VHC · Expected Move
VirnetX Holding Corp Common Stock
The expected move for VHC 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).
VHC straddle price & implied vol
19 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 VHC Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.80
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VHC'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.
VHC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20240621 | $4.80 | $4.80 | — | — |
| 20240620 | $4.80 | $4.80 | — | — |
| 20240618 | $4.90 | $4.90 | — | — |
| 20240617 | $4.90 | $4.90 | — | — |
| 20240614 | $2.32 | $2.32 | — | — |
| 20240613 | $2.32 | $2.32 | — | — |
| 20240611 | $2.32 | $2.32 | — | — |
| 20240610 | $2.32 | $2.32 | — | — |
| 20240607 | $4.90 | $4.90 | — | — |
| 20240606 | $4.90 | $4.90 | — | — |
| 20240605 | $4.90 | $4.90 | — | — |
| 20240604 | $4.90 | $4.90 | — | — |
| 20240603 | $4.65 | $4.65 | — | — |
| 20240531 | $4.90 | $4.90 | — | — |
| 20240530 | $4.90 | $4.90 | — | — |
| 20240529 | $4.90 | $4.90 | — | — |
| 20240528 | $4.90 | $4.90 | — | — |
| 20240524 | $5.05 | $5.05 | — | — |
| 20240523 | $4.92 | $4.92 | — | — |
More on VHC
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.