VMI · Expected Move
Valmont Industries, Inc.
The expected move for VMI 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).
VMI 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 VMI Expected Move
30-Day Straddle
$29.85
7-Day Straddle
$29.85
30-Day ATM IV
29.6%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to VMI'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.
VMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $29.85 | $29.85 | 29.6% | 24% |
| 20261021 | $29.60 | $29.60 | 28.8% | 20% |
| 20261020 | $30.65 | $30.65 | 29.2% | 22% |
| 20261019 | $41.15 | $41.15 | 37.9% | 76% |
| 20261016 | $39.70 | $4.50 | 36.1% | 64% |
| 20261015 | $40.65 | $7.95 | 36.0% | 64% |
| 20261014 | $41.85 | $10.15 | 35.1% | 58% |
| 20261013 | $42.50 | $12.25 | 34.8% | 57% |
| 20261012 | $42.40 | $13.15 | 34.7% | 56% |
| 20261009 | $44.05 | $14.70 | 34.3% | 54% |
| 20261008 | $43.15 | $16.15 | 33.3% | 47% |
| 20261007 | $44.55 | $16.60 | 33.4% | 48% |
| 20261006 | $48.55 | $17.85 | 34.3% | 53% |
| 20261005 | $45.85 | $16.85 | 32.5% | 43% |
| 20261002 | $20.35 | $20.35 | 32.3% | 41% |
| 20261001 | $20.05 | $20.05 | 32.2% | 40% |
| 20260930 | $22.70 | $22.70 | 32.3% | 41% |
| 20260929 | $21.75 | $21.75 | 31.2% | 34% |
| 20260928 | $22.50 | $22.50 | 30.2% | 28% |
| 20260925 | $23.35 | $23.35 | 29.5% | 24% |
| 20260924 | $23.75 | $23.75 | 29.1% | 21% |
| 20260923 | $25.00 | $25.00 | 28.7% | 19% |
| 20260922 | $26.40 | $26.40 | 29.2% | 22% |
| 20260921 | $25.70 | $25.70 | 28.3% | 16% |
| 20260918 | $29.20 | $6.60 | 27.0% | 8% |
| 20260917 | $30.40 | $6.93 | 28.2% | 16% |
| 20260916 | $31.20 | $9.95 | 28.1% | 15% |
| 20260915 | $32.60 | $12.50 | 28.9% | 20% |
| 20260914 | $31.35 | $13.40 | 28.0% | 15% |
| 20260911 | $32.75 | $13.85 | 27.0% | 8% |
| 20260910 | $34.65 | $18.10 | 28.6% | 18% |
| 20260909 | $35.35 | $17.15 | 28.8% | 20% |
| 20260908 | $34.65 | $17.60 | 27.4% | 11% |
| 20260904 | $35.55 | $20.45 | 27.1% | 9% |
| 20260903 | $34.75 | $19.35 | 25.6% | 0% |
| 20260902 | $21.35 | $21.35 | 26.9% | 3% |
| 20260901 | $22.30 | $22.30 | 28.1% | 11% |
| 20260831 | $23.25 | $23.25 | 28.4% | 13% |
| 20260828 | $21.65 | $21.65 | 26.6% | 1% |
| 20260827 | $25.05 | $25.05 | 27.5% | 7% |
| 20260826 | $25.35 | $25.35 | 27.5% | 7% |
| 20260825 | $24.90 | $24.90 | 26.4% | 0% |
| 20260824 | $29.10 | $29.10 | 29.1% | 1% |
| 20260821 | $31.45 | $4.80 | 29.4% | 3% |
| 20260820 | $32.00 | $9.23 | 29.4% | 3% |
| 20260819 | $33.50 | $12.00 | 29.7% | 6% |
| 20260818 | $32.85 | $11.72 | 29.0% | 0% |
| 20260817 | $34.55 | $12.80 | 29.0% | 0% |
| 20260814 | $35.75 | $13.72 | 29.3% | 0% |
| 20260813 | $37.65 | $15.10 | 30.1% | 6% |
| 20260812 | $38.70 | $16.65 | 30.1% | 6% |
| 20260811 | $40.45 | $17.60 | 30.9% | 12% |
| 20260810 | $41.60 | $19.10 | 31.5% | 17% |
| 20260807 | — | — | 33.0% | 29% |
| 20260806 | $45.35 | $27.50 | 33.3% | 32% |
| 20260805 | $28.05 | $28.05 | 33.6% | 34% |
| 20260804 | $28.95 | $28.95 | 33.6% | 34% |
| 20260803 | $31.30 | $31.30 | 35.1% | 45% |
| 20260731 | $33.40 | $33.40 | 35.0% | 45% |
| 20260730 | $33.05 | $33.05 | 35.1% | 46% |
More on VMI
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.