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
$9.20
7-Day Straddle
$3.15
Avg IV
0.7%
IV Rank
13%
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 |
|---|---|---|---|---|
| 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% |
| 20260604 | $14.40 | $8.18 | 0.6% | 4% |
| 20260603 | $14.75 | $8.95 | 0.6% | 6% |
| 20260602 | $9.55 | $9.55 | 1.7% | 88% |
| 20260601 | $10.20 | $10.20 | 1.2% | 49% |
| 20260529 | $9.95 | $9.95 | 1.0% | 36% |
| 20260528 | $9.35 | $9.35 | 1.1% | 43% |
| 20260527 | $10.00 | $10.00 | 1.0% | 39% |
| 20260526 | $11.30 | $11.30 | 1.0% | 38% |
| 20260522 | $11.70 | $11.70 | 1.0% | 36% |
| 20260521 | $12.35 | $12.35 | 1.2% | 47% |
| 20260520 | $14.25 | $14.25 | 1.1% | 39% |
| 20260519 | $14.75 | $14.75 | 1.2% | 52% |
| 20260518 | $14.70 | $14.70 | 1.0% | 35% |
| 20260515 | $13.55 | $2.30 | 0.9% | 26% |
| 20260514 | $13.75 | $4.47 | 0.9% | 26% |
| 20260513 | $13.05 | $4.72 | 1.1% | 42% |
| 20260512 | $13.00 | $4.60 | 0.8% | 22% |
| 20260511 | $13.00 | $5.12 | 1.1% | 41% |
| 20260510 | $13.45 | $5.70 | 1.0% | 33% |
| 20260508 | $13.20 | $5.97 | 1.0% | 37% |
| 20260507 | $13.15 | $6.55 | 0.8% | 20% |
| 20260506 | $14.35 | $7.12 | 0.9% | 31% |
| 20260505 | $14.40 | $8.30 | 1.0% | 34% |
| 20260504 | $17.00 | $8.88 | 0.9% | 26% |
| 20260502 | $9.80 | $9.80 | 1.9% | 100% |
| 20260501 | $9.80 | $9.80 | 1.2% | 81% |
| 20260430 | $10.30 | $10.30 | 1.4% | 100% |
| 20260429 | $10.75 | $10.75 | 1.2% | 88% |
| 20260428 | $11.00 | $11.00 | 1.3% | 95% |
| 20260427 | $11.05 | $11.05 | 1.3% | 100% |
| 20260424 | $10.10 | $10.10 | 1.1% | 80% |