VEON · Expected Move
VEON Ltd. ADS
The expected move for VEON 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).
VEON 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 VEON Expected Move
30-Day Straddle
$10.30
7-Day Straddle
$1.70
30-Day ATM IV
50.2%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to VEON'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.
VEON Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $10.30 | $1.70 | 50.2% | 67% |
| 20261015 | $11.00 | $2.78 | 50.3% | 64% |
| 20261014 | $8.95 | $3.00 | 43.7% | 41% |
| 20261013 | $10.05 | $3.55 | 47.6% | 54% |
| 20261012 | $9.75 | $3.62 | 46.0% | 49% |
| 20261009 | $9.53 | $3.62 | 44.1% | 42% |
| 20261008 | $9.43 | $4.25 | 44.0% | 42% |
| 20261007 | $10.32 | $4.60 | 47.8% | 55% |
| 20261006 | $9.88 | $5.08 | 46.2% | 49% |
| 20261005 | $10.10 | $4.95 | 44.5% | 44% |
| 20261002 | $4.92 | $4.92 | 44.1% | 42% |
| 20261001 | $3.95 | $3.95 | 43.2% | 39% |
| 20260930 | $4.75 | $4.75 | 43.4% | 39% |
| 20260929 | $5.55 | $5.55 | 44.9% | 45% |
| 20260928 | $4.17 | $4.17 | 39.1% | 24% |
| 20260925 | $6.22 | $6.22 | 43.0% | 38% |
| 20260924 | $5.25 | $5.25 | 37.7% | 20% |
| 20260923 | $3.92 | $3.92 | 33.9% | 6% |
| 20260922 | $4.62 | $4.62 | 35.4% | 11% |
| 20260921 | $4.97 | $4.97 | 36.4% | 15% |
| 20260918 | $5.17 | $2.77 | 32.4% | 1% |
| 20260917 | $5.22 | $2.20 | 33.1% | 3% |
| 20260916 | $5.75 | $2.12 | 34.8% | 9% |
| 20260915 | $6.10 | $1.35 | 36.0% | 14% |
| 20260914 | $6.10 | $2.40 | 36.1% | 14% |
| 20260911 | $5.67 | $2.30 | 32.6% | 2% |
| 20260910 | $5.95 | $2.80 | 34.0% | 7% |
| 20260909 | $5.50 | $4.10 | 35.0% | 10% |
| 20260908 | $5.05 | $3.83 | 32.1% | 0% |
| 20260904 | $5.12 | $4.35 | 32.8% | 2% |
| 20260903 | $6.00 | $3.90 | 33.6% | 4% |
| 20260902 | $4.45 | $4.45 | 32.4% | 0% |
| 20260901 | $4.22 | $4.22 | 36.4% | 2% |
| 20260831 | $4.88 | $4.88 | 37.6% | 6% |
| 20260828 | $4.90 | $4.90 | 37.9% | 8% |
| 20260827 | $4.78 | $4.78 | 39.8% | 15% |
| 20260826 | $4.75 | $4.75 | 37.6% | 6% |
| 20260825 | $5.30 | $5.30 | 36.0% | 0% |
| 20260824 | $4.75 | $4.75 | 36.7% | 1% |
| 20260821 | $5.20 | $2.50 | 39.7% | 14% |
| 20260820 | $5.35 | $2.40 | 39.6% | 13% |
| 20260819 | $5.85 | $2.70 | 42.9% | 27% |
| 20260818 | $5.67 | $3.00 | 42.4% | 25% |
| 20260817 | $5.53 | $3.40 | 36.4% | 0% |
| 20260814 | $6.33 | $3.50 | 42.0% | 0% |
| 20260813 | $6.55 | $3.20 | 42.3% | 1% |
| 20260812 | $6.52 | $3.27 | 42.5% | 3% |
| 20260811 | $6.80 | $4.07 | 43.8% | 10% |
| 20260810 | $6.75 | $4.00 | 43.0% | 5% |
| 20260807 | — | — | 42.1% | 0% |
| 20260806 | $6.78 | $4.05 | 44.1% | 10% |
| 20260805 | $4.08 | $4.08 | 44.1% | 10% |
| 20260804 | $3.68 | $3.68 | 43.1% | 5% |
| 20260803 | $4.65 | $4.65 | 47.6% | 29% |
| 20260731 | $5.67 | $5.67 | 46.6% | 23% |
| 20260730 | $5.45 | $5.45 | 49.5% | 39% |
| 20260729 | $5.60 | $5.60 | 54.1% | 64% |
| 20260728 | $5.85 | $5.85 | 51.1% | 48% |
| 20260727 | $6.00 | $6.00 | 51.5% | 50% |
| 20260724 | $5.72 | $5.72 | 49.0% | 37% |
More on VEON
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.