VBNK · Expected Move
VersaBank Common Shares
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).
VBNK straddle price & implied vol
60 sessionsBars: 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 VBNK Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.85
30-Day ATM IV
53.1%
IV Rank
34%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.85 | $2.85 | 53.1% | 34% |
| 20261020 | $2.95 | $2.95 | 50.8% | 30% |
| 20261019 | $2.42 | $2.42 | 51.8% | 32% |
| 20261016 | $1.77 | $2.75 | 37.6% | 5% |
| 20261015 | $2.85 | $3.35 | 44.2% | 18% |
| 20261014 | $2.97 | $2.88 | 49.9% | 28% |
| 20261013 | $3.95 | $2.98 | 44.6% | 18% |
| 20261012 | $2.48 | $3.00 | 44.4% | 18% |
| 20261009 | $2.85 | $2.95 | 54.2% | 36% |
| 20261008 | $3.10 | $3.45 | 61.4% | 49% |
| 20261007 | $2.95 | $3.45 | 59.4% | 46% |
| 20261006 | $2.45 | $3.03 | 52.0% | 32% |
| 20261005 | $2.40 | $2.95 | 51.9% | 32% |
| 20261002 | $3.10 | $3.10 | 52.1% | 32% |
| 20261001 | $2.62 | $2.62 | 50.6% | 29% |
| 20260930 | $3.15 | $3.15 | 58.7% | 45% |
| 20260929 | $3.10 | $3.10 | 63.5% | 53% |
| 20260928 | $2.42 | $2.42 | 57.2% | 40% |
| 20260925 | $3.22 | $3.22 | 48.1% | 24% |
| 20260924 | $4.05 | $4.05 | 60.5% | 45% |
| 20260923 | $3.80 | $3.80 | 51.1% | 29% |
| 20260922 | $3.00 | $3.00 | 49.6% | 26% |
| 20260921 | $2.20 | $2.20 | 49.8% | 27% |
| 20260918 | $2.80 | $1.85 | 56.4% | 38% |
| 20260917 | $2.85 | $1.02 | 57.1% | 39% |
| 20260916 | $2.48 | $0.38 | 43.2% | 15% |
| 20260915 | $2.65 | $0.53 | 53.6% | 33% |
| 20260914 | $2.60 | $0.78 | 46.1% | 20% |
| 20260911 | $2.60 | $0.75 | 44.1% | 17% |
| 20260910 | $2.50 | $0.72 | 42.8% | 14% |
| 20260909 | $2.60 | $0.82 | 51.6% | 30% |
| 20260908 | $2.35 | $0.82 | 66.9% | 57% |
| 20260904 | $3.75 | $0.98 | 49.2% | 26% |
| 20260903 | $3.03 | $2.80 | 61.9% | 48% |
| 20260902 | $3.67 | $3.67 | 80.1% | 80% |
| 20260901 | $3.00 | $3.00 | 72.4% | 67% |
| 20260831 | $2.92 | $2.92 | 76.5% | 74% |
| 20260828 | $2.88 | $2.88 | 80.5% | 81% |
| 20260827 | $2.83 | $2.83 | 76.4% | 74% |
| 20260826 | $3.73 | $3.73 | 80.2% | 81% |
| 20260825 | $3.45 | $3.45 | 78.0% | 77% |
| 20260824 | $3.85 | $3.85 | 82.7% | 85% |
| 20260821 | $3.65 | $1.18 | 86.0% | 91% |
| 20260820 | $2.73 | $1.55 | 88.2% | 95% |
| 20260819 | $2.40 | $1.70 | 88.5% | 95% |
| 20260818 | $3.03 | $2.35 | 86.2% | 91% |
| 20260817 | $3.38 | $2.90 | 84.9% | 89% |
| 20260814 | $2.92 | $3.15 | 76.0% | 73% |
| 20260813 | $2.88 | $2.48 | 81.3% | 82% |
| 20260812 | $3.00 | $1.65 | 83.2% | 86% |
| 20260811 | $3.08 | $3.42 | 82.8% | 85% |
| 20260810 | $3.45 | $2.85 | 78.1% | 77% |
| 20260807 | — | — | 77.7% | 76% |
| 20260806 | $3.03 | $2.95 | 75.5% | 72% |
| 20260805 | $2.92 | $2.92 | 76.3% | 74% |
| 20260804 | $3.08 | $3.08 | 75.1% | 71% |
| 20260803 | $3.15 | $3.15 | 75.9% | 73% |
| 20260731 | $3.23 | $3.23 | 74.3% | 70% |
| 20260730 | $3.35 | $3.35 | 75.3% | 72% |
| 20260729 | $2.62 | $2.62 | 67.9% | 59% |
More on VBNK
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.