Militia Long/Short Equity ETF (ORR) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Militia Long/Short Equity ETF (ORR) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $36.0M, listed on NASDAQ, carrying a beta of 0.09 to the broader market. ORR is an actively managed ETF aiming for capital appreciation through both long and short equity positions. public since 2007-07-11.

Snapshot as of May 15, 2026.

Spot Price
$36.59
Expected Move
6.2%
Implied High
$38.88
Implied Low
$34.30
Front DTE
34 days

As of May 15, 2026, Militia Long/Short Equity ETF (ORR) has an expected move of 6.25%, a one-standard-deviation implied price range of roughly $34.30 to $38.88 from the current $36.59. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

ORR Strategy Sizing to the Expected Move

With Militia Long/Short Equity ETF pricing an expected move of 6.25% from $36.59, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for ORR derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $36.59 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263421.8%6.7%$39.02$34.16
Jul 17, 20266334.0%14.1%$41.76$31.42
Sep 18, 202612629.1%17.1%$42.85$30.33
Oct 16, 202615426.9%17.5%$42.98$30.20
Nov 20, 202618924.6%17.7%$43.07$30.11
Dec 18, 202621724.7%19.0%$43.56$29.62
Jan 15, 202724531.9%26.1%$46.15$27.03

Frequently asked ORR expected move questions

What is the current ORR expected move?
As of May 15, 2026, Militia Long/Short Equity ETF (ORR) has an expected move of 6.25% over the next 34 days, implying a one-standard-deviation price range of $34.30 to $38.88 from the current $36.59. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the ORR expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is ORR expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.