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
$3.75
7-Day Straddle
$0.98
Avg IV
0.7%
IV Rank
11%
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 |
|---|---|---|---|---|
| 20260904 | $3.75 | $0.98 | 0.7% | 11% |
| 20260903 | $3.03 | $2.80 | 0.6% | 4% |
| 20260902 | $3.67 | $3.67 | 1.8% | 61% |
| 20260901 | $3.00 | $3.00 | 1.8% | 62% |
| 20260831 | $2.92 | $2.92 | 2.3% | 86% |
| 20260828 | $2.88 | $2.88 | 1.6% | 51% |
| 20260827 | $2.83 | $2.83 | 0.8% | 17% |
| 20260826 | $3.73 | $3.73 | 1.0% | 23% |
| 20260825 | $3.45 | $3.45 | 1.1% | 28% |
| 20260824 | $3.85 | $3.85 | 1.7% | 59% |
| 20260821 | $3.65 | $1.18 | 1.5% | 47% |
| 20260820 | $2.73 | $1.55 | 1.5% | 47% |
| 20260819 | $2.40 | $1.70 | 1.7% | 56% |
| 20260818 | $3.03 | $2.35 | 0.9% | 19% |
| 20260817 | $3.38 | $2.90 | 1.4% | 43% |
| 20260814 | $2.92 | $3.15 | 1.0% | 23% |
| 20260813 | $2.88 | $2.48 | 1.4% | 42% |
| 20260812 | $3.00 | $1.65 | 0.9% | 18% |
| 20260811 | $3.08 | $3.42 | 0.9% | 20% |
| 20260810 | $3.45 | $2.85 | 1.4% | 43% |
| 20260806 | $3.03 | $2.95 | 0.8% | 15% |
| 20260805 | $2.92 | $2.92 | 1.7% | 59% |
| 20260804 | $3.08 | $3.08 | 1.1% | 31% |
| 20260803 | $3.15 | $3.15 | 1.3% | 37% |
| 20260731 | $3.23 | $3.23 | 1.1% | 31% |
| 20260730 | $3.35 | $3.35 | 1.3% | 38% |
| 20260729 | $2.62 | $2.62 | 1.3% | 38% |
| 20260728 | $2.67 | $2.67 | 1.2% | 36% |
| 20260727 | $3.38 | $3.38 | 1.3% | 38% |
| 20260724 | $2.85 | $2.85 | 1.1% | 30% |
| 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% |