VEL (Velocity Financial, Inc.)

Expected Move & Straddle Price History

The expected move for VEL 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 VEL Expected Move
30-Day Straddle
$3.28
7-Day Straddle
$2.90
Avg IV
1.7%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to VEL'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.
VEL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260917 $3.28 $2.90 1.7% 86%
20260916 $3.02 $1.50 1.4% 66%
20260915 $3.00 $1.77 1.2% 50%
20260914 $3.00 $1.38 1.2% 53%
20260911 $3.22 $1.98 1.0% 32%
20260910 $3.15 $2.17 1.0% 34%
20260909 $9.28 $2.17 0.8% 16%
20260908 $2.85 $2.00 1.1% 42%
20260904 $2.80 $1.48 0.7% 7%
20260903 $2.62 $1.55 1.0% 26%
20260902 $1.50 $1.50 1.0% 27%
20260901 $1.52 $1.52 1.3% 41%
20260831 $1.50 $1.50 1.1% 32%
20260828 $2.08 $2.08 1.5% 58%
20260827 $1.62 $1.62 1.1% 33%
20260826 $1.58 $1.58 1.3% 46%
20260825 $1.82 $1.82 1.5% 58%
20260824 $1.90 $1.90 1.4% 49%
20260821 $1.90 $2.55 1.3% 41%
20260820 $1.90 $1.88 0.9% 21%
20260819 $1.98 $2.95 1.0% 27%
20260818 $1.90 $2.92 0.8% 12%
20260817 $1.90 $0.85 0.9% 23%
20260814 $1.98 $1.05 1.0% 25%
20260813 $2.05 $1.10 1.0% 28%
20260812 $2.05 $1.15 1.1% 34%
20260811 $2.20 $1.25 1.2% 38%
20260810 $2.25 $1.48 1.0% 23%
20260806 $9.32 $4.15 0.7% 8%
20260805 $2.10 $2.10 1.0% 28%
20260804 $2.15 $2.15 1.8% 74%
20260803 $2.17 $2.17 1.5% 54%
20260731 $2.15 $2.15 1.8% 72%
20260730 $2.20 $2.20 0.8% 17%
20260729 $3.75 $3.75 1.8% 75%
20260728 $3.80 $3.80 1.7% 70%
20260727 $2.98 $2.98 0.7% 9%
20260724 $4.25 $4.25 1.3% 45%
20260723 $3.80 $3.80 1.6% 61%
20260722 $3.15 $3.15 1.5% 59%
20260721 $3.55 $3.55 1.3% 42%
20260720 $3.30 $3.30 1.4% 51%
20260716 $3.35 $2.33 1.2% 40%
20260715 $3.95 $2.33 1.4% 53%
20260714 $9.15 $2.45 1.0% 24%
20260713 $3.55 $2.53 1.1% 34%
20260710 $9.20 $2.60 1.2% 39%
20260709 $4.40 $2.67 0.9% 17%
20260708 $4.00 $8.82 1.5% 53%
20260707 $3.62 $2.78 1.6% 63%
20260706 $3.65 $2.98 1.0% 29%
20260702 $5.05 $5.05 1.8% 76%
20260701 $3.02 $3.02 1.2% 35%
20260630 $3.00 $3.00 1.3% 44%
20260629 $3.10 $3.10 1.4% 52%
20260626 $3.05 $3.05 1.0% 26%
20260625 $2.98 $2.98 1.2% 38%
20260624 $3.25 $3.25 1.1% 32%
20260623 $3.20 $3.20 1.0% 27%
20260622 $3.03 $3.03 1.6% 64%