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
$0.75
7-Day Straddle
$0.42
Avg IV
3.1%
IV Rank
30%
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
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%
20260502 $7.78 $7.78 4.1% 44%
20260501 $7.78 $7.78 4.0% 43%
20260430 $0.65 $0.65 2.0% 13%
20260429 $0.30 $0.30 1.9% 12%
20260428 $0.85 $0.85 2.4% 18%
20260427 $0.40 $0.40 2.2% 16%
20260424 $10.30 $10.30 2.3% 18%
20260423 $0.48 $0.48 2.5% 20%
20260422 $0.53 $0.53 2.1% 15%
20260421 $0.55 $0.55 2.0% 13%
20260420 $0.40 $0.40 2.4% 19%
20260417 $0.35 $0.50 1.9% 11%
20260416 $0.40 $0.45 2.2% 16%
20260415 $0.38 $0.93 2.4% 24%
20260414 $0.30 $0.42 2.4% 24%
20260413 $7.72 $0.50 2.7% 29%
20260410 $1.83 $0.47 2.5% 26%
20260409 $7.67 $7.85 2.7% 29%
20260408 $0.50 $15.00 2.3% 23%
20260407 $0.70 $0.62 2.2% 21%
20260406 $7.72 $0.85 1.9% 17%
20260402 $0.45 $1.32 2.1% 20%
20260401 $0.95 $0.95 1.1% 6%
20260331 $0.47 $0.47 3.7% 43%
20260330 $0.47 $0.47 3.0% 32%
20260327 $0.95 $0.95 2.6% 27%
20260326 $0.47 $0.47 1.3% 8%
20260325 $0.95 $0.95 3.4% 38%
20260324 $0.45 $0.45 4.7% 57%