VCEL (Vericel Corporation)

Expected Move & Straddle Price History

The expected move for VCEL 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 VCEL Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$5.12
Avg IV
0.8%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to VCEL'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.
VCEL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260911 $5.30 $5.12 0.8% 14%
20260910 $5.55 $3.77 1.0% 40%
20260909 $5.38 $3.80 0.8% 11%
20260908 $4.33 $3.80 1.1% 43%
20260904 $4.35 $5.05 0.8% 19%
20260903 $4.65 $4.35 0.7% 5%
20260902 $4.40 $4.40 1.1% 43%
20260901 $5.05 $5.05 0.9% 23%
20260831 $5.05 $5.05 0.9% 29%
20260828 $4.55 $4.55 0.9% 26%
20260827 $5.05 $5.05 0.9% 29%
20260826 $6.30 $6.30 0.9% 28%
20260825 $4.40 $4.40 0.9% 23%
20260824 $6.15 $6.15 0.9% 27%
20260821 $6.10 $5.05 0.8% 10%
20260820 $6.05 $5.05 0.8% 15%
20260819 $5.43 $5.00 0.8% 15%
20260818 $5.47 $5.05 0.8% 10%
20260817 $5.50 $4.75 0.7% 5%
20260814 $5.60 $5.00 0.8% 7%
20260813 $5.10 $5.00 0.7% 3%
20260812 $5.57 $5.00 0.7% 6%
20260811 $5.47 $5.10 0.7% 4%
20260810 $5.60 $5.10 0.8% 8%
20260806 $6.15 $5.28 0.7% 4%
20260805 $5.10 $5.10 1.2% 66%
20260804 $5.38 $5.38 1.2% 65%
20260803 $5.62 $5.62 1.2% 56%
20260731 $5.80 $5.80 1.2% 56%
20260730 $5.30 $5.30 1.2% 58%
20260729 $7.20 $7.20 1.1% 45%
20260728 $6.10 $6.10 1.0% 40%
20260727 $5.80 $5.80 1.1% 52%
20260724 $6.05 $6.05 0.8% 11%
20260723 $5.60 $5.60 0.9% 28%
20260722 $6.05 $6.05 0.9% 24%
20260721 $6.20 $6.20 0.9% 31%
20260720 $6.75 $6.75 1.0% 37%
20260716 $7.90 $3.30 0.7% 10%
20260715 $7.10 $5.25 0.9% 31%
20260714 $6.70 $5.05 0.8% 14%
20260713 $7.60 $5.22 0.7% 6%
20260710 $7.10 $5.05 0.7% 6%
20260709 $7.55 $3.32 0.8% 22%
20260708 $7.55 $5.20 0.8% 17%
20260707 $7.90 $5.25 0.8% 12%
20260706 $7.70 $5.10 0.8% 21%
20260702 $5.30 $5.30 1.4% 90%
20260701 $5.10 $5.10 1.4% 86%
20260630 $5.28 $5.28 1.0% 38%
20260629 $4.20 $4.20 1.2% 61%
20260626 $5.05 $5.05 1.2% 66%
20260625 $5.85 $5.85 1.1% 55%
20260624 $6.28 $6.28 1.2% 59%
20260623 $4.75 $4.75 1.2% 59%
20260622 $4.85 $4.85 1.1% 56%
20260618 $4.62 $3.25 1.1% 48%
20260617 $4.45 $2.92 1.0% 38%
20260616 $4.95 $3.10 1.1% 46%
20260615 $4.82 $3.10 1.0% 39%