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
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 VIPS Expected Move
30-Day Straddle
$1.43
7-Day Straddle
$0.75
30-Day ATM IV
—
IV Rank
—
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.43 | $0.75 | — | — |
| 20261112 | $2.00 | $0.88 | 43.3% | 46% |
| 20261111 | $1.40 | $1.02 | 42.8% | 45% |
| 20261110 | $2.17 | $0.97 | 62.2% | 100% |
| 20261109 | $1.40 | $1.02 | 41.0% | 50% |
| 20261106 | $2.02 | $1.02 | 50.9% | 86% |
| 20261105 | $1.50 | $1.07 | 42.0% | 54% |
| 20261104 | $1.07 | $1.07 | 41.7% | 53% |
| 20261103 | $0.95 | $0.95 | 39.0% | 43% |
| 20261102 | $0.95 | $0.95 | 41.7% | 53% |
| 20261030 | $0.93 | $0.93 | 35.8% | 32% |
| 20261029 | $1.25 | $1.25 | 43.3% | 59% |
| 20261028 | $2.08 | $2.08 | 54.8% | 100% |
| 20261027 | $1.05 | $1.05 | 38.6% | 53% |
| 20261026 | $1.18 | $1.18 | 40.2% | 60% |
| 20261023 | $0.95 | $0.95 | 39.3% | 56% |
| 20261022 | $1.27 | $1.27 | 41.5% | 66% |
| 20261021 | $1.23 | $1.23 | 35.5% | 38% |
| 20261020 | $1.20 | $1.20 | 39.8% | 58% |
| 20261019 | $1.18 | $1.18 | 38.4% | 52% |
| 20261016 | $1.15 | $0.65 | 40.6% | 62% |
| 20261015 | $1.30 | $0.40 | 38.8% | 54% |
| 20261014 | $1.00 | $0.33 | 31.9% | 22% |
| 20261013 | $1.23 | $0.33 | 37.3% | 47% |
| 20261012 | $1.15 | $0.45 | 34.4% | 34% |
| 20261009 | $1.20 | $0.47 | 37.0% | 45% |
| 20261008 | $1.05 | $0.40 | 31.6% | 21% |
| 20261007 | $1.10 | $0.65 | 39.6% | 57% |
| 20261006 | $1.32 | $0.93 | 36.3% | 42% |
| 20261005 | $1.10 | $0.65 | 35.7% | 39% |
| 20261002 | $1.23 | $1.23 | 34.7% | 35% |
| 20261001 | $0.82 | $0.82 | 29.8% | 13% |
| 20260930 | $0.88 | $0.88 | 43.9% | 77% |
| 20260929 | $0.82 | $0.82 | 34.1% | 32% |
| 20260928 | $0.88 | $0.88 | 34.1% | 32% |
| 20260925 | $0.77 | $0.77 | — | — |
| 20260924 | $0.82 | $0.82 | — | — |
| 20260923 | $0.93 | $0.93 | 35.3% | 38% |
| 20260922 | $0.97 | $0.97 | 34.0% | 32% |
| 20260921 | $0.88 | $0.88 | 32.2% | 24% |
| 20260918 | $1.00 | $0.53 | 34.8% | 36% |
| 20260917 | $0.97 | $0.38 | 34.3% | 33% |
| 20260916 | $1.15 | $0.50 | — | — |
| 20260915 | $1.05 | $0.55 | — | — |
| 20260914 | $1.05 | $0.70 | 34.6% | 34% |
| 20260911 | $1.27 | $0.85 | 34.4% | 34% |
| 20260910 | $1.02 | $0.62 | 32.0% | 23% |
| 20260909 | $1.00 | $0.57 | 37.0% | 45% |
| 20260908 | $1.00 | $0.93 | 32.3% | 24% |
| 20260904 | $1.10 | $0.60 | 30.3% | 15% |
| 20260903 | $1.07 | $0.57 | 29.2% | 10% |
| 20260902 | $0.50 | $0.50 | 30.9% | 18% |
| 20260901 | $0.68 | $0.68 | 32.2% | 24% |
| 20260831 | $0.82 | $0.82 | 31.9% | 22% |
| 20260828 | $0.72 | $0.72 | 34.9% | 36% |
| 20260827 | $0.80 | $0.80 | 27.9% | 4% |
| 20260826 | $0.62 | $0.62 | 27.0% | 0% |
| 20260825 | $0.82 | $0.82 | 29.0% | 0% |
| 20260824 | $1.23 | $1.23 | 38.3% | 35% |
| 20260821 | $1.15 | $0.80 | 35.6% | 19% |
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.