VCEL · Expected Move
Vericel Corporation
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).
VCEL 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 VCEL Expected Move
30-Day Straddle
$6.65
7-Day Straddle
$6.65
30-Day ATM IV
66.5%
IV Rank
69%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $6.65 | $6.65 | 66.5% | 69% |
| 20261029 | $6.43 | $6.43 | 66.6% | 70% |
| 20261028 | $5.32 | $5.32 | 59.1% | 42% |
| 20261027 | $5.80 | $5.80 | 62.4% | 54% |
| 20261026 | $4.47 | $4.47 | 53.4% | 21% |
| 20261023 | $5.08 | $5.08 | 55.9% | 31% |
| 20261022 | $5.30 | $5.30 | 56.0% | 31% |
| 20261021 | $5.55 | $5.55 | 57.5% | 36% |
| 20261020 | $5.55 | $5.55 | 57.7% | 37% |
| 20261019 | $4.65 | $4.65 | 48.8% | 5% |
| 20261016 | $5.60 | $2.05 | 56.6% | 33% |
| 20261015 | $6.00 | $2.95 | 58.0% | 38% |
| 20261014 | $5.65 | $2.80 | 55.6% | 30% |
| 20261013 | $5.78 | $3.52 | 55.8% | 30% |
| 20261012 | $6.15 | $3.32 | 58.1% | 39% |
| 20261009 | $5.80 | $3.55 | 56.4% | 32% |
| 20261008 | $5.85 | $3.55 | 56.1% | 31% |
| 20261007 | $5.90 | $2.73 | 53.0% | 20% |
| 20261006 | $5.42 | $3.45 | 52.6% | 18% |
| 20261005 | $5.30 | $5.05 | 55.4% | 29% |
| 20261002 | $4.72 | $4.72 | 59.5% | 44% |
| 20261001 | $5.08 | $5.08 | 61.7% | 52% |
| 20260930 | $5.00 | $5.00 | 59.8% | 45% |
| 20260929 | $5.22 | $5.22 | 62.8% | 56% |
| 20260928 | $5.28 | $5.28 | 61.7% | 52% |
| 20260925 | $5.30 | $5.30 | 60.1% | 46% |
| 20260924 | $5.28 | $5.28 | 61.8% | 52% |
| 20260923 | $5.30 | $5.30 | 60.3% | 47% |
| 20260922 | $5.40 | $5.40 | 60.7% | 48% |
| 20260921 | $5.30 | $5.30 | 62.1% | 54% |
| 20260918 | $5.10 | $5.00 | 58.0% | 38% |
| 20260917 | $5.28 | $0.97 | 58.9% | 42% |
| 20260916 | $5.45 | $5.00 | 59.3% | 43% |
| 20260915 | $5.12 | $5.00 | 55.3% | 28% |
| 20260914 | $5.75 | $5.05 | 62.0% | 53% |
| 20260911 | $5.30 | $5.12 | 54.3% | 25% |
| 20260910 | $5.55 | $3.77 | 54.9% | 27% |
| 20260909 | $5.38 | $3.80 | 55.4% | 29% |
| 20260908 | $4.33 | $3.80 | 50.2% | 9% |
| 20260904 | $4.35 | $5.05 | 47.6% | 0% |
| 20260903 | $4.65 | $4.35 | 49.2% | 4% |
| 20260902 | $4.40 | $4.40 | 48.0% | 0% |
| 20260901 | $5.05 | $5.05 | 56.1% | 26% |
| 20260831 | $5.05 | $5.05 | 52.9% | 16% |
| 20260828 | $4.55 | $4.55 | 48.8% | 2% |
| 20260827 | $5.05 | $5.05 | 49.2% | 4% |
| 20260826 | $6.30 | $6.30 | 60.7% | 42% |
| 20260825 | $4.40 | $4.40 | 59.2% | 37% |
| 20260824 | $6.15 | $6.15 | 59.9% | 39% |
| 20260821 | $6.10 | $5.05 | 59.4% | 37% |
| 20260820 | $6.05 | $5.05 | 59.6% | 38% |
| 20260819 | $5.43 | $5.00 | 57.8% | 32% |
| 20260818 | $5.47 | $5.05 | 51.5% | 11% |
| 20260817 | $5.50 | $4.75 | 48.1% | 0% |
| 20260814 | $5.60 | $5.00 | 52.8% | 15% |
| 20260813 | $5.10 | $5.00 | 50.8% | 9% |
| 20260812 | $5.57 | $5.00 | 53.2% | 17% |
| 20260811 | $5.47 | $5.10 | 52.2% | 13% |
| 20260810 | $5.60 | $5.10 | 52.5% | 14% |
| 20260807 | — | — | 54.0% | 19% |
More on VCEL
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.