VLN (Valens Semiconductor Ltd.)
Expected Move & Straddle Price History
The expected move for VLN 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).
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.
Current VLN Expected Move
30-Day Straddle
$0.62
7-Day Straddle
$0.62
Avg IV
2.6%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to VLN'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.
VLN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260729 | $0.62 | $0.62 | 2.6% | 43% |
| 20260728 | $0.50 | $0.50 | 2.3% | 33% |
| 20260727 | $0.50 | $0.50 | 2.1% | 25% |
| 20260724 | $0.62 | $0.62 | 2.3% | 32% |
| 20260723 | $0.72 | $0.72 | 2.3% | 33% |
| 20260722 | $0.72 | $0.72 | 2.0% | 19% |
| 20260721 | $0.70 | $0.70 | 2.0% | 21% |
| 20260720 | $0.62 | $0.62 | 2.3% | 31% |
| 20260716 | $0.95 | $0.33 | 2.5% | 40% |
| 20260715 | $0.88 | $0.22 | 2.5% | 41% |
| 20260714 | $0.88 | $0.30 | 2.5% | 37% |
| 20260713 | $1.00 | $0.35 | 2.5% | 37% |
| 20260710 | $1.07 | $0.25 | 2.3% | 32% |
| 20260709 | $1.02 | $0.45 | 2.4% | 36% |
| 20260708 | $1.05 | $0.50 | 2.3% | 32% |
| 20260707 | $0.98 | $0.47 | 2.4% | 35% |
| 20260706 | $1.10 | $0.53 | 2.4% | 36% |
| 20260702 | $0.68 | $0.68 | 3.3% | 68% |
| 20260701 | $0.72 | $0.72 | 2.7% | 47% |
| 20260630 | $0.82 | $0.82 | 2.4% | 33% |
| 20260629 | $0.78 | $0.78 | 2.6% | 42% |
| 20260626 | $0.70 | $0.70 | 2.5% | 38% |
| 20260625 | $0.62 | $0.62 | 2.5% | 38% |
| 20260624 | $0.70 | $0.70 | 2.3% | 30% |
| 20260623 | $0.80 | $0.80 | 2.3% | 30% |
| 20260622 | $0.90 | $0.90 | 2.9% | 55% |
| 20260618 | $1.18 | $0.17 | 2.4% | 36% |
| 20260617 | $1.07 | $0.38 | 2.5% | 38% |
| 20260616 | $0.95 | $0.48 | 2.7% | 48% |
| 20260615 | $1.23 | $0.50 | 2.4% | 37% |
| 20260613 | $1.12 | $0.60 | 2.3% | 32% |
| 20260612 | $1.12 | $0.57 | 2.2% | 27% |
| 20260611 | $1.15 | $0.47 | 2.4% | 36% |
| 20260610 | $1.20 | $0.62 | 2.2% | 27% |
| 20260609 | $1.25 | $0.68 | 2.5% | 38% |
| 20260608 | $1.35 | $0.85 | 2.5% | 38% |
| 20260605 | $1.65 | $0.85 | 2.9% | 55% |
| 20260604 | $1.33 | $1.00 | 1.8% | 14% |
| 20260603 | $1.35 | $0.90 | 1.7% | 8% |
| 20260602 | $1.12 | $1.12 | 2.3% | 32% |
| 20260601 | $1.05 | $1.05 | 2.2% | 27% |
| 20260529 | $1.18 | $1.18 | 1.9% | 17% |
| 20260528 | $1.15 | $1.15 | 2.3% | 31% |
| 20260527 | $0.97 | $0.97 | 1.9% | 17% |
| 20260526 | $1.10 | $1.10 | 2.0% | 21% |
| 20260522 | $1.33 | $1.33 | 2.1% | 22% |
| 20260521 | $1.10 | $1.10 | 2.1% | 23% |
| 20260520 | $1.05 | $1.05 | 1.8% | 12% |
| 20260519 | $1.02 | $1.02 | 2.0% | 20% |
| 20260518 | $1.10 | $1.10 | 2.0% | 19% |
| 20260515 | $1.35 | $0.58 | 2.8% | 50% |
| 20260514 | $1.57 | $1.02 | 2.1% | 23% |
| 20260513 | $1.12 | $0.62 | 1.8% | 13% |
| 20260512 | $1.10 | $0.55 | 1.8% | 11% |
| 20260511 | $1.20 | $0.68 | 1.8% | 13% |
| 20260510 | $1.05 | $0.62 | 2.0% | 19% |
| 20260508 | $1.05 | $0.62 | 1.8% | 12% |
| 20260507 | $0.90 | $0.53 | 1.8% | 12% |
| 20260506 | $0.95 | $0.62 | 1.5% | 0% |
| 20260505 | $1.02 | $0.70 | 1.8% | 9% |