VLN · Expected Move
Valens Semiconductor Ltd.
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).
VLN 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 VLN Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$0.38
30-Day ATM IV
165.9%
IV Rank
66%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261105 | $1.12 | $0.38 | 165.9% | 66% |
| 20261104 | $0.25 | $0.25 | 110.2% | 23% |
| 20261103 | $0.25 | $0.25 | 116.6% | 28% |
| 20261102 | $0.30 | $0.30 | 113.3% | 24% |
| 20261030 | $0.30 | $0.30 | 104.3% | 17% |
| 20261029 | $0.55 | $0.55 | — | — |
| 20261028 | $0.38 | $0.38 | 82.2% | 1% |
| 20261027 | $0.33 | $0.33 | 93.2% | 9% |
| 20261026 | $0.33 | $0.33 | 99.1% | 13% |
| 20261023 | $0.33 | $0.33 | 94.2% | 9% |
| 20261022 | $0.32 | $0.32 | 96.9% | 10% |
| 20261021 | $0.38 | $0.38 | 101.7% | 13% |
| 20261020 | $0.35 | $0.35 | 94.4% | 8% |
| 20261019 | $0.35 | $0.35 | 94.4% | 7% |
| 20261016 | $0.45 | $2.27 | 115.7% | 18% |
| 20261015 | $0.42 | $0.35 | 81.3% | 0% |
| 20261014 | $0.47 | $0.20 | 120.7% | 19% |
| 20261013 | $0.45 | $0.17 | 100.5% | 8% |
| 20261012 | $0.38 | $0.45 | 88.4% | 1% |
| 20261009 | $0.55 | $0.45 | 107.5% | 12% |
| 20261008 | $0.50 | $0.30 | 176.7% | 49% |
| 20261007 | $0.57 | $0.42 | 119.0% | 18% |
| 20261006 | $0.47 | $0.35 | 157.4% | 39% |
| 20261005 | $0.48 | $0.22 | 86.1% | 0% |
| 20261002 | $0.22 | $0.22 | 88.4% | 0% |
| 20261001 | $0.28 | $0.28 | 99.7% | 2% |
| 20260930 | $0.30 | $0.30 | 117.4% | 12% |
| 20260929 | $0.28 | $0.28 | 100.3% | 2% |
| 20260928 | $0.35 | $0.35 | 111.5% | 9% |
| 20260925 | $0.33 | $0.33 | 98.9% | 2% |
| 20260924 | $0.28 | $0.28 | 103.8% | 4% |
| 20260923 | $0.33 | $0.33 | 96.1% | 0% |
| 20260922 | $0.38 | $0.38 | 119.7% | 0% |
| 20260921 | $0.50 | $0.50 | 147.3% | 16% |
| 20260918 | $0.50 | $0.17 | — | — |
| 20260917 | $0.53 | $0.25 | — | — |
| 20260916 | $0.50 | $0.12 | 141.9% | 12% |
| 20260915 | $0.53 | $0.20 | 141.6% | 12% |
| 20260914 | $7.67 | $0.25 | 147.4% | 16% |
| 20260911 | $2.48 | $0.25 | 136.4% | 8% |
| 20260910 | $0.53 | $0.22 | 145.6% | 14% |
| 20260909 | $0.53 | $0.25 | 128.7% | 3% |
| 20260908 | $0.55 | $0.28 | 125.4% | 1% |
| 20260904 | $2.38 | $0.22 | 208.9% | 58% |
| 20260903 | $0.60 | $0.25 | 132.9% | 6% |
| 20260902 | $0.25 | $0.25 | 137.0% | 8% |
| 20260901 | $0.28 | $0.28 | 151.0% | 8% |
| 20260831 | $0.43 | $0.43 | 143.5% | 6% |
| 20260828 | $0.45 | $0.45 | 157.9% | 10% |
| 20260827 | $0.50 | $0.50 | 132.0% | 2% |
| 20260826 | $0.50 | $0.50 | 135.6% | 3% |
| 20260825 | $0.55 | $0.55 | 135.3% | 3% |
| 20260824 | $0.55 | $0.55 | 134.6% | 3% |
| 20260821 | $0.50 | $0.23 | 124.5% | 0% |
| 20260820 | $0.60 | $0.65 | 134.7% | 3% |
| 20260819 | $0.62 | $0.35 | 137.6% | 4% |
| 20260818 | $0.65 | $0.25 | 143.0% | 5% |
| 20260817 | $0.68 | $0.23 | 146.9% | 6% |
| 20260814 | $0.68 | $0.28 | 140.2% | 4% |
| 20260813 | $0.62 | $0.40 | 135.7% | 3% |
More on VLN
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.