VANI (Vivani Medical, Inc. Common Stock (DE))

Expected Move & Straddle Price History

The expected move for VANI 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 VANI Expected Move
30-Day Straddle
$0.43
7-Day Straddle
$0.43
Avg IV
2.5%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to VANI'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.
VANI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260728 $0.43 $0.43 2.5% 37%
20260727 $0.93 $0.93 2.7% 43%
20260724 $0.45 $0.45 2.4% 34%
20260723 $0.45 $0.45 2.7% 44%
20260722 $8.03 $8.03 2.4% 34%
20260721 $1.25 $1.25 3.0% 53%
20260720 $0.60 $0.60 2.7% 42%
20260716 $0.48 $0.38 2.4% 36%
20260715 $0.45 $0.35 2.0% 23%
20260714 $0.48 $0.45 2.2% 31%
20260713 $0.57 $0.50 2.1% 27%
20260710 $0.55 $0.72 2.2% 28%
20260709 $0.65 $0.50 1.9% 21%
20260708 $0.75 $0.60 2.8% 44%
20260707 $1.27 $0.35 2.4% 32%
20260706 $7.75 $1.02 2.5% 36%
20260702 $0.53 $0.53 4.1% 78%
20260701 $0.50 $0.50 4.2% 81%
20260630 $1.43 $1.43 4.4% 85%
20260629 $10.03 $10.03 4.3% 81%
20260626 $0.95 $0.95 4.0% 75%
20260625 $0.47 $0.47 2.6% 39%
20260624 $0.53 $0.53 2.4% 33%
20260623 $0.68 $0.68 2.8% 25%
20260622 $0.85 $0.85 3.6% 38%
20260618 $0.85 $0.20 2.2% 16%
20260617 $0.75 $0.25 2.3% 17%
20260616 $0.55 $0.25 2.1% 15%
20260615 $0.47 $0.40 3.4% 34%
20260613 $0.75 $0.42 3.1% 30%
20260612 $0.75 $0.42 3.1% 29%
20260611 $0.57 $0.28 2.1% 14%
20260610 $10.38 $0.45 1.9% 12%
20260609 $0.88 $0.45 3.1% 29%
20260608 $0.78 $0.42 2.0% 13%
20260605 $10.47 $0.48 2.0% 12%
20260604 $0.78 $0.75 1.7% 9%
20260603 $11.60 $0.97 1.3% 2%
20260602 $0.48 $0.48 1.5% 5%
20260601 $0.45 $0.45 2.2% 15%
20260529 $0.23 $0.23 2.3% 18%
20260528 $0.45 $0.45 2.0% 13%
20260527 $0.38 $0.38 2.2% 15%
20260526 $1.25 $1.25 2.5% 20%
20260522 $0.75 $0.75 1.7% 8%
20260521 $0.42 $0.42 2.6% 21%
20260520 $0.55 $0.55 2.3% 17%
20260519 $0.75 $0.75 2.1% 14%
20260518 $0.47 $0.47 2.5% 20%
20260515 $0.55 $0.20 1.8% 10%
20260514 $7.88 $0.12 2.2% 16%
20260513 $0.75 $0.62 2.3% 17%
20260512 $0.75 $0.15 3.7% 38%
20260511 $0.45 $0.17 1.4% 4%
20260510 $1.27 $0.53 1.9% 11%
20260508 $1.27 $0.53 1.8% 9%
20260507 $0.55 $0.25 1.9% 12%
20260506 $0.45 $0.75 2.7% 24%
20260505 $0.75 $10.35 2.0% 13%
20260504 $7.92 $0.57 1.5% 6%