VBNK (VersaBank Common Shares)
Expected Move & Straddle Price History
The expected move for VBNK 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 VBNK Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.85
Avg IV
1.1%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to VBNK'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.
VBNK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260723 | $2.85 | $2.85 | 1.1% | 28% |
| 20260722 | $3.17 | $3.17 | 1.2% | 36% |
| 20260721 | $4.45 | $4.45 | 1.0% | 25% |
| 20260720 | $3.85 | $3.85 | 1.1% | 31% |
| 20260716 | $4.35 | $1.77 | 0.9% | 21% |
| 20260715 | $4.12 | $1.25 | 1.0% | 27% |
| 20260714 | $4.28 | $1.00 | 1.1% | 30% |
| 20260713 | $3.60 | $1.30 | 1.2% | 33% |
| 20260710 | $4.03 | $1.10 | 1.0% | 27% |
| 20260709 | $3.42 | $0.85 | 1.1% | 28% |
| 20260708 | $3.38 | $1.82 | 0.6% | 7% |
| 20260707 | $3.35 | $1.05 | 1.1% | 31% |
| 20260706 | $3.20 | $1.02 | 0.8% | 13% |
| 20260702 | $0.98 | $0.98 | 1.6% | 54% |
| 20260701 | $1.75 | $1.75 | 1.7% | 57% |
| 20260630 | $1.55 | $1.55 | 1.3% | 41% |
| 20260629 | $1.15 | $1.15 | 1.0% | 25% |
| 20260626 | $0.90 | $0.90 | 1.2% | 34% |
| 20260625 | $1.40 | $1.40 | 1.2% | 32% |
| 20260624 | $1.50 | $1.50 | 1.3% | 38% |
| 20260623 | $1.50 | $1.50 | 1.2% | 33% |
| 20260622 | $1.77 | $1.77 | 1.3% | 39% |
| 20260618 | $1.65 | $0.60 | 1.3% | 39% |
| 20260617 | $1.57 | $1.50 | 1.3% | 40% |
| 20260616 | $1.50 | $1.55 | 0.9% | 18% |
| 20260615 | $1.58 | $3.08 | 1.2% | 35% |
| 20260613 | $1.75 | $1.85 | 0.7% | 11% |
| 20260612 | $1.73 | $1.85 | 0.9% | 19% |
| 20260611 | $4.08 | $1.62 | 0.9% | 20% |
| 20260610 | $2.08 | $1.98 | 1.1% | 28% |
| 20260609 | $1.67 | $1.88 | 0.9% | 19% |
| 20260608 | $1.45 | $1.77 | 0.5% | 0% |
| 20260605 | $1.43 | $2.15 | 0.9% | 19% |
| 20260604 | $1.67 | $2.45 | 1.0% | 22% |
| 20260603 | $3.42 | $2.12 | 1.1% | 25% |
| 20260602 | $2.33 | $2.33 | 2.0% | 69% |
| 20260601 | $2.98 | $2.98 | 1.8% | 63% |
| 20260529 | $3.50 | $3.50 | 1.8% | 60% |
| 20260528 | $2.30 | $2.30 | 1.3% | 39% |
| 20260527 | $2.05 | $2.05 | 1.9% | 66% |
| 20260526 | $2.35 | $2.35 | 1.4% | 41% |
| 20260522 | $2.85 | $2.85 | 1.6% | 51% |
| 20260521 | $2.42 | $2.42 | 1.3% | 36% |
| 20260520 | $2.55 | $2.55 | 1.5% | 46% |
| 20260519 | $2.48 | $2.48 | 1.7% | 55% |
| 20260518 | $2.48 | $2.48 | 1.4% | 40% |
| 20260515 | $2.42 | $1.50 | 1.6% | 51% |
| 20260514 | $2.48 | $2.17 | 1.2% | 32% |
| 20260513 | $2.55 | $2.00 | 1.6% | 52% |
| 20260512 | $2.70 | $2.35 | 1.5% | 49% |
| 20260511 | $2.75 | $2.50 | 1.6% | 53% |
| 20260510 | $3.35 | $2.72 | 0.9% | 20% |
| 20260508 | $3.35 | $2.72 | 0.7% | 12% |
| 20260507 | $2.80 | $2.77 | 1.3% | 37% |
| 20260506 | $2.75 | $2.75 | 1.2% | 35% |
| 20260505 | $2.67 | $2.70 | 1.3% | 41% |
| 20260504 | $2.65 | $2.62 | 1.4% | 44% |
| 20260502 | $2.23 | $2.23 | 1.8% | 61% |
| 20260501 | $2.23 | $2.23 | 2.0% | 72% |
| 20260430 | $1.83 | $1.83 | 2.1% | 74% |