VMC (Vulcan Materials Company(Holding Company))
Expected Move & Straddle Price History
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).
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 VMC Expected Move
30-Day Straddle
$18.75
7-Day Straddle
$9.10
Avg IV
0.4%
IV Rank
22%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260613 | $18.75 | $9.10 | 0.4% | 22% |
| 20260612 | $18.00 | $9.55 | 0.4% | 23% |
| 20260611 | $20.60 | $10.30 | 0.4% | 26% |
| 20260610 | $19.45 | $10.68 | 0.4% | 24% |
| 20260609 | $20.55 | $11.00 | 0.4% | 21% |
| 20260608 | $20.35 | $10.90 | 0.4% | 21% |
| 20260605 | $21.60 | $11.75 | 0.4% | 20% |
| 20260604 | $21.85 | $12.55 | 0.4% | 20% |
| 20260603 | $22.55 | $14.40 | 0.4% | 22% |
| 20260602 | $13.65 | $13.65 | 0.6% | 43% |
| 20260601 | $14.90 | $14.90 | 0.5% | 40% |
| 20260529 | $14.70 | $14.70 | 0.5% | 31% |
| 20260528 | $15.55 | $15.55 | 0.5% | 28% |
| 20260527 | $15.80 | $15.80 | 0.5% | 28% |
| 20260526 | $16.20 | $16.20 | 0.5% | 27% |
| 20260522 | $16.05 | $16.05 | 0.4% | 24% |
| 20260521 | $17.10 | $17.10 | 0.4% | 20% |
| 20260520 | $17.35 | $17.35 | 0.4% | 21% |
| 20260519 | $16.80 | $16.80 | 0.4% | 24% |
| 20260518 | $17.85 | $17.85 | 0.4% | 21% |
| 20260515 | $17.35 | $3.17 | 0.4% | 15% |
| 20260514 | $18.85 | $5.85 | 0.3% | 11% |
| 20260513 | $20.40 | $7.88 | 0.4% | 14% |
| 20260512 | $20.10 | $6.97 | 0.3% | 9% |
| 20260511 | $20.85 | $8.12 | 0.3% | 10% |
| 20260510 | $21.55 | $9.72 | 0.3% | 8% |
| 20260508 | $21.55 | $9.72 | 0.4% | 12% |
| 20260507 | $21.70 | $10.10 | 0.4% | 13% |
| 20260506 | $21.85 | $11.20 | 0.3% | 6% |
| 20260505 | $22.40 | $11.75 | 0.3% | 0% |
| 20260504 | $23.30 | $12.95 | 0.3% | 0% |
| 20260502 | $13.55 | $13.55 | 0.7% | 58% |
| 20260501 | $13.55 | $13.55 | 0.8% | 84% |
| 20260430 | $15.00 | $15.00 | 0.7% | 67% |
| 20260429 | $15.80 | $15.80 | 0.8% | 84% |
| 20260428 | $19.75 | $19.75 | 0.8% | 73% |
| 20260427 | $20.30 | $20.30 | 0.8% | 71% |
| 20260424 | $20.30 | $20.30 | 0.7% | 54% |
| 20260423 | $21.35 | $21.35 | 0.7% | 59% |
| 20260422 | $20.60 | $20.60 | 0.6% | 52% |
| 20260421 | $20.90 | $20.90 | 0.7% | 56% |
| 20260420 | $21.55 | $21.55 | 0.6% | 51% |
| 20260417 | $21.50 | $3.28 | 0.6% | 48% |
| 20260416 | $21.85 | $5.78 | 0.6% | 42% |
| 20260415 | $21.80 | $6.35 | 0.5% | 29% |
| 20260414 | $23.05 | $6.20 | 0.6% | 45% |
| 20260413 | $23.00 | $6.57 | 0.6% | 27% |
| 20260410 | $23.25 | $9.15 | 0.4% | 7% |
| 20260409 | $24.20 | $10.55 | 0.5% | 24% |
| 20260408 | $24.75 | $11.30 | 0.5% | 22% |
| 20260407 | $24.75 | $12.25 | 0.5% | 22% |
| 20260406 | $25.15 | $12.80 | 0.4% | 12% |
| 20260402 | $26.05 | $12.95 | 0.5% | 19% |
| 20260401 | $14.70 | $14.70 | 0.5% | 21% |
| 20260331 | $15.90 | $15.90 | 0.6% | 28% |
| 20260330 | $16.90 | $16.90 | 0.6% | 32% |
| 20260327 | $16.95 | $16.95 | 0.5% | 21% |
| 20260326 | $16.80 | $16.80 | 0.7% | 39% |
| 20260325 | $16.85 | $16.85 | 0.5% | 21% |
| 20260324 | $16.80 | $16.80 | 0.5% | 18% |