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
$17.10
7-Day Straddle
$8.65
Avg IV
0.4%
IV Rank
35%
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 |
|---|---|---|---|---|
| 20260911 | $17.10 | $8.65 | 0.4% | 35% |
| 20260910 | $16.80 | $9.10 | 0.4% | 29% |
| 20260909 | $17.85 | $8.75 | 0.4% | 25% |
| 20260908 | $17.40 | $10.20 | 0.4% | 24% |
| 20260904 | $17.75 | $9.70 | 0.4% | 20% |
| 20260903 | $18.20 | $10.90 | 0.4% | 22% |
| 20260902 | $11.85 | $11.85 | 0.6% | 51% |
| 20260901 | $11.65 | $11.65 | 0.5% | 48% |
| 20260831 | $11.70 | $11.70 | 0.5% | 32% |
| 20260828 | $13.62 | $13.62 | 0.5% | 36% |
| 20260827 | $14.25 | $14.25 | 0.5% | 40% |
| 20260826 | $13.57 | $13.57 | 0.5% | 40% |
| 20260825 | $14.60 | $14.60 | 0.5% | 36% |
| 20260824 | $14.50 | $14.50 | 0.5% | 37% |
| 20260821 | $15.15 | $3.85 | 0.5% | 32% |
| 20260820 | $16.00 | $4.45 | 0.4% | 30% |
| 20260819 | $16.20 | $6.25 | 0.4% | 29% |
| 20260818 | $16.30 | $6.35 | 0.4% | 29% |
| 20260817 | $16.70 | $6.75 | 0.4% | 26% |
| 20260814 | $16.90 | $7.35 | 0.3% | 8% |
| 20260813 | $17.95 | $8.60 | 0.4% | 24% |
| 20260812 | $18.40 | $9.50 | 0.3% | 12% |
| 20260811 | $19.10 | $11.52 | 0.3% | 10% |
| 20260810 | $21.00 | $11.57 | 0.3% | 9% |
| 20260806 | $22.45 | $13.95 | 0.3% | 6% |
| 20260805 | $15.10 | $15.10 | 0.7% | 69% |
| 20260804 | $15.35 | $15.35 | 0.5% | 41% |
| 20260803 | $15.70 | $15.70 | 0.6% | 50% |
| 20260731 | $15.95 | $15.95 | 0.6% | 52% |
| 20260730 | $15.90 | $15.90 | 0.5% | 47% |
| 20260729 | $18.20 | $18.20 | 0.5% | 38% |
| 20260728 | $22.25 | $22.25 | 0.5% | 48% |
| 20260727 | $23.25 | $23.25 | 0.5% | 43% |
| 20260724 | $22.45 | $22.45 | 0.5% | 32% |
| 20260723 | $22.35 | $22.35 | 0.5% | 32% |
| 20260722 | $22.25 | $22.25 | 0.4% | 30% |
| 20260721 | $23.65 | $23.65 | 0.5% | 33% |
| 20260720 | $23.65 | $23.65 | 0.5% | 41% |
| 20260716 | $24.75 | $4.92 | 0.5% | 35% |
| 20260715 | $24.85 | $5.35 | 0.5% | 35% |
| 20260714 | $25.20 | $7.40 | 0.5% | 36% |
| 20260713 | $28.00 | $9.45 | 0.5% | 32% |
| 20260710 | $26.20 | $10.18 | 0.4% | 30% |
| 20260709 | $25.80 | $9.80 | 0.4% | 21% |
| 20260708 | $27.00 | $10.85 | 0.5% | 34% |
| 20260707 | $27.85 | $12.40 | 0.5% | 31% |
| 20260706 | $27.85 | $13.55 | 0.4% | 29% |
| 20260702 | $14.45 | $14.45 | 0.6% | 55% |
| 20260701 | $14.65 | $14.65 | 0.6% | 55% |
| 20260630 | $14.55 | $14.55 | 0.5% | 47% |
| 20260629 | $15.95 | $15.95 | 0.4% | 27% |
| 20260626 | $15.95 | $15.95 | 0.5% | 35% |
| 20260625 | $16.90 | $16.90 | 0.6% | 50% |
| 20260624 | $16.90 | $16.90 | 0.6% | 52% |
| 20260623 | $16.40 | $16.40 | 0.6% | 52% |
| 20260622 | $18.45 | $18.45 | 0.5% | 46% |
| 20260618 | $18.60 | $4.62 | 0.5% | 40% |
| 20260617 | $18.90 | $7.10 | 0.4% | 31% |
| 20260616 | $19.10 | $6.25 | 0.4% | 22% |
| 20260615 | $18.45 | $8.07 | 0.5% | 34% |