VLY · Expected Move
Valley National Bancorp
The expected move for VLY 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).
VLY 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 VLY Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$1.02
30-Day ATM IV
31.7%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to VLY'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.
VLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.02 | $1.02 | 31.7% | 68% |
| 20261021 | $0.98 | $0.98 | 32.9% | 75% |
| 20261020 | $1.05 | $1.05 | 34.8% | 85% |
| 20261019 | $1.02 | $1.02 | 34.2% | 82% |
| 20261016 | $1.00 | $0.35 | 34.8% | 85% |
| 20261015 | $1.10 | $0.43 | 33.2% | 76% |
| 20261014 | $1.07 | $0.53 | 37.0% | 98% |
| 20261013 | $1.10 | $1.07 | 33.9% | 80% |
| 20261012 | $1.02 | $0.43 | 31.2% | 65% |
| 20261009 | $1.05 | $0.48 | 32.5% | 72% |
| 20261008 | $1.00 | $0.50 | 30.6% | 62% |
| 20261007 | $1.23 | $0.70 | 32.3% | 71% |
| 20261006 | $1.02 | $0.53 | 30.5% | 61% |
| 20261005 | $1.05 | $0.47 | 30.2% | 59% |
| 20261002 | $0.53 | $0.53 | 29.2% | 54% |
| 20261001 | $0.70 | $0.70 | 31.8% | 68% |
| 20260930 | $0.68 | $0.68 | 31.9% | 69% |
| 20260929 | $0.62 | $0.62 | 31.6% | 67% |
| 20260928 | $0.60 | $0.60 | 29.6% | 56% |
| 20260925 | $0.62 | $0.62 | 26.8% | 40% |
| 20260924 | $0.70 | $0.70 | 28.7% | 51% |
| 20260923 | $0.70 | $0.70 | 29.7% | 57% |
| 20260922 | $0.80 | $0.80 | 30.1% | 59% |
| 20260921 | $0.95 | $0.95 | 29.1% | 53% |
| 20260918 | $0.80 | $0.53 | 27.4% | 43% |
| 20260917 | $0.83 | $0.40 | 27.3% | 43% |
| 20260916 | $1.00 | $0.65 | — | — |
| 20260915 | $0.88 | $0.35 | 27.4% | 43% |
| 20260914 | $0.88 | $0.50 | 27.1% | 41% |
| 20260911 | $0.85 | $0.50 | 26.2% | 36% |
| 20260910 | $0.93 | $0.60 | — | — |
| 20260909 | $1.00 | $0.53 | 28.2% | 48% |
| 20260908 | $0.93 | $0.62 | 27.1% | 42% |
| 20260904 | $1.10 | $0.70 | 29.9% | 58% |
| 20260903 | $0.90 | $0.60 | 24.8% | 28% |
| 20260902 | $0.60 | $0.60 | 25.8% | 35% |
| 20260901 | $0.75 | $0.75 | 28.2% | 48% |
| 20260831 | $0.68 | $0.68 | 28.0% | 47% |
| 20260828 | $0.60 | $0.60 | 24.5% | 27% |
| 20260827 | $0.70 | $0.70 | 26.8% | 40% |
| 20260826 | $0.72 | $0.72 | 26.1% | 36% |
| 20260825 | $0.77 | $0.77 | 31.6% | 67% |
| 20260824 | $0.82 | $0.82 | 29.4% | 55% |
| 20260821 | $0.88 | $0.38 | 27.5% | 44% |
| 20260820 | $0.85 | $2.20 | 26.2% | 31% |
| 20260819 | $0.92 | $0.53 | — | — |
| 20260818 | $0.70 | $0.28 | 21.4% | 8% |
| 20260817 | $0.68 | $0.47 | 19.7% | 0% |
| 20260814 | $0.77 | $0.40 | 21.2% | 0% |
| 20260813 | $0.80 | $0.45 | 21.8% | 2% |
| 20260812 | $0.75 | $0.52 | 21.3% | 0% |
| 20260811 | $0.82 | $0.62 | 25.3% | 0% |
| 20260810 | $0.95 | $0.65 | 26.6% | 3% |
| 20260807 | — | — | 29.0% | 18% |
| 20260806 | $1.00 | $0.65 | 26.6% | 3% |
| 20260805 | $0.68 | $0.68 | 26.5% | 3% |
| 20260804 | $0.70 | $0.70 | 26.9% | 5% |
| 20260803 | $0.90 | $0.90 | 37.4% | 69% |
| 20260731 | $0.93 | $0.93 | 30.4% | 27% |
| 20260730 | $0.97 | $0.97 | 31.0% | 30% |
More on VLY
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.