VAL (Valaris Limited)
Expected Move & Straddle Price History
The expected move for VAL 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).
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.
Current VAL Expected Move
30-Day Straddle
$6.90
7-Day Straddle
$6.90
Avg IV
0.7%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to VAL'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.
VAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $6.90 | $6.90 | 0.7% | 14% |
| 20260831 | $6.83 | $6.83 | 0.6% | 8% |
| 20260828 | $7.38 | $7.38 | 0.5% | 2% |
| 20260827 | $7.25 | $7.25 | 0.7% | 11% |
| 20260826 | $8.00 | $8.00 | 0.6% | 7% |
| 20260825 | $8.12 | $8.12 | 0.5% | 3% |
| 20260824 | $7.85 | $7.85 | 0.5% | 3% |
| 20260821 | $9.50 | $1.40 | 0.7% | 12% |
| 20260820 | $9.10 | $2.35 | 0.5% | 2% |
| 20260819 | $8.85 | $2.90 | 0.6% | 7% |
| 20260818 | $9.10 | $3.55 | 0.6% | 8% |
| 20260817 | $9.85 | $3.92 | 0.5% | 1% |
| 20260814 | $9.40 | $5.08 | 0.6% | 6% |
| 20260813 | $9.15 | $4.78 | 0.6% | 4% |
| 20260812 | $10.30 | $4.75 | 0.6% | 6% |
| 20260811 | $10.22 | $5.28 | 0.5% | 1% |
| 20260810 | $10.95 | $6.03 | 0.6% | 5% |
| 20260806 | $11.15 | $7.10 | 0.5% | 0% |
| 20260805 | $7.60 | $7.60 | 0.7% | 13% |
| 20260804 | $7.35 | $7.35 | 0.9% | 24% |
| 20260803 | $7.45 | $7.45 | 0.9% | 29% |
| 20260731 | $8.20 | $8.20 | 0.9% | 25% |
| 20260730 | $6.90 | $6.90 | 0.8% | 14% |
| 20260729 | $7.95 | $7.95 | 0.8% | 16% |
| 20260728 | $8.25 | $8.25 | 0.9% | 27% |
| 20260727 | $9.00 | $9.00 | 0.9% | 26% |
| 20260724 | $9.35 | $9.35 | 0.7% | 6% |
| 20260723 | $9.60 | $9.60 | 0.8% | 17% |
| 20260722 | $9.80 | $9.80 | 0.8% | 14% |
| 20260721 | $9.25 | $9.25 | 0.6% | 5% |
| 20260720 | $9.60 | $9.60 | 0.8% | 21% |
| 20260716 | $9.20 | $3.15 | 0.7% | 13% |
| 20260715 | $10.45 | $3.38 | 0.8% | 17% |
| 20260714 | $11.15 | $4.17 | 0.6% | 3% |
| 20260713 | $11.30 | $4.22 | 0.7% | 11% |
| 20260710 | $10.65 | $4.35 | 0.7% | 7% |
| 20260709 | $11.00 | $4.88 | 0.6% | 0% |
| 20260708 | $11.65 | $5.60 | 0.7% | 12% |
| 20260707 | $11.15 | $5.40 | 0.8% | 18% |
| 20260706 | $11.25 | $5.22 | 0.8% | 17% |
| 20260702 | $6.05 | $6.05 | 0.8% | 20% |
| 20260701 | $5.95 | $5.95 | 0.9% | 26% |
| 20260630 | $6.47 | $6.47 | 0.8% | 16% |
| 20260629 | $6.72 | $6.72 | 0.8% | 14% |
| 20260626 | $7.05 | $7.05 | 0.7% | 13% |
| 20260625 | $7.55 | $7.55 | 0.7% | 7% |
| 20260624 | $7.57 | $7.57 | 0.7% | 9% |
| 20260623 | $8.25 | $8.25 | 0.7% | 6% |
| 20260622 | $8.32 | $8.32 | 0.7% | 9% |
| 20260618 | $9.20 | $1.43 | 0.7% | 8% |
| 20260617 | $9.65 | $2.88 | 0.6% | 4% |
| 20260616 | $9.60 | $3.98 | 0.6% | 2% |
| 20260615 | $10.55 | $3.83 | 0.6% | 3% |
| 20260613 | $11.80 | $4.88 | 0.6% | 0% |
| 20260612 | $11.80 | $4.88 | 0.6% | 0% |
| 20260611 | $12.05 | $5.67 | 0.6% | 5% |
| 20260610 | $12.80 | $6.67 | 0.6% | 5% |
| 20260609 | $12.60 | $6.65 | 0.6% | 7% |
| 20260608 | $13.05 | $7.22 | 0.6% | 3% |
| 20260605 | $13.50 | $7.55 | 0.6% | 7% |