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
$1.65
7-Day Straddle
$0.85
Avg IV
2.9%
IV Rank
55%
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 |
|---|---|---|---|---|
| 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% |
| 20260504 | $1.00 | $0.78 | 1.9% | 10% |
| 20260502 | $0.78 | $0.78 | 3.1% | 60% |
| 20260501 | $0.78 | $0.78 | 3.0% | 58% |
| 20260430 | $0.73 | $0.73 | 3.3% | 70% |
| 20260429 | $0.30 | $0.30 | 4.1% | 100% |
| 20260428 | $0.35 | $0.35 | 3.5% | 80% |
| 20260427 | $0.40 | $0.40 | 3.9% | 97% |
| 20260424 | $0.57 | $0.57 | 3.3% | 76% |
| 20260423 | $0.38 | $0.38 | 3.2% | 72% |
| 20260422 | $0.30 | $0.30 | 3.2% | 70% |
| 20260421 | $0.32 | $0.32 | 2.9% | 62% |
| 20260420 | $0.28 | $0.28 | 3.2% | 73% |
| 20260417 | $1.15 | $0.20 | 2.9% | 64% |
| 20260416 | $0.82 | $0.92 | 3.2% | 77% |
| 20260415 | $10.22 | $1.00 | 3.0% | 72% |
| 20260414 | $10.18 | $0.57 | 2.7% | 64% |
| 20260413 | $0.60 | $0.20 | 2.8% | 66% |
| 20260410 | $1.75 | $0.97 | 2.9% | 68% |
| 20260409 | $0.62 | $10.05 | 2.6% | 60% |
| 20260408 | $0.70 | $0.50 | 2.7% | 64% |
| 20260407 | $0.82 | $0.30 | 2.7% | 63% |
| 20260406 | $1.73 | $1.07 | 2.5% | 56% |
| 20260402 | $1.48 | $1.85 | 2.7% | 64% |
| 20260401 | $10.38 | $10.38 | 2.8% | 67% |
| 20260331 | $1.00 | $1.00 | 2.6% | 59% |
| 20260330 | $1.30 | $1.30 | 2.8% | 66% |
| 20260327 | $10.50 | $10.50 | 2.9% | 69% |
| 20260326 | $1.38 | $1.38 | 3.2% | 77% |
| 20260325 | $10.88 | $10.88 | 2.6% | 61% |
| 20260324 | $1.80 | $1.80 | 1.9% | 39% |
| 20260323 | $0.57 | $0.57 | 2.6% | 60% |
| 20260320 | $1.15 | $0.88 | 2.2% | 49% |
| 20260319 | $1.25 | $0.50 | 2.3% | 52% |
| 20260318 | $0.53 | $0.25 | 2.1% | 46% |
| 20260317 | $7.60 | $0.53 | 1.8% | 35% |
| 20260316 | $1.53 | $1.38 | 1.7% | 33% |