VIV · Expected Move

Telefonica Brasil, S.A. American Depositary Shares (each representing two (2) Common Shares)

The expected move for VIV 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).

VIV straddle price & implied vol

60 sessions

Bars: 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 VIV Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$2.90
30-Day ATM IV
55.8%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to VIV'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.
VIV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.90 $2.90 55.8% 22%
20261021 $1.98 $1.98 72.1% 36%
20261020 $1.62 $1.62 56.0% 22%
20261019 $1.67 $1.67 55.5% 21%
20261016 $1.70 $1.12 54.2% 20%
20261015 $1.70 $1.07 50.3% 17%
20261014 $1.73 $1.27 47.6% 15%
20261013 $1.77 $0.62 48.8% 16%
20261012 $1.68 $1.85 56.9% 23%
20261009 $1.73 $1.68 64.1% 29%
20261008 $1.40 $1.75 60.2% 26%
20261007 $1.80 $1.77 63.0% 28%
20261006 $1.77 $1.12 61.4% 27%
20261005 $2.08 $1.85 66.1% 31%
20261002 $2.15 $2.15 105.0% 64%
20261001 $2.15 $2.15 94.9% 56%
20260930 $1.48 $1.48 87.5% 49%
20260929 $1.53 $1.53 83.8% 46%
20260928 $1.55 $1.55 93.4% 54%
20260925 $2.17 $2.17 81.5% 44%
20260924 $1.52 $1.52 88.2% 50%
20260923 $2.15 $2.15 85.1% 47%
20260922 $2.12 $2.12 69.7% 34%
20260921 $1.68 $1.68 68.6% 33%
20260918 $1.40 $1.15 51.3% 18%
20260917 $0.93 $0.38 75.7% 39%
20260916 $1.52 $0.65 75.2% 39%
20260915 $2.15 $0.70 79.1% 42%
20260914 $2.17 $1.27 78.8% 42%
20260911 $2.17 $1.45 73.6% 37%
20260910 $2.17 $0.62 72.7% 36%
20260909 $2.20 $0.88 70.5% 34%
20260908 $1.30 $0.88 65.7% 30%
20260904 $2.10 $1.32 77.5% 41%
20260903 $2.20 $1.97 80.7% 43%
20260902 $1.28 $1.28 78.7% 42%
20260901 $1.48 $1.48 78.4% 41%
20260831 $0.80 $0.80 71.6% 35%
20260828 $0.80 $0.80 62.9% 28%
20260827 $0.80 $0.80 65.1% 30%
20260826 $1.15 $1.15 58.6% 24%
20260825 $0.90 $0.90 61.9% 27%
20260824 $1.07 $1.07 50.2% 17%
20260821 $0.92 $0.83 55.5% 21%
20260820 $2.38 $1.47 62.9% 28%
20260819 $0.92 $0.83 54.4% 21%
20260818 $0.97 $0.83 57.0% 23%
20260817 $0.88 $0.83 50.4% 17%
20260814 $1.55 $0.90 73.4% 37%
20260813 $2.27 $1.25 85.1% 47%
20260812 $1.38 $1.53 68.4% 33%
20260811 $1.70 $0.70 86.4% 48%
20260810 $1.90 $0.80 82.8% 45%
20260807 — — 48.3% 15%
20260806 $2.02 $0.52 53.5% 20%
20260805 $0.68 $0.68 38.4% 7%
20260804 $0.68 $0.68 88.7% 50%
20260803 $0.65 $0.65 84.9% 47%
20260731 $0.78 $0.78 76.8% 40%
20260730 $0.75 $0.75 73.6% 37%

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.