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
$2.42
7-Day Straddle
$2.42
Avg IV
1.0%
IV Rank
100%
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 |
|---|---|---|---|---|
| 20260901 | $2.42 | $2.42 | 1.0% | 100% |
| 20260831 | $1.93 | $1.93 | 1.0% | 96% |
| 20260828 | $2.05 | $2.05 | 0.9% | 78% |
| 20260827 | $2.17 | $2.17 | 0.9% | 91% |
| 20260826 | $2.45 | $2.45 | 1.0% | 100% |
| 20260825 | $3.40 | $3.40 | 0.8% | 62% |
| 20260824 | $3.35 | $3.35 | 0.8% | 63% |
| 20260821 | $2.92 | $0.47 | 0.8% | 68% |
| 20260820 | $2.83 | $0.72 | 0.7% | 51% |
| 20260819 | $2.60 | $2.35 | 0.8% | 59% |
| 20260818 | $2.58 | $1.23 | 0.7% | 57% |
| 20260817 | $2.75 | $2.20 | 0.8% | 63% |
| 20260814 | $2.67 | $1.80 | 0.7% | 53% |
| 20260813 | $4.05 | $1.88 | 0.7% | 41% |
| 20260812 | $3.22 | $1.38 | 0.6% | 34% |
| 20260811 | $3.50 | $3.10 | 0.7% | 46% |
| 20260810 | $3.00 | $1.80 | 0.6% | 37% |
| 20260806 | $4.33 | $2.52 | 0.7% | 48% |
| 20260805 | $2.60 | $2.60 | 0.6% | 32% |
| 20260804 | $2.90 | $2.90 | 0.6% | 28% |
| 20260803 | $3.12 | $3.12 | 0.7% | 41% |
| 20260731 | $3.67 | $3.67 | 0.6% | 28% |
| 20260730 | $3.83 | $3.83 | 0.5% | 21% |
| 20260729 | $4.25 | $4.25 | 0.6% | 34% |
| 20260728 | $3.90 | $3.90 | 0.5% | 19% |
| 20260727 | $3.67 | $3.67 | 0.6% | 30% |
| 20260724 | $3.27 | $3.27 | 0.5% | 10% |
| 20260723 | $3.67 | $3.67 | 0.5% | 16% |
| 20260722 | $3.33 | $3.33 | 0.5% | 8% |
| 20260721 | $4.05 | $4.05 | 0.5% | 16% |
| 20260720 | $3.75 | $3.75 | 0.5% | 9% |
| 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% |