SPCE · Expected Move

Virgin Galactic Holdings, Inc.

The expected move for SPCE 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).

SPCE straddle price & implied vol

60 sessions

Bars: 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 SPCE Expected Move
30-Day Straddle
$0.49
7-Day Straddle
$0.18
30-Day ATM IV
89.8%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to SPCE'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.
SPCE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $0.49 $0.18 89.8% 16%
20261015 $0.40 $0.22 73.2% 4%
20261014 $0.57 $0.24 99.8% 23%
20261013 $0.49 $0.20 72.1% 4%
20261012 $0.46 $0.20 80.6% 10%
20261009 $0.50 $0.26 77.1% 7%
20261008 $0.46 $0.23 71.0% 2%
20261007 $0.49 $0.23 71.7% 2%
20261006 $0.53 $0.27 78.7% 4%
20261005 $0.59 $0.17 77.2% 4%
20261002 $0.43 $0.19 69.1% 1%
20261001 $0.48 $0.21 73.4% 2%
20260930 $0.51 $0.27 75.8% 3%
20260929 $0.46 $0.23 66.9% 0%
20260928 $0.51 $0.20 71.7% 2%
20260925 $0.50 $0.29 67.2% 0%
20260924 $0.52 $0.32 110.1% 16%
20260923 $0.51 $0.24 75.5% 3%
20260922 $0.65 $0.41 77.8% 4%
20260921 $0.78 $0.29 84.7% 7%
20260918 $0.53 $0.20 76.6% 4%
20260917 $0.52 $0.25 72.8% 2%
20260916 $0.49 $0.29 73.3% 2%
20260915 $0.54 $0.27 77.7% 4%
20260914 $0.55 $0.18 76.5% 4%
20260911 $0.49 $0.21 71.8% 2%
20260910 $0.51 $0.27 76.3% 4%
20260909 $0.47 $0.29 69.7% 1%
20260908 $0.52 $0.29 73.2% 2%
20260904 $0.45 $0.20 71.6% 2%
20260903 $0.45 $0.21 66.9% 0%
20260902 $0.55 $0.21 79.1% 4%
20260901 $0.47 $0.28 69.1% 0%
20260831 $0.55 $0.18 73.7% 1%
20260828 $0.51 $0.21 77.5% 3%
20260827 $0.47 $0.24 75.9% 2%
20260826 $0.51 $0.25 70.4% 0%
20260825 $0.58 $0.30 83.2% 2%
20260824 $0.58 $0.21 81.6% 1%
20260821 $0.53 $0.24 79.3% 0%
20260820 $0.54 $0.26 82.3% 1%
20260819 $0.60 $0.35 80.4% 0%
20260818 $0.58 $0.30 79.6% 0%
20260817 $0.62 $0.23 85.1% 0%
20260814 $0.66 $0.39 85.7% 0%
20260813 $0.63 $0.34 91.5% 0%
20260812 $0.94 $0.64 111.8% 8%
20260811 $0.98 $0.57 111.8% 8%
20260810 $0.77 $0.45 107.7% 6%
20260807 — — 111.3% 7%
20260806 $0.79 $0.47 201.5% 45%
20260805 $0.62 $0.55 94.0% 0%
20260804 $0.82 $0.56 119.9% 10%
20260803 $0.81 $0.34 116.3% 8%
20260731 $0.59 $0.24 107.9% 5%
20260730 $0.54 $0.27 96.9% 0%
20260729 $0.66 $0.34 115.6% 8%
20260728 $0.57 $0.33 100.2% 1%
20260727 $0.61 $0.23 105.9% 4%
20260724 $0.55 $0.24 103.9% 3%

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.