VNO (Vornado Realty Trust)
Expected Move & Straddle Price History
The expected move for VNO 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 VNO Expected Move
30-Day Straddle
$3.77
7-Day Straddle
$1.88
Avg IV
0.5%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to VNO'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.
VNO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $3.77 | $1.88 | 0.5% | 6% |
| 20260715 | $4.08 | $1.65 | 0.5% | 9% |
| 20260714 | $3.88 | $1.92 | 0.4% | 3% |
| 20260713 | $4.20 | $1.65 | 0.5% | 6% |
| 20260710 | $4.03 | $1.38 | 0.5% | 3% |
| 20260709 | $3.95 | $1.77 | 0.4% | 0% |
| 20260708 | $4.17 | $2.05 | 0.5% | 0% |
| 20260707 | $4.88 | $2.15 | 0.5% | 7% |
| 20260706 | $4.47 | $2.10 | 0.5% | 1% |
| 20260702 | $1.88 | $1.88 | 0.9% | 60% |
| 20260701 | $2.17 | $2.17 | 0.8% | 47% |
| 20260630 | $2.55 | $2.55 | 0.7% | 37% |
| 20260629 | $3.73 | $3.73 | 0.7% | 39% |
| 20260626 | $2.88 | $2.88 | 0.6% | 25% |
| 20260625 | $2.65 | $2.65 | 0.6% | 20% |
| 20260624 | $2.98 | $2.98 | 0.6% | 17% |
| 20260623 | $2.90 | $2.90 | 0.6% | 22% |
| 20260622 | $3.12 | $3.12 | 0.6% | 26% |
| 20260618 | $3.15 | $1.73 | 0.6% | 17% |
| 20260617 | $3.27 | $1.05 | 0.7% | 32% |
| 20260616 | $3.35 | $1.23 | 0.6% | 25% |
| 20260615 | $3.55 | $1.52 | 0.7% | 29% |
| 20260613 | $4.33 | $2.58 | 0.6% | 24% |
| 20260612 | $4.33 | $2.62 | 0.6% | 25% |
| 20260611 | $3.85 | $2.40 | 0.6% | 13% |
| 20260610 | $4.00 | $2.17 | 0.6% | 22% |
| 20260609 | $3.92 | $2.42 | 0.6% | 13% |
| 20260608 | $3.55 | $2.05 | 0.5% | 6% |
| 20260605 | $4.10 | $2.77 | 0.5% | 7% |
| 20260604 | $3.85 | $2.67 | 0.5% | 0% |
| 20260603 | $3.50 | $2.10 | 0.5% | 0% |
| 20260602 | $2.35 | $2.35 | 1.0% | 68% |
| 20260601 | $2.33 | $2.33 | 1.0% | 67% |
| 20260529 | $2.38 | $2.38 | 0.9% | 55% |
| 20260528 | $2.40 | $2.40 | 0.9% | 56% |
| 20260527 | $2.58 | $2.58 | 0.9% | 50% |
| 20260526 | $2.62 | $2.62 | 0.9% | 53% |
| 20260522 | $2.60 | $2.60 | 0.9% | 52% |
| 20260521 | $2.67 | $2.67 | 0.8% | 45% |
| 20260520 | $2.77 | $2.77 | 0.8% | 50% |
| 20260519 | $2.70 | $2.70 | 0.9% | 52% |
| 20260518 | $2.25 | $2.25 | 0.8% | 42% |
| 20260515 | $2.75 | $0.90 | 0.7% | 31% |
| 20260514 | $2.88 | $1.38 | 0.7% | 27% |
| 20260513 | $2.95 | $1.10 | 0.7% | 40% |
| 20260512 | $2.97 | $1.00 | 0.7% | 37% |
| 20260511 | $3.05 | $1.00 | 0.8% | 48% |
| 20260510 | $3.25 | $1.32 | 0.7% | 32% |
| 20260508 | $3.25 | $1.32 | 0.7% | 30% |
| 20260507 | $3.35 | $1.60 | 0.7% | 24% |
| 20260506 | $3.10 | $1.57 | 0.7% | 24% |
| 20260505 | $3.25 | $1.73 | 0.7% | 25% |
| 20260504 | $3.35 | $2.15 | 0.7% | 32% |
| 20260502 | $2.42 | $2.42 | 0.9% | 46% |
| 20260501 | $3.15 | $3.15 | 0.8% | 43% |
| 20260430 | $2.38 | $2.38 | 0.8% | 37% |
| 20260429 | $3.05 | $3.05 | 1.0% | 60% |
| 20260428 | $2.40 | $2.40 | 0.8% | 36% |
| 20260427 | $2.52 | $2.52 | 0.8% | 35% |
| 20260424 | $2.60 | $2.60 | 0.7% | 29% |