VCYT · Expected Move
Veracyte, Inc.
The expected move for VCYT 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).
VCYT 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 VCYT Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$2.67
30-Day ATM IV
67.4%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to VCYT'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.
VCYT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $4.10 | $2.67 | 67.4% | 43% |
| 20261105 | $5.42 | $3.65 | 85.0% | 76% |
| 20261104 | $9.12 | $9.12 | 79.5% | 66% |
| 20261103 | $9.07 | $9.07 | 83.4% | 73% |
| 20261102 | $9.55 | $9.55 | 85.3% | 77% |
| 20261030 | $9.65 | $9.65 | 86.4% | 79% |
| 20261029 | $9.00 | $9.00 | 77.2% | 61% |
| 20261028 | $8.90 | $8.90 | 80.5% | 68% |
| 20261027 | $8.15 | $8.15 | 76.4% | 60% |
| 20261026 | $7.75 | $7.75 | 75.8% | 59% |
| 20261023 | $8.82 | $8.82 | 81.0% | 69% |
| 20261022 | $10.15 | $10.15 | 94.1% | 94% |
| 20261021 | $8.45 | $8.45 | 80.6% | 68% |
| 20261020 | $9.03 | $9.03 | 86.6% | 80% |
| 20261019 | $9.85 | $9.85 | 91.8% | 89% |
| 20261016 | $10.30 | $5.10 | 92.5% | 91% |
| 20261015 | $10.45 | $3.95 | 93.4% | 93% |
| 20261014 | $10.50 | $3.68 | 92.5% | 91% |
| 20261013 | $10.82 | $4.35 | 94.2% | 94% |
| 20261012 | $11.55 | $4.20 | 95.5% | 97% |
| 20261009 | $11.90 | $4.20 | 97.2% | 100% |
| 20261008 | $9.47 | $3.55 | 77.5% | 95% |
| 20261007 | $9.15 | $4.90 | 77.8% | 96% |
| 20261006 | $9.62 | $4.53 | 76.7% | 92% |
| 20261005 | $10.10 | $5.10 | 72.0% | 78% |
| 20261002 | $5.58 | $5.58 | 74.5% | 86% |
| 20261001 | $4.88 | $4.88 | 71.3% | 76% |
| 20260930 | $5.53 | $5.53 | 76.5% | 92% |
| 20260929 | $4.83 | $4.83 | 72.7% | 81% |
| 20260928 | $5.08 | $5.08 | 72.8% | 81% |
| 20260925 | $6.58 | $6.58 | 75.4% | 88% |
| 20260924 | $6.45 | $6.45 | 74.9% | 87% |
| 20260923 | $4.25 | $4.25 | 55.0% | 28% |
| 20260922 | $4.83 | $4.83 | 55.3% | 29% |
| 20260921 | $4.55 | $4.55 | 47.5% | 6% |
| 20260918 | $4.53 | $1.73 | 51.3% | 18% |
| 20260917 | $5.60 | $2.78 | 60.3% | 44% |
| 20260916 | $4.33 | $4.10 | 48.7% | 10% |
| 20260915 | $5.80 | $4.00 | 62.8% | 51% |
| 20260914 | $6.20 | $4.90 | 62.4% | 29% |
| 20260911 | $6.72 | $3.92 | 67.2% | 37% |
| 20260910 | $7.30 | $4.72 | 69.8% | 41% |
| 20260909 | $7.38 | $5.42 | 68.0% | 38% |
| 20260908 | $7.32 | $4.67 | 65.8% | 34% |
| 20260904 | $7.78 | $6.70 | 68.0% | 38% |
| 20260903 | $7.47 | $4.38 | 61.2% | 27% |
| 20260902 | $4.78 | $4.78 | 57.3% | 20% |
| 20260901 | $5.20 | $5.20 | 60.4% | 25% |
| 20260831 | $7.00 | $7.00 | 67.6% | 37% |
| 20260828 | $5.67 | $5.67 | 62.0% | 28% |
| 20260827 | $4.65 | $4.65 | 51.3% | 10% |
| 20260826 | $7.25 | $7.25 | 71.7% | 44% |
| 20260825 | $4.25 | $4.25 | 49.3% | 7% |
| 20260824 | $3.77 | $3.77 | 49.4% | 7% |
| 20260821 | $4.30 | $3.78 | 52.0% | 11% |
| 20260820 | $6.52 | $3.65 | 66.2% | 35% |
| 20260819 | $5.67 | $2.88 | 60.8% | 26% |
| 20260818 | $4.33 | $3.45 | 47.9% | 4% |
| 20260817 | $5.25 | $2.68 | 54.6% | 16% |
| 20260814 | $4.10 | $3.88 | 45.9% | 1% |
More on VCYT
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.