VAL · Expected Move
Valaris Limited
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).
VAL straddle price & implied vol
60 sessionsBars: 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 VAL Expected Move
30-Day Straddle
$10.65
7-Day Straddle
$1.50
30-Day ATM IV
50.5%
IV Rank
56%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $10.65 | $1.50 | 50.5% | 56% |
| 20261015 | $10.50 | $2.75 | 49.3% | 49% |
| 20261014 | $10.70 | $2.92 | 50.2% | 54% |
| 20261013 | $10.40 | $3.65 | 47.0% | 32% |
| 20261012 | $10.90 | $3.62 | 49.4% | 44% |
| 20261009 | $11.55 | $3.95 | 48.6% | 40% |
| 20261008 | $11.55 | $4.28 | 48.6% | 39% |
| 20261007 | $10.80 | $4.50 | 47.1% | 30% |
| 20261006 | $11.85 | $5.15 | 50.5% | 52% |
| 20261005 | $11.55 | $5.40 | 47.5% | 32% |
| 20261002 | $5.55 | $5.55 | 47.3% | 31% |
| 20261001 | $5.95 | $5.95 | 48.3% | 37% |
| 20260930 | $6.35 | $6.35 | 49.1% | 42% |
| 20260929 | $6.25 | $6.25 | 48.5% | 39% |
| 20260928 | $6.93 | $6.93 | 49.8% | 47% |
| 20260925 | $6.72 | $6.72 | 46.4% | 25% |
| 20260924 | $8.05 | $8.05 | 48.5% | 39% |
| 20260923 | $7.75 | $7.75 | 48.6% | 39% |
| 20260922 | $8.07 | $8.07 | 47.6% | 33% |
| 20260921 | $8.55 | $8.55 | 49.3% | 44% |
| 20260918 | $8.60 | $2.42 | 46.7% | 27% |
| 20260917 | $9.03 | $2.90 | 46.8% | 28% |
| 20260916 | $9.35 | $2.95 | 49.8% | 47% |
| 20260915 | $9.30 | $4.25 | 45.9% | 22% |
| 20260914 | $9.45 | $4.42 | 47.7% | 34% |
| 20260911 | $9.68 | $4.85 | 47.0% | 29% |
| 20260910 | $10.05 | $5.05 | 46.8% | 28% |
| 20260909 | $9.95 | $5.42 | 46.7% | 27% |
| 20260908 | $10.05 | $5.42 | 45.9% | 23% |
| 20260904 | $11.25 | $6.42 | 47.1% | 29% |
| 20260903 | $10.50 | $5.92 | 42.3% | 0% |
| 20260902 | $6.93 | $6.93 | 45.9% | 16% |
| 20260901 | $6.90 | $6.90 | 43.8% | 2% |
| 20260831 | $6.83 | $6.83 | 43.8% | 3% |
| 20260828 | $7.38 | $7.38 | 44.1% | 4% |
| 20260827 | $7.25 | $7.25 | 43.5% | 0% |
| 20260826 | $8.00 | $8.00 | 46.2% | 17% |
| 20260825 | $8.12 | $8.12 | 45.5% | 13% |
| 20260824 | $7.85 | $7.85 | 44.5% | 7% |
| 20260821 | $9.50 | $1.40 | 48.1% | 28% |
| 20260820 | $9.10 | $2.35 | 43.6% | 1% |
| 20260819 | $8.85 | $2.90 | 44.4% | 6% |
| 20260818 | $9.10 | $3.55 | 46.0% | 16% |
| 20260817 | $9.85 | $3.92 | 47.4% | 24% |
| 20260814 | $9.40 | $5.08 | 44.4% | 5% |
| 20260813 | $9.15 | $4.78 | 43.4% | 0% |
| 20260812 | $10.30 | $4.75 | 47.4% | 8% |
| 20260811 | $10.22 | $5.28 | 45.7% | 0% |
| 20260810 | $10.95 | $6.03 | 49.7% | 13% |
| 20260807 | — | — | 47.0% | 0% |
| 20260806 | $11.15 | $7.10 | 51.3% | 18% |
| 20260805 | $7.60 | $7.60 | 52.1% | 22% |
| 20260804 | $7.35 | $7.35 | 50.5% | 14% |
| 20260803 | $7.45 | $7.45 | 51.8% | 20% |
| 20260731 | $8.20 | $8.20 | 51.5% | 19% |
| 20260730 | $6.90 | $6.90 | 49.5% | 9% |
| 20260729 | $7.95 | $7.95 | 51.3% | 18% |
| 20260728 | $8.25 | $8.25 | 53.5% | 29% |
| 20260727 | $9.00 | $9.00 | 52.8% | 25% |
| 20260724 | $9.35 | $9.35 | 52.6% | 24% |
More on VAL
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.