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
$1.95
7-Day Straddle
$1.45
Avg IV
3.8%
IV Rank
70%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $1.95 | $1.45 | 3.8% | 70% |
| 20260910 | $0.93 | $0.53 | 2.2% | 26% |
| 20260909 | $1.45 | $0.60 | 1.9% | 19% |
| 20260908 | $9.05 | $0.55 | 2.4% | 32% |
| 20260904 | $2.05 | $2.00 | 1.8% | 15% |
| 20260903 | $1.30 | $1.40 | 1.6% | 10% |
| 20260902 | $0.93 | $0.93 | 3.4% | 59% |
| 20260901 | $0.75 | $0.75 | 4.0% | 75% |
| 20260831 | $0.40 | $0.40 | 2.4% | 31% |
| 20260828 | $1.65 | $1.65 | 2.2% | 27% |
| 20260827 | $1.43 | $1.43 | 1.7% | 11% |
| 20260826 | $1.40 | $1.40 | 2.5% | 35% |
| 20260825 | $1.43 | $1.43 | 3.0% | 49% |
| 20260824 | $0.60 | $0.60 | 2.3% | 28% |
| 20260821 | $0.90 | $0.30 | 1.9% | 17% |
| 20260820 | $1.90 | $0.38 | 4.1% | 80% |
| 20260819 | $0.90 | $1.12 | 2.1% | 24% |
| 20260818 | $1.02 | $0.53 | 2.6% | 38% |
| 20260817 | $0.85 | $0.60 | 2.7% | 39% |
| 20260814 | $0.85 | $1.20 | 2.1% | 23% |
| 20260813 | $0.85 | $0.75 | 2.1% | 24% |
| 20260812 | $1.88 | $0.55 | 2.7% | 39% |
| 20260811 | $9.00 | $0.70 | 1.7% | 12% |
| 20260810 | $0.85 | $0.50 | 1.9% | 21% |
| 20260806 | $10.47 | $1.35 | 2.4% | 32% |
| 20260805 | $0.38 | $0.38 | 3.3% | 58% |
| 20260804 | $0.62 | $0.62 | 2.9% | 48% |
| 20260803 | $0.80 | $0.80 | 4.9% | 100% |
| 20260731 | $0.38 | $0.38 | 3.0% | 57% |
| 20260730 | $1.70 | $1.70 | 3.9% | 77% |
| 20260729 | $0.43 | $0.43 | 4.0% | 80% |
| 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% |