OVT · Expected Move

Overlay Shares Short Term Bond ETF · ETF

The expected move for OVT 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).

OVT 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 OVT Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
51.9%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to OVT'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.
OVT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260708 $1.77 $1.77 51.9% 37%
20260707 $1.77 $1.77 50.9% 36%
20260706 $1.77 $1.77 50.2% 36%
20260702 $1.77 $1.77 48.6% 34%
20260701 $1.77 $1.77 47.9% 34%
20260630 $1.77 $1.77 47.4% 33%
20260629 $1.77 $1.77 47.0% 33%
20260626 $1.77 $1.77 46.3% 32%
20260625 $1.77 $1.77 45.0% 31%
20260624 $1.77 $1.77 44.5% 31%
20260623 $1.77 $1.77 44.3% 31%
20260622 $1.77 $1.77 43.9% 30%
20260618 $1.38 $1.38 — —
20260617 $1.38 $1.38 — —
20260616 $1.38 $1.38 — —
20260615 $1.38 $1.38 — —
20260613 $1.38 $1.38 — —
20260612 $1.38 $1.38 — —
20260611 $1.38 $1.38 127.3% 100%
20260610 $1.38 $1.38 115.4% 100%
20260609 $1.38 $1.38 109.2% 100%
20260608 $1.38 $1.38 103.9% 100%
20260605 $1.38 $1.38 90.3% 99%
20260604 $1.38 $1.38 84.9% 93%
20260603 $1.38 $1.38 82.5% 90%
20260602 $1.38 $1.38 79.5% 86%
20260601 $1.38 $1.38 77.1% 80%
20260529 $1.38 $1.38 71.4% 74%
20260528 $1.38 $1.38 69.5% 72%
20260527 $1.38 $1.38 68.0% 68%
20260526 $1.38 $1.38 66.9% 66%
20260522 $1.38 $1.38 61.3% 60%
20260521 $1.38 $1.38 60.3% 59%
20260520 $1.38 $1.38 59.3% 58%
20260519 $1.38 $1.38 59.4% 58%
20260518 $1.38 $1.38 57.6% 56%
20260515 $1.38 $1.20 54.9% 53%
20260514 $1.38 $1.20 54.2% 52%
20260513 $1.38 $1.20 53.3% 51%
20260512 $1.38 $1.20 52.5% 50%
20260511 $1.38 $1.20 52.3% 50%
20260510 $1.38 $1.20 — —
20260508 $1.38 $1.20 56.8% 55%
20260507 $1.38 $1.20 56.6% 55%
20260506 $1.38 $1.20 56.5% 55%
20260505 $1.38 $1.20 56.4% 55%
20260504 $1.38 $1.20 56.9% 55%
20260502 $1.20 $1.20 — —
20260501 $1.20 $1.20 55.8% 54%
20260430 $1.23 $1.23 57.5% 56%
20260429 $1.23 $1.23 44.5% 42%
20260428 $1.23 $1.23 57.7% 56%
20260427 $1.25 $1.25 57.6% 56%
20260424 $1.23 $1.23 39.8% 36%
20260423 $1.27 $1.27 69.6% 70%
20260422 $1.32 $1.32 41.6% 38%
20260421 $1.20 $1.20 53.8% 52%
20260420 $1.32 $1.32 53.8% 52%
20260417 $1.38 $1.12 27.7% 23%
20260416 $1.32 $1.12 28.9% 24%

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.