OVLH · Expected Move

Overlay Shares Hedged Large Cap Equity ETF · ETF

The expected move for OVLH 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).

OVLH 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 OVLH Expected Move
30-Day Straddle
$4.65
7-Day Straddle
$4.65
30-Day ATM IV
72.6%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to OVLH'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.
OVLH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260708 $4.65 $4.65 72.6% 68%
20260707 $4.65 $4.65 72.1% 67%
20260706 $4.65 $4.65 72.3% 67%
20260702 $4.65 $4.65 68.0% 61%
20260701 $4.65 $4.65 67.8% 61%
20260630 $4.65 $4.65 67.1% 60%
20260629 $4.65 $4.65 65.7% 57%
20260626 $4.80 $4.80 63.0% 53%
20260625 $4.80 $4.80 62.5% 52%
20260624 $4.80 $4.80 62.0% 52%
20260623 $4.80 $4.80 61.7% 49%
20260622 $4.65 $4.65 62.3% 50%
20260618 $4.20 $4.20 — —
20260617 $4.20 $4.20 — —
20260616 $4.20 $4.20 — —
20260615 $4.20 $4.20 — —
20260613 $4.20 $4.20 — —
20260612 $4.20 $4.20 — —
20260611 $4.05 $4.05 93.4% 96%
20260610 $4.05 $4.05 60.8% 48%
20260609 $4.05 $4.05 81.2% 78%
20260608 $4.20 $4.20 79.4% 76%
20260605 $4.20 $4.20 69.5% 61%
20260604 $4.20 $4.20 80.6% 77%
20260603 $4.20 $4.20 75.7% 70%
20260602 $4.20 $4.20 77.6% 73%
20260601 $4.20 $4.20 74.6% 69%
20260529 $4.20 $4.20 67.1% 57%
20260528 $4.20 $4.20 65.0% 38%
20260527 $4.20 $4.20 61.2% 34%
20260526 $4.20 $4.20 60.2% 33%
20260522 $4.20 $4.20 53.5% 26%
20260521 $4.20 $4.20 51.0% 23%
20260520 $4.20 $4.20 50.0% 22%
20260519 $4.05 $4.05 46.1% 18%
20260518 $4.20 $4.20 47.4% 20%
20260515 $4.20 $3.90 46.5% 19%
20260514 $4.20 $3.90 49.2% 22%
20260513 $4.20 $3.90 45.6% 18%
20260512 $4.20 $3.90 43.8% 16%
20260511 $4.20 $3.90 43.2% 15%
20260510 $4.20 $3.90 — —
20260508 $4.20 $3.90 46.3% 19%
20260507 $4.05 $3.40 45.7% 18%
20260506 $4.05 $3.40 45.9% 18%
20260505 $4.05 $3.40 42.2% 14%
20260504 $4.05 $3.40 44.8% 17%
20260502 $3.45 $3.45 — —
20260501 $3.45 $3.45 54.8% 27%
20260430 $3.00 $3.00 47.6% 20%
20260429 $3.70 $3.70 52.0% 24%
20260428 $3.65 $3.65 53.1% 26%
20260427 $3.60 $3.60 51.4% 24%
20260424 $3.33 $3.33 58.2% 31%
20260423 $3.65 $3.65 61.1% 34%
20260422 $3.75 $3.75 56.6% 29%
20260421 $3.65 $3.65 64.0% 37%
20260420 $3.80 $3.80 58.3% 31%
20260417 $3.70 $3.25 63.1% 36%
20260416 $3.75 $3.15 64.3% 37%

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.