VICR · Expected Move
Vicor Corp
The expected move for VICR 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).
VICR 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 VICR Expected Move
30-Day Straddle
$37.95
7-Day Straddle
$37.95
30-Day ATM IV
83.6%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to VICR'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.
VICR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261020 | $37.95 | $37.95 | 83.6% | 15% |
| 20261019 | $46.35 | $46.35 | 102.8% | 46% |
| 20261016 | $47.85 | $3.53 | 101.6% | 44% |
| 20261015 | $52.60 | $13.60 | 96.3% | 36% |
| 20261014 | $61.20 | $18.25 | 95.2% | 34% |
| 20261013 | $66.10 | $18.20 | 95.5% | 34% |
| 20261012 | $66.15 | $19.15 | 98.3% | 39% |
| 20261009 | $68.00 | $23.05 | 92.5% | 30% |
| 20261008 | $67.70 | $26.25 | 94.2% | 32% |
| 20261007 | $70.75 | $26.60 | 89.0% | 24% |
| 20261006 | $77.65 | $30.10 | 91.0% | 27% |
| 20261005 | $80.25 | $32.10 | 89.5% | 25% |
| 20261002 | $37.95 | $37.95 | 90.6% | 26% |
| 20261001 | $40.50 | $40.50 | 90.0% | 25% |
| 20260930 | $40.15 | $40.15 | 88.7% | 23% |
| 20260929 | $41.30 | $41.30 | 89.5% | 25% |
| 20260928 | $45.65 | $45.65 | 90.6% | 26% |
| 20260925 | $45.45 | $45.45 | 88.6% | 23% |
| 20260924 | $46.20 | $46.20 | 88.8% | 24% |
| 20260923 | $46.90 | $46.90 | 86.6% | 20% |
| 20260922 | $45.80 | $45.80 | 85.2% | 18% |
| 20260921 | $38.45 | $38.45 | 84.7% | 17% |
| 20260918 | $38.85 | $3.83 | 79.4% | 8% |
| 20260917 | $40.05 | $8.82 | 80.8% | 11% |
| 20260916 | $34.85 | $12.10 | 81.5% | 12% |
| 20260915 | $32.30 | $12.50 | 75.9% | 3% |
| 20260914 | $34.10 | $13.60 | 78.8% | 7% |
| 20260911 | $37.10 | $15.70 | 78.9% | 8% |
| 20260910 | $33.70 | $17.80 | 76.2% | 3% |
| 20260909 | $36.90 | $18.10 | 78.6% | 7% |
| 20260908 | $37.65 | $19.65 | 75.6% | 2% |
| 20260904 | $38.65 | $22.80 | 75.4% | 2% |
| 20260903 | $38.90 | $21.70 | 77.4% | 5% |
| 20260902 | $23.05 | $23.05 | 74.1% | 0% |
| 20260901 | $23.75 | $23.75 | 78.2% | 2% |
| 20260831 | $27.80 | $27.80 | 79.4% | 4% |
| 20260828 | $30.75 | $30.75 | 82.7% | 9% |
| 20260827 | $30.60 | $30.60 | 79.2% | 4% |
| 20260826 | $33.25 | $33.25 | 84.5% | 13% |
| 20260825 | $32.60 | $32.60 | 83.0% | 10% |
| 20260824 | $34.00 | $34.00 | 86.3% | 16% |
| 20260821 | $38.50 | $1.20 | 87.3% | 17% |
| 20260820 | $40.60 | $9.22 | 85.9% | 15% |
| 20260819 | $41.05 | $11.12 | 82.4% | 9% |
| 20260818 | $45.85 | $17.15 | 82.1% | 8% |
| 20260817 | $47.10 | $18.10 | 78.2% | 2% |
| 20260814 | $45.60 | $19.90 | 77.1% | 0% |
| 20260813 | $45.95 | $24.75 | 81.2% | 0% |
| 20260812 | $45.95 | $25.70 | 81.5% | 0% |
| 20260811 | $49.10 | $24.85 | 90.3% | 15% |
| 20260810 | $47.80 | $27.05 | 87.4% | 10% |
| 20260807 | — | — | 90.5% | 15% |
| 20260806 | $59.10 | $36.45 | 99.2% | 31% |
| 20260805 | $37.50 | $37.50 | 102.1% | 37% |
| 20260804 | $42.15 | $42.15 | 105.3% | 43% |
| 20260803 | $41.75 | $41.75 | 106.1% | 44% |
| 20260731 | $42.70 | $42.70 | 105.4% | 43% |
| 20260730 | $42.20 | $42.20 | 102.6% | 38% |
| 20260729 | $41.55 | $41.55 | 109.0% | 49% |
| 20260728 | $44.75 | $44.75 | 111.0% | 53% |
More on VICR
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.