VEL · Expected Move
Velocity Financial, Inc.
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).
VEL 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 VEL Expected Move
30-Day Straddle
$2.17
7-Day Straddle
$2.17
30-Day ATM IV
63.7%
IV Rank
15%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $2.17 | $2.17 | 63.7% | 15% |
| 20261030 | $2.00 | $2.00 | 54.8% | 8% |
| 20261029 | $2.10 | $2.10 | 63.8% | 15% |
| 20261028 | $2.05 | $2.05 | — | — |
| 20261027 | $2.02 | $2.02 | 59.7% | 12% |
| 20261026 | $2.03 | $2.03 | 62.4% | 14% |
| 20261023 | $2.05 | $2.05 | 59.6% | 12% |
| 20261022 | $2.10 | $2.10 | 60.8% | 13% |
| 20261021 | $2.10 | $2.10 | 62.2% | 14% |
| 20261020 | $2.10 | $2.10 | — | — |
| 20261019 | $2.08 | $2.08 | 58.2% | 11% |
| 20261016 | $2.10 | $2.15 | — | — |
| 20261015 | $2.12 | $2.23 | 58.5% | 11% |
| 20261014 | $2.15 | $2.42 | — | — |
| 20261013 | $2.23 | $2.35 | 58.0% | 11% |
| 20261012 | $2.30 | $2.38 | 60.1% | 13% |
| 20261009 | $3.15 | $2.38 | — | — |
| 20261008 | $2.30 | $2.42 | 64.3% | 16% |
| 20261007 | $2.35 | $2.52 | 65.3% | 17% |
| 20261006 | $2.30 | $2.50 | 64.3% | 16% |
| 20261005 | $2.35 | $2.33 | 64.5% | 16% |
| 20261002 | $2.52 | $2.52 | 61.9% | 14% |
| 20261001 | $2.55 | $2.55 | 63.5% | 15% |
| 20260930 | $2.65 | $2.65 | 65.0% | 16% |
| 20260929 | $2.70 | $2.70 | 70.5% | 21% |
| 20260928 | $2.33 | $2.33 | 68.2% | 19% |
| 20260925 | $2.77 | $2.77 | 65.8% | 17% |
| 20260924 | $2.85 | $2.85 | 63.6% | 15% |
| 20260923 | $3.03 | $3.03 | 65.4% | 17% |
| 20260922 | $7.72 | $7.72 | 61.3% | 14% |
| 20260921 | $4.50 | $4.50 | 58.3% | 11% |
| 20260918 | $2.33 | $2.52 | — | — |
| 20260917 | $3.28 | $2.90 | 84.0% | 31% |
| 20260916 | $3.02 | $1.50 | 85.8% | 32% |
| 20260915 | $3.00 | $1.77 | — | — |
| 20260914 | $3.00 | $1.38 | — | — |
| 20260911 | $3.22 | $1.98 | 56.0% | 9% |
| 20260910 | $3.15 | $2.17 | 54.4% | 8% |
| 20260909 | $9.28 | $2.17 | 54.6% | 8% |
| 20260908 | $2.85 | $2.00 | 51.6% | 6% |
| 20260904 | $2.80 | $1.48 | 51.2% | 6% |
| 20260903 | $2.62 | $1.55 | 49.7% | 5% |
| 20260902 | $1.50 | $1.50 | 48.2% | 3% |
| 20260901 | $1.52 | $1.52 | 48.2% | 3% |
| 20260831 | $1.50 | $1.50 | 49.1% | 4% |
| 20260828 | $2.08 | $2.08 | 57.4% | 11% |
| 20260827 | $1.62 | $1.62 | — | — |
| 20260826 | $1.58 | $1.58 | 43.9% | 0% |
| 20260825 | $1.82 | $1.82 | — | — |
| 20260824 | $1.90 | $1.90 | 46.3% | 2% |
| 20260821 | $1.90 | $2.55 | 45.5% | 1% |
| 20260820 | $1.90 | $1.88 | 45.9% | 2% |
| 20260819 | $1.98 | $2.95 | 45.6% | 1% |
| 20260818 | $1.90 | $2.92 | 43.8% | 0% |
| 20260817 | $1.90 | $0.85 | — | — |
| 20260814 | $1.98 | $1.05 | 44.6% | 1% |
| 20260813 | $2.05 | $1.10 | 46.5% | 2% |
| 20260812 | $2.05 | $1.15 | 44.0% | 0% |
| 20260811 | $2.20 | $1.25 | 45.7% | 1% |
| 20260810 | $2.25 | $1.48 | 43.9% | 0% |
More on VEL
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.