OXSQ · Expected Move
Oxford Square Capital Corp.
The expected move for OXSQ 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).
OXSQ 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 OXSQ Expected Move
30-Day Straddle
$0.35
7-Day Straddle
$0.28
30-Day ATM IV
181.2%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to OXSQ'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.
OXSQ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $0.35 | $0.28 | 181.2% | 51% |
| 20261008 | $0.35 | $0.30 | — | — |
| 20261007 | $0.35 | $0.23 | 330.0% | 100% |
| 20261006 | $0.35 | $0.53 | — | — |
| 20261005 | $0.35 | $0.38 | — | — |
| 20261002 | $1.00 | $1.00 | 271.6% | 90% |
| 20261001 | $0.88 | $0.88 | 215.3% | 69% |
| 20260930 | $0.88 | $0.88 | — | — |
| 20260929 | $0.53 | $0.53 | — | — |
| 20260928 | $0.93 | $0.93 | — | — |
| 20260925 | $0.43 | $0.43 | — | — |
| 20260924 | $2.52 | $2.52 | 199.7% | 67% |
| 20260923 | $0.28 | $0.28 | 194.1% | 65% |
| 20260922 | $0.45 | $0.45 | — | — |
| 20260921 | $0.45 | $0.45 | 141.4% | 47% |
| 20260918 | $0.45 | $0.72 | — | — |
| 20260917 | $0.38 | $0.17 | — | — |
| 20260916 | $0.38 | $0.17 | — | — |
| 20260915 | $0.35 | $0.23 | — | — |
| 20260914 | $0.23 | $0.20 | — | — |
| 20260911 | $0.60 | $0.53 | 171.9% | 57% |
| 20260910 | $0.17 | $0.53 | — | — |
| 20260909 | $0.33 | $0.17 | 29.0% | 9% |
| 20260908 | $0.22 | $0.17 | — | — |
| 20260904 | $0.62 | $0.70 | — | — |
| 20260903 | $0.33 | $0.23 | 145.0% | 48% |
| 20260902 | $0.53 | $0.53 | — | — |
| 20260901 | $0.17 | $0.17 | 118.5% | 39% |
| 20260831 | $0.23 | $0.23 | 116.2% | 39% |
| 20260828 | $0.12 | $0.12 | 53.4% | 17% |
| 20260827 | $0.33 | $0.33 | 194.9% | 65% |
| 20260826 | $0.28 | $0.28 | — | — |
| 20260825 | $0.15 | $0.15 | 97.8% | 32% |
| 20260824 | $0.55 | $0.55 | — | — |
| 20260821 | $0.15 | $0.10 | 80.2% | 26% |
| 20260820 | $0.20 | $0.30 | 81.9% | 27% |
| 20260819 | $0.17 | $0.57 | 75.4% | 25% |
| 20260818 | $0.20 | $0.10 | — | — |
| 20260817 | $0.20 | $0.57 | — | — |
| 20260814 | $0.28 | $0.10 | 73.9% | 24% |
| 20260813 | $0.15 | $0.12 | 70.4% | 23% |
| 20260812 | $0.30 | $0.55 | 41.7% | 14% |
| 20260811 | $0.25 | $1.00 | 176.3% | 59% |
| 20260810 | $0.25 | $0.62 | — | — |
| 20260806 | $1.00 | $0.88 | 112.2% | 37% |
| 20260805 | $0.20 | $0.20 | 111.4% | 37% |
| 20260804 | $0.55 | $0.55 | — | — |
| 20260803 | $0.57 | $0.57 | 88.8% | 29% |
| 20260731 | $0.33 | $0.33 | — | — |
| 20260730 | $0.33 | $0.33 | 132.5% | 44% |
| 20260729 | $0.25 | $0.25 | 125.5% | 42% |
| 20260728 | $0.28 | $0.28 | 175.7% | 59% |
| 20260727 | $0.93 | $0.93 | 54.6% | 18% |
| 20260724 | $1.00 | $1.00 | 48.7% | 16% |
| 20260723 | $0.17 | $0.17 | 45.6% | 15% |
| 20260722 | $0.17 | $0.17 | 47.3% | 15% |
| 20260721 | $0.40 | $0.40 | 47.2% | 15% |
| 20260720 | $0.22 | $0.22 | 46.4% | 15% |
| 20260716 | $2.60 | $0.15 | 60.2% | 20% |
| 20260715 | $0.22 | $0.20 | 88.0% | 29% |
More on OXSQ
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.