VMC · Expected Move
Vulcan Materials Company(Holding Company)
The expected move for VMC 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).
VMC 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 VMC Expected Move
30-Day Straddle
$18.30
7-Day Straddle
$18.30
30-Day ATM IV
32.0%
IV Rank
63%
Implied one-standard-deviation move through the next 30 days. Compare to VMC'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.
VMC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261028 | $18.30 | $18.30 | 32.0% | 63% |
| 20261027 | $18.20 | $18.20 | 32.4% | 67% |
| 20261026 | $19.05 | $19.05 | 33.3% | 73% |
| 20261023 | $18.85 | $18.85 | 32.1% | 64% |
| 20261022 | $20.65 | $20.65 | 33.6% | 76% |
| 20261021 | $21.20 | $21.20 | 34.2% | 81% |
| 20261020 | $20.15 | $20.15 | 32.9% | 70% |
| 20261019 | $19.85 | $19.85 | 32.1% | 64% |
| 20261016 | $21.20 | $2.77 | 32.4% | 67% |
| 20261015 | $19.90 | $5.25 | 31.3% | 58% |
| 20261014 | $20.05 | $5.90 | 32.6% | 68% |
| 20261013 | $21.40 | $7.67 | 33.0% | 71% |
| 20261012 | $20.70 | $8.40 | 31.6% | 60% |
| 20261009 | $21.40 | $9.38 | 31.1% | 56% |
| 20261008 | $21.20 | $9.60 | 30.9% | 54% |
| 20261007 | $21.85 | $9.40 | 31.0% | 55% |
| 20261006 | $21.75 | $9.60 | 30.8% | 54% |
| 20261005 | $22.30 | $10.25 | 30.8% | 54% |
| 20261002 | $11.70 | $11.70 | 30.4% | 51% |
| 20261001 | $11.65 | $11.65 | 30.5% | 51% |
| 20260930 | $12.55 | $12.55 | 30.5% | 51% |
| 20260929 | $12.30 | $12.30 | 30.5% | 51% |
| 20260928 | $12.65 | $12.65 | 29.8% | 46% |
| 20260925 | $13.25 | $13.25 | 28.4% | 35% |
| 20260924 | $13.60 | $13.60 | 29.5% | 44% |
| 20260923 | $14.50 | $14.50 | 28.5% | 36% |
| 20260922 | $13.25 | $13.25 | 27.3% | 26% |
| 20260921 | $13.95 | $13.95 | 28.2% | 33% |
| 20260918 | $14.10 | $1.77 | 26.2% | 18% |
| 20260917 | $15.00 | $5.67 | 26.2% | 17% |
| 20260916 | $14.90 | $6.42 | 26.3% | 18% |
| 20260915 | $16.25 | $6.28 | 27.9% | 31% |
| 20260914 | $14.95 | $6.80 | 25.2% | 10% |
| 20260911 | $17.10 | $8.65 | 26.7% | 22% |
| 20260910 | $16.80 | $9.10 | 26.9% | 23% |
| 20260909 | $17.85 | $8.75 | 28.1% | 33% |
| 20260908 | $17.40 | $10.20 | 26.5% | 20% |
| 20260904 | $17.75 | $9.70 | 24.1% | 1% |
| 20260903 | $18.20 | $10.90 | 25.6% | 13% |
| 20260902 | $11.85 | $11.85 | 24.9% | 8% |
| 20260901 | $11.65 | $11.65 | 25.2% | 10% |
| 20260831 | $11.70 | $11.70 | 25.1% | 9% |
| 20260828 | $13.62 | $13.62 | 24.2% | 2% |
| 20260827 | $14.25 | $14.25 | 25.3% | 11% |
| 20260826 | $13.57 | $13.57 | 24.6% | 5% |
| 20260825 | $14.60 | $14.60 | 25.0% | 8% |
| 20260824 | $14.50 | $14.50 | 25.1% | 9% |
| 20260821 | $15.15 | $3.85 | 24.7% | 5% |
| 20260820 | $16.00 | $4.45 | 26.2% | 17% |
| 20260819 | $16.20 | $6.25 | 25.2% | 10% |
| 20260818 | $16.30 | $6.35 | 25.5% | 12% |
| 20260817 | $16.70 | $6.75 | 25.2% | 10% |
| 20260814 | $16.90 | $7.35 | 24.0% | 0% |
| 20260813 | $17.95 | $8.60 | 25.7% | 4% |
| 20260812 | $18.40 | $9.50 | 25.9% | 6% |
| 20260811 | $19.10 | $11.52 | 26.1% | 7% |
| 20260810 | $21.00 | $11.57 | 27.4% | 19% |
| 20260807 | — | — | 26.0% | 6% |
| 20260806 | $22.45 | $13.95 | 29.1% | 33% |
| 20260805 | $15.10 | $15.10 | 29.4% | 37% |
More on VMC
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.