VIRT · Expected Move
Virtu Financial, Inc. Class A
The expected move for VIRT 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).
VIRT 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 VIRT Expected Move
30-Day Straddle
$5.22
7-Day Straddle
$5.22
30-Day ATM IV
50.0%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to VIRT'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.
VIRT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $5.22 | $5.22 | 50.0% | 52% |
| 20261030 | $5.45 | $5.45 | 48.5% | 47% |
| 20261029 | $4.88 | $4.88 | 45.4% | 36% |
| 20261028 | $5.40 | $5.40 | 46.7% | 40% |
| 20261027 | $6.00 | $6.00 | 51.2% | 56% |
| 20261026 | $5.78 | $5.78 | 46.1% | 41% |
| 20261023 | $6.20 | $6.20 | 48.5% | 49% |
| 20261022 | $5.82 | $5.82 | 46.2% | 41% |
| 20261021 | $6.95 | $6.95 | 48.2% | 48% |
| 20261020 | $6.85 | $6.85 | 48.0% | 48% |
| 20261019 | $7.05 | $7.05 | 49.8% | 54% |
| 20261016 | $7.22 | $2.50 | 47.2% | 45% |
| 20261015 | $7.08 | $2.75 | 47.3% | 45% |
| 20261014 | $6.62 | $2.20 | 47.1% | 44% |
| 20261013 | $6.33 | $2.58 | 43.3% | 31% |
| 20261012 | $6.68 | $3.35 | 43.9% | 34% |
| 20261009 | $6.95 | $3.62 | 43.0% | 30% |
| 20261008 | $7.12 | $3.65 | 43.9% | 33% |
| 20261007 | $7.45 | $3.85 | 45.6% | 39% |
| 20261006 | $7.57 | $3.70 | 41.9% | 27% |
| 20261005 | $8.05 | $4.40 | 43.7% | 33% |
| 20261002 | $3.60 | $3.60 | 40.2% | 21% |
| 20261001 | $3.80 | $3.80 | 40.3% | 27% |
| 20260930 | $4.05 | $4.05 | 44.9% | 42% |
| 20260929 | $4.38 | $4.38 | 44.6% | 41% |
| 20260928 | $4.12 | $4.12 | 40.5% | 27% |
| 20260925 | $4.80 | $4.80 | 44.2% | 44% |
| 20260924 | $4.85 | $4.85 | 41.2% | 41% |
| 20260923 | $4.88 | $4.88 | 43.0% | 48% |
| 20260922 | $4.72 | $4.72 | 42.7% | 47% |
| 20260921 | $4.85 | $4.85 | 38.9% | 37% |
| 20260918 | $5.47 | $3.23 | 40.2% | 40% |
| 20260917 | $5.90 | $2.50 | 44.3% | 51% |
| 20260916 | $6.10 | $3.20 | 44.3% | 51% |
| 20260915 | $5.70 | $3.65 | 42.3% | 46% |
| 20260914 | $5.80 | $2.50 | 41.3% | 43% |
| 20260911 | $6.03 | $3.12 | 39.5% | 39% |
| 20260910 | $7.05 | $3.83 | 43.5% | 49% |
| 20260909 | $6.40 | $4.70 | 42.7% | 47% |
| 20260908 | $6.88 | $5.15 | 42.9% | 47% |
| 20260904 | $6.88 | $4.33 | 40.0% | 40% |
| 20260903 | $6.83 | $4.92 | 40.5% | 41% |
| 20260902 | $4.75 | $4.75 | 40.1% | 40% |
| 20260901 | $4.43 | $4.43 | 39.2% | 38% |
| 20260831 | $5.30 | $5.30 | 39.8% | 39% |
| 20260828 | $5.00 | $5.00 | 37.6% | 33% |
| 20260827 | $5.57 | $5.57 | 41.1% | 43% |
| 20260826 | $5.28 | $5.28 | 40.7% | 42% |
| 20260825 | $6.30 | $6.30 | 45.0% | 53% |
| 20260824 | $6.32 | $6.32 | 43.6% | 49% |
| 20260821 | $6.70 | $2.27 | 43.2% | 48% |
| 20260820 | $6.62 | $3.27 | 46.1% | 56% |
| 20260819 | $8.60 | $3.88 | 63.2% | 100% |
| 20260818 | $7.20 | $4.08 | 50.2% | 100% |
| 20260817 | $5.80 | $2.97 | 40.9% | 71% |
| 20260814 | $5.57 | $3.28 | 38.4% | 60% |
| 20260813 | $5.50 | $3.88 | 36.3% | 51% |
| 20260812 | $5.60 | $3.17 | 37.3% | 55% |
| 20260811 | $5.35 | $2.45 | 37.5% | 56% |
| 20260810 | $5.62 | $3.25 | 38.2% | 59% |
More on VIRT
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.