VLN · Iron Condor Setups

Valens Semiconductor Ltd.

Iron condor opportunities for VLN based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

VLN IV rank history

29 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for VLN
Score
4.74
Breach Rate
15.7%
92 of 585 observations
Avg Straddle
$1.26
82.7% of price
IV Rank
66%
IV Premium
1.53x
IV ÷ Realized Vol
Beta vs SPY
3.86
P/C Vol
1.00
Current Price
$1.36
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. VLN is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
VLN IV Rank — Last 30 Days
DateIV Rank
2026110566%
2026110423%
2026110328%
2026110224%
2026103017%
202610281%
202610279%
2026102613%
202610239%
2026102210%
2026102113%
202610208%
202610197%
2026101618%
202610150%
2026101419%
202610138%
202610121%
2026100912%
2026100849%
2026100718%
2026100639%
202610050%
202610020%
202610012%
2026093012%
202609292%
202609289%
202609252%

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.