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Orion S OEC 4.18 0.13 3.21%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for OEC.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.06%
Average actual move
3.34%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±10.06% +3.34% 0.33× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →