VANI · Expected Move

Vivani Medical, Inc. Common Stock (DE)

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).

VANI 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 VANI Expected Move
30-Day Straddle
$0.60
7-Day Straddle
$0.60
30-Day ATM IV
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IV Rank
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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 StraddleATM IVIV Rank
20261026 $0.60 $0.60 — —
20261023 $0.40 $0.40 145.1% 8%
20261022 $0.72 $0.72 — —
20261021 $0.30 $0.30 82.7% 0%
20261020 $0.60 $0.60 — —
20261019 $10.15 $10.15 — —
20261016 $0.33 $0.25 125.4% 5%
20261015 $0.40 $0.17 122.1% 4%
20261014 $0.60 $0.28 — —
20261013 $0.28 $0.28 171.1% 11%
20261012 $0.25 $0.20 167.1% 10%
20261009 $0.38 $0.30 169.1% 10%
20261008 $0.78 $0.57 — —
20261007 $7.85 $0.50 — —
20261006 $0.25 $0.40 396.6% 40%
20261005 $0.28 $0.22 183.7% 12%
20261002 $0.93 $0.93 188.9% 13%
20261001 $0.42 $0.42 341.1% 33%
20260930 $1.23 $1.23 — —
20260929 $0.60 $0.60 207.7% 15%
20260928 $0.65 $0.65 212.9% 16%
20260925 $0.88 $0.88 211.4% 16%
20260924 $0.55 $0.55 220.7% 17%
20260923 $1.52 $1.52 222.5% 17%
20260922 $0.75 $0.75 124.1% 5%
20260921 $0.43 $0.43 120.5% 4%
20260918 $1.10 $0.90 — —
20260917 $1.90 $1.40 — —
20260916 $0.97 $0.40 — —
20260915 $0.88 $1.42 — —
20260914 $1.80 $0.53 — —
20260911 $1.95 $1.45 — —
20260910 $0.93 $0.53 431.6% 44%
20260909 $1.45 $0.60 412.8% 42%
20260908 $9.05 $0.55 — —
20260904 $2.05 $2.00 — —
20260903 $1.30 $1.40 — —
20260902 $0.93 $0.93 — —
20260901 $0.75 $0.75 252.6% 21%
20260831 $0.40 $0.40 — —
20260828 $1.65 $1.65 — —
20260827 $1.43 $1.43 — —
20260826 $1.40 $1.40 — —
20260825 $1.43 $1.43 — —
20260824 $0.60 $0.60 192.6% 13%
20260821 $0.90 $0.30 — —
20260820 $1.90 $0.38 — —
20260819 $0.90 $1.12 — —
20260818 $1.02 $0.53 — —
20260817 $0.85 $0.60 — —
20260814 $0.85 $1.20 — —
20260813 $0.85 $0.75 — —
20260812 $1.88 $0.55 176.7% 11%
20260811 $9.00 $0.70 — —
20260810 $0.85 $0.50 862.1% 100%
20260806 $10.47 $1.35 — —
20260805 $0.38 $0.38 712.6% 100%
20260804 $0.62 $0.62 — —
20260803 $0.80 $0.80 — —
20260731 $0.38 $0.38 366.2% 54%

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.