VET · Expected Move
VERMILION ENERGY INC.
The expected move for VET 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).
VET 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 VET Expected Move
30-Day Straddle
$1.92
7-Day Straddle
$1.92
30-Day ATM IV
55.6%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to VET'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.
VET Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.92 | $1.92 | 55.6% | 42% |
| 20261023 | $1.95 | $1.95 | 51.7% | 31% |
| 20261022 | $1.70 | $1.70 | 52.7% | 34% |
| 20261021 | $1.70 | $1.70 | 49.1% | 24% |
| 20261020 | $1.60 | $1.60 | 47.0% | 18% |
| 20261019 | $1.70 | $1.70 | 47.3% | 19% |
| 20261016 | $1.55 | $0.70 | 49.0% | 23% |
| 20261015 | $1.33 | $0.57 | 42.6% | 5% |
| 20261014 | $1.42 | $0.35 | 45.3% | 13% |
| 20261013 | $1.42 | $0.47 | 45.0% | 12% |
| 20261012 | $1.60 | $0.67 | — | — |
| 20261009 | $1.62 | $0.85 | 50.4% | 27% |
| 20261008 | $1.68 | $0.90 | 50.6% | 28% |
| 20261007 | $1.58 | $0.95 | 55.8% | 43% |
| 20261006 | $1.65 | $1.07 | 51.0% | 29% |
| 20261005 | $1.93 | $1.15 | 57.8% | 48% |
| 20261002 | $1.38 | $1.38 | 55.0% | 40% |
| 20261001 | $1.42 | $1.42 | 56.0% | 43% |
| 20260930 | $1.42 | $1.42 | 53.3% | 36% |
| 20260929 | $1.45 | $1.45 | 50.0% | 26% |
| 20260928 | $1.25 | $1.25 | 70.3% | 84% |
| 20260925 | $1.27 | $1.27 | 48.6% | 22% |
| 20260924 | $1.20 | $1.20 | 49.1% | 24% |
| 20260923 | $1.35 | $1.35 | 53.6% | 36% |
| 20260922 | $1.18 | $1.18 | 45.0% | 12% |
| 20260921 | $1.20 | $1.20 | 46.9% | 18% |
| 20260918 | $1.20 | $0.05 | 43.7% | 8% |
| 20260917 | $1.33 | $0.38 | 47.3% | 19% |
| 20260916 | $1.45 | $0.30 | 51.7% | 31% |
| 20260915 | $1.43 | $0.67 | 40.7% | 0% |
| 20260914 | $1.60 | $0.85 | 50.0% | 26% |
| 20260911 | $1.55 | $0.98 | 47.0% | 17% |
| 20260910 | $1.73 | $1.10 | 51.2% | 29% |
| 20260909 | $1.23 | $1.30 | 47.6% | 19% |
| 20260908 | $1.48 | $0.90 | 43.9% | 9% |
| 20260904 | $1.48 | $0.90 | 43.4% | 7% |
| 20260903 | $1.70 | $0.97 | 46.0% | 15% |
| 20260902 | $1.10 | $1.10 | 45.6% | 13% |
| 20260901 | $0.95 | $0.95 | 49.9% | 25% |
| 20260831 | $1.02 | $1.02 | 47.7% | 19% |
| 20260828 | $0.98 | $0.98 | 43.1% | 6% |
| 20260827 | $1.05 | $1.05 | 46.1% | 15% |
| 20260826 | $1.12 | $1.12 | 45.4% | 13% |
| 20260825 | $1.05 | $1.05 | 43.0% | 6% |
| 20260824 | $1.05 | $1.05 | 40.9% | 0% |
| 20260821 | $1.20 | $0.25 | 42.2% | 0% |
| 20260820 | $1.23 | $0.72 | 43.5% | 0% |
| 20260819 | $1.30 | $0.38 | 45.6% | 2% |
| 20260818 | $1.30 | $0.40 | 45.0% | 0% |
| 20260817 | $1.67 | $1.07 | 53.8% | 24% |
| 20260814 | $1.80 | $1.28 | 51.4% | 16% |
| 20260813 | $1.52 | $1.30 | 50.0% | 12% |
| 20260812 | $1.67 | $1.40 | 49.8% | 11% |
| 20260811 | $1.78 | $1.27 | 53.8% | 29% |
| 20260810 | $1.93 | $1.25 | 52.5% | 25% |
| 20260807 | — | — | 48.5% | 12% |
| 20260806 | $1.60 | $2.58 | 52.2% | 24% |
| 20260805 | $0.93 | $0.93 | 47.6% | 9% |
| 20260804 | $1.60 | $1.60 | 55.0% | 32% |
| 20260803 | $1.35 | $1.35 | 54.7% | 32% |
More on VET
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.