VLRS · Expected Move
CONTROLADORA VUELA COMPANIA DE AVIACION, S.A.B. DE C.V.
The expected move for VLRS 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).
VLRS 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 VLRS Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.20
30-Day ATM IV
39.1%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to VLRS'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.
VLRS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.40 | $1.20 | 39.1% | 0% |
| 20261015 | $1.48 | $1.40 | 59.9% | 18% |
| 20261014 | $0.95 | $1.40 | — | — |
| 20261013 | $1.75 | $1.20 | 91.6% | 52% |
| 20261012 | $1.70 | $1.60 | 59.3% | 17% |
| 20261009 | $1.80 | $1.38 | 83.2% | 43% |
| 20261008 | $1.73 | $2.67 | 72.3% | 32% |
| 20261007 | $1.70 | $1.55 | 78.6% | 38% |
| 20261006 | $1.38 | $1.40 | 70.5% | 29% |
| 20261005 | $1.50 | $1.38 | 74.7% | 34% |
| 20261002 | $1.20 | $1.20 | 76.0% | 36% |
| 20261001 | $1.48 | $1.48 | 66.7% | 25% |
| 20260930 | $1.20 | $1.20 | 68.0% | 27% |
| 20260929 | $1.15 | $1.15 | 58.5% | 16% |
| 20260928 | $3.38 | $3.38 | — | — |
| 20260925 | $0.90 | $0.90 | — | — |
| 20260924 | $1.58 | $1.58 | 72.1% | 31% |
| 20260923 | $1.15 | $1.15 | 50.0% | 7% |
| 20260922 | $0.80 | $0.80 | 43.5% | 0% |
| 20260921 | $1.27 | $1.27 | 95.0% | 56% |
| 20260918 | $1.52 | $1.40 | 85.7% | 46% |
| 20260917 | $1.45 | $1.35 | 75.1% | 34% |
| 20260916 | $1.43 | $1.55 | 79.0% | 38% |
| 20260915 | $1.45 | $1.45 | 109.6% | 72% |
| 20260914 | $1.38 | $1.48 | 78.8% | 38% |
| 20260911 | $1.52 | $1.07 | 67.6% | 26% |
| 20260910 | $1.55 | $1.30 | 91.1% | 52% |
| 20260909 | $1.10 | $1.20 | 124.9% | 89% |
| 20260908 | $1.00 | $1.05 | 75.4% | 34% |
| 20260904 | $1.10 | $1.23 | 73.3% | 32% |
| 20260903 | $1.55 | $3.52 | 91.5% | 52% |
| 20260902 | $0.97 | $0.97 | 98.3% | 60% |
| 20260901 | $1.35 | $1.35 | 112.2% | 75% |
| 20260831 | $1.25 | $1.25 | 96.7% | 58% |
| 20260828 | $3.23 | $3.23 | 48.2% | 4% |
| 20260827 | $1.68 | $1.68 | 76.1% | 35% |
| 20260826 | $0.93 | $0.93 | 44.2% | 0% |
| 20260825 | $0.75 | $0.75 | 67.6% | 25% |
| 20260824 | $1.20 | $1.20 | 71.2% | 29% |
| 20260821 | $1.07 | $0.98 | 72.8% | 30% |
| 20260820 | $1.10 | $0.85 | 60.7% | 17% |
| 20260819 | $0.82 | $0.68 | 49.4% | 4% |
| 20260818 | $0.88 | $0.60 | 49.9% | 5% |
| 20260817 | $1.08 | $0.80 | 59.8% | 16% |
| 20260814 | $1.38 | $1.30 | 79.0% | 37% |
| 20260813 | $1.25 | $1.00 | 70.2% | 27% |
| 20260812 | $1.27 | $1.23 | 71.8% | 29% |
| 20260811 | $1.10 | $0.85 | 58.9% | 15% |
| 20260810 | $1.20 | $3.23 | 62.8% | 19% |
| 20260806 | $1.45 | $3.45 | 58.7% | 12% |
| 20260805 | $1.50 | $1.50 | 80.4% | 33% |
| 20260804 | $1.27 | $1.27 | 71.4% | 24% |
| 20260803 | $1.40 | $1.40 | 75.0% | 28% |
| 20260731 | $1.20 | $1.20 | 70.9% | 24% |
| 20260730 | $0.82 | $0.82 | 49.6% | 3% |
| 20260729 | $1.23 | $1.23 | 47.8% | 2% |
| 20260728 | $1.18 | $1.18 | — | — |
| 20260727 | $1.07 | $1.07 | 52.0% | 6% |
| 20260724 | $1.02 | $1.02 | 49.3% | 3% |
| 20260723 | $1.00 | $1.00 | 57.2% | 10% |
More on VLRS
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.