OZEM · Expected Move
Roundhill GLP-1 & Weight Loss ETF · ETF
The expected move for OZEM 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).
OZEM 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 OZEM Expected Move
30-Day Straddle
$2.42
7-Day Straddle
$2.42
30-Day ATM IV
35.5%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to OZEM'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.
OZEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.42 | $2.42 | 35.5% | 69% |
| 20261020 | $2.20 | $2.20 | 30.8% | 46% |
| 20261019 | $2.35 | $2.35 | 34.4% | 63% |
| 20261016 | $2.60 | $11.00 | — | — |
| 20261015 | $2.50 | $1.88 | 25.1% | 19% |
| 20261014 | $2.15 | $1.40 | 30.3% | 44% |
| 20261013 | $2.35 | $1.38 | 35.8% | 70% |
| 20261012 | $2.40 | $1.38 | — | — |
| 20261009 | $2.90 | $1.60 | 36.5% | 73% |
| 20261008 | $2.95 | $1.58 | 42.1% | 100% |
| 20261007 | $2.02 | $1.12 | 33.3% | 81% |
| 20261006 | $3.03 | $1.07 | 31.4% | 68% |
| 20261005 | $2.60 | $1.23 | 30.4% | 61% |
| 20261002 | $1.65 | $1.65 | 30.9% | 65% |
| 20261001 | $1.20 | $1.20 | 27.9% | 45% |
| 20260930 | $1.23 | $1.23 | 25.7% | 30% |
| 20260929 | $1.15 | $1.15 | 22.1% | 7% |
| 20260928 | $2.00 | $2.00 | 29.8% | 58% |
| 20260925 | $2.22 | $2.22 | 33.6% | 83% |
| 20260924 | $2.35 | $2.35 | 34.2% | 87% |
| 20260923 | $2.28 | $2.28 | 34.0% | 85% |
| 20260922 | $2.60 | $2.60 | 34.0% | 85% |
| 20260921 | $2.45 | $2.45 | 24.6% | 23% |
| 20260918 | $2.23 | $1.57 | 32.5% | 75% |
| 20260917 | $2.42 | $1.38 | 35.0% | 92% |
| 20260916 | $1.73 | $1.43 | 29.5% | 56% |
| 20260915 | $2.35 | $1.38 | 32.9% | 78% |
| 20260914 | $2.55 | $1.45 | — | — |
| 20260911 | $2.50 | $1.38 | 23.3% | 15% |
| 20260910 | $2.25 | $1.38 | 26.6% | 36% |
| 20260909 | $2.75 | $0.95 | 36.2% | 100% |
| 20260908 | $1.65 | $1.30 | 21.0% | 0% |
| 20260904 | $2.20 | $1.70 | 23.5% | 13% |
| 20260903 | $1.65 | $1.45 | 24.4% | 19% |
| 20260902 | $1.73 | $1.73 | 21.6% | 0% |
| 20260901 | $1.68 | $1.68 | 30.3% | 59% |
| 20260831 | $1.77 | $1.77 | 28.6% | 46% |
| 20260828 | $2.02 | $2.02 | 29.4% | 52% |
| 20260827 | $1.35 | $1.35 | 25.8% | 26% |
| 20260826 | $2.25 | $2.25 | 30.2% | 58% |
| 20260825 | $1.83 | $1.83 | 26.9% | 34% |
| 20260824 | $2.23 | $2.23 | 26.8% | 33% |
| 20260821 | $1.42 | $1.88 | 23.9% | 12% |
| 20260820 | $2.38 | $0.97 | 30.4% | 60% |
| 20260819 | $2.12 | $1.42 | 27.0% | 34% |
| 20260818 | $2.42 | $0.75 | 31.2% | 60% |
| 20260817 | $1.80 | $0.95 | 23.0% | 5% |
| 20260814 | $2.22 | $1.43 | 31.9% | 64% |
| 20260813 | $1.95 | $1.95 | 24.1% | 12% |
| 20260812 | $2.88 | $1.62 | 31.7% | 63% |
| 20260811 | $2.02 | $2.20 | 24.6% | 15% |
| 20260810 | $2.38 | $1.45 | 30.4% | 54% |
| 20260807 | — | — | 23.9% | 10% |
| 20260806 | $2.45 | $1.68 | 28.2% | 36% |
| 20260805 | $1.55 | $1.55 | 25.4% | 19% |
| 20260804 | $1.60 | $1.60 | 28.1% | 35% |
| 20260803 | $1.30 | $1.30 | 27.8% | 34% |
| 20260731 | $1.85 | $1.85 | 28.0% | 33% |
| 20260730 | $1.88 | $1.88 | 26.6% | 25% |
| 20260729 | $1.88 | $1.88 | 26.4% | 23% |
More on OZEM
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.