VGNT · Expected Move
Versigent PLC
The expected move for VGNT 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).
VGNT 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 VGNT Expected Move
30-Day Straddle
$5.58
7-Day Straddle
$5.03
30-Day ATM IV
50.9%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to VGNT'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.
VGNT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.58 | $5.03 | 50.9% | 54% |
| 20261106 | $5.62 | $4.62 | 53.8% | 65% |
| 20261105 | $6.20 | $4.35 | 58.4% | 82% |
| 20261104 | $4.88 | $4.88 | 47.0% | 40% |
| 20261103 | $4.17 | $4.17 | 49.4% | 49% |
| 20261102 | $4.83 | $4.83 | 52.6% | 61% |
| 20261030 | $4.68 | $4.68 | 52.3% | 60% |
| 20261029 | $4.47 | $4.47 | 46.9% | 39% |
| 20261028 | $5.00 | $5.00 | 52.6% | 61% |
| 20261027 | $4.97 | $4.97 | 51.0% | 55% |
| 20261026 | $5.03 | $5.03 | 50.9% | 55% |
| 20261023 | $4.43 | $4.43 | 45.9% | 36% |
| 20261022 | $5.28 | $5.28 | 48.3% | 45% |
| 20261021 | $4.58 | $4.58 | 47.8% | 43% |
| 20261020 | $4.70 | $4.70 | 47.4% | 41% |
| 20261019 | $4.78 | $4.78 | 44.9% | 32% |
| 20261016 | $4.75 | $2.02 | 41.8% | 21% |
| 20261015 | $4.57 | $2.20 | 40.1% | 14% |
| 20261014 | $4.92 | $3.25 | 40.9% | 17% |
| 20261013 | $5.03 | $2.33 | 44.5% | 31% |
| 20261012 | $5.20 | $2.25 | 47.5% | 42% |
| 20261009 | $5.05 | $1.88 | 41.2% | 18% |
| 20261008 | $5.40 | $1.70 | 44.3% | 30% |
| 20261007 | $5.78 | $2.10 | 44.9% | 32% |
| 20261006 | $5.47 | $4.20 | 39.9% | 14% |
| 20261005 | $6.60 | $3.83 | 46.0% | 36% |
| 20261002 | $3.95 | $3.95 | 48.9% | 47% |
| 20261001 | $2.90 | $2.90 | 44.8% | 32% |
| 20260930 | $3.60 | $3.60 | 49.1% | 48% |
| 20260929 | $3.47 | $3.47 | 43.5% | 27% |
| 20260928 | $3.55 | $3.55 | 47.3% | 41% |
| 20260925 | $3.90 | $3.90 | 42.5% | 23% |
| 20260924 | $3.90 | $3.90 | 45.9% | 36% |
| 20260923 | $3.40 | $3.40 | 39.9% | 14% |
| 20260922 | $4.28 | $4.28 | 42.7% | 24% |
| 20260921 | $3.83 | $3.83 | 39.4% | 12% |
| 20260918 | $4.10 | $1.02 | 39.5% | 12% |
| 20260917 | $4.67 | $3.60 | 39.5% | 12% |
| 20260916 | $5.20 | $1.15 | 48.8% | 47% |
| 20260915 | $5.22 | $1.32 | 49.4% | 49% |
| 20260914 | $5.15 | $2.00 | 44.0% | 29% |
| 20260911 | $4.80 | $2.57 | 39.0% | 10% |
| 20260910 | $5.70 | $2.55 | 45.9% | 36% |
| 20260909 | $4.78 | $2.58 | 41.0% | 18% |
| 20260908 | $6.23 | $3.55 | 42.9% | 25% |
| 20260904 | $5.03 | $2.45 | 36.2% | 0% |
| 20260903 | $5.75 | $3.35 | 40.5% | 16% |
| 20260902 | $3.27 | $3.27 | 43.1% | 25% |
| 20260901 | $2.82 | $2.82 | 40.6% | 16% |
| 20260831 | $3.65 | $3.65 | 41.3% | 18% |
| 20260828 | $3.75 | $3.75 | 38.6% | 8% |
| 20260827 | $4.17 | $4.17 | 40.6% | 16% |
| 20260826 | $4.10 | $4.10 | 37.6% | 5% |
| 20260825 | $4.08 | $4.08 | 39.3% | 11% |
| 20260824 | $4.22 | $4.22 | 37.3% | 4% |
| 20260821 | $4.05 | $1.95 | 36.4% | 0% |
| 20260820 | $4.15 | $3.45 | 36.5% | 0% |
| 20260819 | $4.58 | $3.80 | 37.8% | 5% |
| 20260818 | $4.28 | $3.28 | 36.5% | 0% |
| 20260817 | $4.55 | $2.83 | 37.8% | 0% |
More on VGNT
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.