VIPS · Expected Move
Vipshop Holdings Limited
The expected move for VIPS 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).
VIPS straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current VIPS Expected Move
30-Day Straddle
$0.82
7-Day Straddle
$0.82
Avg IV
83.7%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to VIPS'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.
VIPS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $0.82 | $0.82 | 83.7% | 42% |
| 20260928 | $0.88 | $0.88 | 97.0% | 62% |
| 20260925 | $0.77 | $0.77 | 75.8% | 29% |
| 20260924 | $0.82 | $0.82 | 78.8% | 34% |
| 20260923 | $0.93 | $0.93 | 101.5% | 69% |
| 20260922 | $0.97 | $0.97 | 73.0% | 25% |
| 20260921 | $0.88 | $0.88 | 87.7% | 48% |
| 20260918 | $1.00 | $0.53 | 79.8% | 36% |
| 20260917 | $0.97 | $0.38 | 88.5% | 49% |
| 20260916 | $1.15 | $0.50 | 72.2% | 24% |
| 20260915 | $1.05 | $0.55 | 88.4% | 49% |
| 20260914 | $1.05 | $0.70 | 76.5% | 30% |
| 20260911 | $1.27 | $0.85 | 82.0% | 39% |
| 20260910 | $1.02 | $0.62 | 57.0% | 0% |
| 20260909 | $1.00 | $0.57 | 89.7% | 43% |
| 20260908 | $1.00 | $0.93 | 68.7% | 15% |
| 20260904 | $1.10 | $0.60 | 60.9% | 5% |
| 20260903 | $1.07 | $0.57 | 56.8% | 0% |
| 20260902 | $0.50 | $0.50 | 106.2% | 63% |
| 20260901 | $0.68 | $0.68 | 98.9% | 53% |
| 20260831 | $0.82 | $0.82 | 106.3% | 63% |
| 20260828 | $0.72 | $0.72 | 95.3% | 48% |
| 20260827 | $0.80 | $0.80 | 111.2% | 70% |
| 20260826 | $0.62 | $0.62 | 82.3% | 31% |
| 20260825 | $0.82 | $0.82 | 121.4% | 83% |
| 20260824 | $1.23 | $1.23 | 106.2% | 63% |
| 20260821 | $1.15 | $0.80 | 90.9% | 42% |
| 20260820 | $1.17 | $0.47 | 82.3% | 31% |
| 20260819 | $1.45 | $0.70 | 90.3% | 42% |
| 20260818 | $1.42 | $0.60 | 71.6% | 17% |
| 20260817 | $1.30 | $0.43 | 72.1% | 17% |
| 20260814 | $1.57 | $0.93 | 71.0% | 16% |
| 20260813 | $1.55 | $1.10 | 78.2% | 25% |
| 20260812 | $1.62 | $1.28 | 101.2% | 56% |
| 20260811 | $1.60 | $1.30 | 86.5% | 37% |
| 20260810 | $1.73 | $1.30 | 71.9% | 17% |
| 20260806 | $1.83 | $1.35 | 63.2% | 5% |
| 20260805 | $1.43 | $1.43 | 92.9% | 45% |
| 20260804 | $1.45 | $1.45 | 102.0% | 57% |
| 20260803 | $1.42 | $1.42 | 102.7% | 58% |
| 20260731 | $1.12 | $1.12 | 103.2% | 59% |
| 20260730 | $1.27 | $1.27 | 94.9% | 48% |
| 20260729 | $0.85 | $0.85 | 107.3% | 64% |
| 20260728 | $1.40 | $1.40 | 88.7% | 40% |
| 20260727 | $1.48 | $1.48 | 97.5% | 51% |
| 20260724 | $1.45 | $1.45 | 75.2% | 21% |
| 20260723 | $1.40 | $1.40 | 76.9% | 24% |
| 20260722 | $1.48 | $1.48 | 69.0% | 13% |
| 20260721 | $1.50 | $1.50 | 81.6% | 30% |
| 20260720 | $1.65 | $1.65 | 64.0% | 6% |
| 20260716 | $1.60 | $0.95 | 90.3% | 42% |
| 20260715 | $1.35 | $0.45 | 71.3% | 16% |
| 20260714 | $1.40 | $0.57 | 65.5% | 9% |
| 20260713 | $1.58 | $0.52 | 66.7% | 10% |
| 20260710 | $1.45 | $0.45 | 62.8% | 5% |
| 20260709 | $1.62 | $0.70 | 73.2% | 19% |
| 20260708 | $1.62 | $0.70 | 83.9% | 33% |
| 20260707 | $1.65 | $0.90 | 87.4% | 38% |
| 20260706 | $1.68 | $0.75 | 78.2% | 26% |
More on VIPS
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.