VNO · Expected Move
Vornado Realty Trust
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).
VNO 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 VNO Expected Move
30-Day Straddle
$3.03
7-Day Straddle
$1.15
30-Day ATM IV
38.0%
IV Rank
50%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.03 | $1.15 | 38.0% | 50% |
| 20261015 | $3.05 | $0.65 | 37.3% | 46% |
| 20261014 | $3.08 | $1.07 | — | — |
| 20261013 | $3.40 | $0.93 | 39.3% | 56% |
| 20261012 | $2.75 | $1.12 | 32.2% | 20% |
| 20261009 | $3.10 | $1.23 | 33.3% | 26% |
| 20261008 | $3.42 | $1.52 | 36.2% | 41% |
| 20261007 | $3.40 | $1.45 | 35.7% | 38% |
| 20261006 | $3.55 | $1.45 | 36.8% | 44% |
| 20261005 | $3.67 | $1.85 | 40.0% | 60% |
| 20261002 | $2.08 | $2.08 | 40.1% | 60% |
| 20261001 | $3.25 | $3.25 | 40.1% | 60% |
| 20260930 | $1.88 | $1.88 | 38.0% | 50% |
| 20260929 | $2.27 | $2.27 | 36.3% | 41% |
| 20260928 | $2.12 | $2.12 | 37.7% | 48% |
| 20260925 | $2.62 | $2.62 | 37.3% | 46% |
| 20260924 | $2.55 | $2.55 | 40.1% | 60% |
| 20260923 | $2.40 | $2.40 | 37.0% | 45% |
| 20260922 | $2.88 | $2.88 | 37.1% | 45% |
| 20260921 | $2.77 | $2.77 | 36.0% | 40% |
| 20260918 | $2.77 | $0.60 | 35.6% | 37% |
| 20260917 | $2.27 | $1.95 | 31.3% | 16% |
| 20260916 | $2.88 | $2.45 | — | — |
| 20260915 | $2.23 | $1.70 | 28.2% | 0% |
| 20260914 | $2.70 | $1.92 | 32.9% | 22% |
| 20260911 | $3.33 | $2.28 | 33.5% | 21% |
| 20260910 | $3.15 | $1.52 | 35.7% | 30% |
| 20260909 | $3.40 | $2.00 | 38.0% | 40% |
| 20260908 | $3.97 | $2.15 | 31.5% | 12% |
| 20260904 | $3.40 | $2.02 | 34.9% | 27% |
| 20260903 | $3.35 | $1.62 | 32.9% | 18% |
| 20260902 | $1.75 | $1.75 | 31.0% | 10% |
| 20260901 | $2.42 | $2.42 | 33.8% | 22% |
| 20260831 | $1.93 | $1.93 | 36.3% | 32% |
| 20260828 | $2.05 | $2.05 | 35.2% | 28% |
| 20260827 | $2.17 | $2.17 | 33.7% | 22% |
| 20260826 | $2.45 | $2.45 | 33.1% | 19% |
| 20260825 | $3.40 | $3.40 | 39.8% | 47% |
| 20260824 | $3.35 | $3.35 | 39.2% | 45% |
| 20260821 | $2.92 | $0.47 | 34.5% | 25% |
| 20260820 | $2.83 | $0.72 | 30.6% | 9% |
| 20260819 | $2.60 | $2.35 | — | — |
| 20260818 | $2.58 | $1.23 | 30.0% | 6% |
| 20260817 | $2.75 | $2.20 | 31.7% | 13% |
| 20260814 | $2.67 | $1.80 | 28.5% | 0% |
| 20260813 | $4.05 | $1.88 | 41.7% | 52% |
| 20260812 | $3.22 | $1.38 | 31.9% | 7% |
| 20260811 | $3.50 | $3.10 | 35.4% | 23% |
| 20260810 | $3.00 | $1.80 | 30.3% | 0% |
| 20260807 | — | — | 35.5% | 6% |
| 20260806 | $4.33 | $2.52 | 40.4% | 33% |
| 20260805 | $2.60 | $2.60 | 39.0% | 26% |
| 20260804 | $2.90 | $2.90 | 40.7% | 35% |
| 20260803 | $3.12 | $3.12 | 41.3% | 38% |
| 20260731 | $3.67 | $3.67 | 42.4% | 45% |
| 20260730 | $3.83 | $3.83 | 43.1% | 49% |
| 20260729 | $4.25 | $4.25 | 47.9% | 75% |
| 20260728 | $3.90 | $3.90 | 47.8% | 74% |
| 20260727 | $3.67 | $3.67 | 42.0% | 42% |
| 20260724 | $3.27 | $3.27 | 37.6% | 18% |
More on VNO
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.