OSCR expected move

From the closing options book · October 20, 2026 · updated after every close

With at-the-money implied volatility of 74.0% at the October 20, 2026 close, OSCR's options priced a move of ±$1.57 (4.66%) over one session, ±$3.51 over a week and ±$7.19 over a month from the 33.66 close.

±$1.57
1 day
32.09–35.23
±$3.51
1 week
30.15–37.17
±$7.19
1 month
26.47–40.85
74.0%
ATM IV
realized 43.4%

OSCR daily move vs the one-day expected move, last 30 sessions

Sep 9Oct 20

Over the last 35 sessions, OSCR's next close stayed inside the prior day's one-day expected move 29 times (83%).

The expected move is the at-the-money implied volatility scaled to the horizon: close × IV × √(days ÷ 252). It is what the options market charged for, not a guarantee; a one-standard-deviation range holds roughly two days in three.

These are the October 20, 2026 closing numbers. Members see OSCR's map move live all session.

Common questions

What is OSCR's expected move today?

±$1.57 (32.09 to 35.23), from the October 20, 2026 close.

What is OSCR's expected move this week?

±$3.51, a range of 30.15 to 37.17.

How is the expected move calculated?

From at-the-money implied volatility (74.0%): close × IV × √(days ÷ 252).

Compare: expected move on other tickers

Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.