 35.8% 80%
20260908 $2.25 $1.82 35.1% 76%
20260904 $2.30 $1.82 32.4% 61%
20260903 $2.30 $1.77 32.7% 63%
20260902 $1.85 $1.85 31.9% 58%
20260901 $1.98 $1.98 29.7% 46%
20260831 $1.90 $1.90 31.8% 58%
20260828 $1.95 $1.95 29.8% 47%
20260827 $1.57 $1.57 28.7% 41%
20260826 $2.08 $2.08 28.1% 37%
20260825 $2.15 $2.15 28.4% 39%
20260824 $2.15 $2.15 28.9% 42%
20260821 $2.17 $3.38 29.9% 47%
20260820 $2.20 $1.73 29.3% 44%
20260819 $2.20 $1.70 30.4% 50%
20260818 $2.20 $1.73 38.6% 95%
20260817 $2.23 $1.73 38.3% 93%
20260814 $2.33 $1.80 30.3% 48%
20260813 $2.27 $1.80 39.5% 98%
20260812 $2.30 $1.80 34.2% 67%
20260811 $2.30 $1.92 30.4% 47%
20260810 $2.50 $1.98 30.1% 46%
20260807 — — 30.0% 45%
20260806 $2.67 $2.10 30.6% 48%
20260805 $2.10 $2.10 30.3% 47%
20260804 $2.00 $2.00 38.4% 88%
20260803 $2.12 $2.12 26.1% 25%
20260731 $2.22 $2.22 27.0% 30%
20260730 $2.17 $2.17 27.1% 30%
20260729 $2.30 $2.30 37.0% 81%

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.