VNRX · Expected Move
VolitionRx Limited
The expected move for VNRX 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).
VNRX 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 VNRX Expected Move
30-Day Straddle
$2.38
7-Day Straddle
$4.72
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VNRX'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.
VNRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.38 | $4.72 | — | — |
| 20261106 | $2.35 | $4.78 | — | — |
| 20261105 | $2.35 | $3.08 | — | — |
| 20261104 | $2.65 | $2.65 | — | — |
| 20261103 | $2.60 | $2.60 | — | — |
| 20261102 | $2.97 | $2.97 | — | — |
| 20261030 | $5.08 | $5.08 | — | — |
| 20261029 | $2.57 | $2.57 | — | — |
| 20261028 | $2.65 | $2.65 | — | — |
| 20261027 | $2.75 | $2.75 | — | — |
| 20261026 | $4.65 | $4.65 | — | — |
| 20261023 | $2.52 | $2.52 | — | — |
| 20261022 | $2.52 | $2.52 | — | — |
| 20261021 | $2.48 | $2.48 | — | — |
| 20261020 | $2.58 | $2.58 | — | — |
| 20261019 | $2.25 | $2.25 | — | — |
| 20261016 | $2.42 | $2.52 | — | — |
| 20261015 | $2.38 | $2.52 | — | — |
| 20261014 | $3.10 | $2.55 | — | — |
| 20261013 | $2.65 | $2.52 | — | — |
| 20261012 | $2.40 | $2.88 | — | — |
| 20261009 | $2.45 | $2.52 | — | — |
| 20261008 | $2.32 | $2.52 | — | — |
| 20261007 | $2.38 | $2.52 | — | — |
| 20261006 | $2.40 | $2.52 | — | — |
| 20261005 | $2.38 | $2.52 | — | — |
| 20261002 | $2.52 | $2.52 | — | — |
| 20261001 | $2.52 | $2.52 | — | — |
| 20260930 | $2.62 | $2.62 | — | — |
| 20260929 | $2.88 | $2.88 | — | — |
| 20260928 | $3.23 | $3.23 | — | — |
| 20260925 | $2.52 | $2.52 | — | — |
| 20260924 | $2.52 | $2.52 | — | — |
| 20260923 | $2.52 | $2.52 | — | — |
| 20260922 | $3.32 | $3.32 | — | — |
| 20260921 | $2.52 | $2.52 | — | — |
| 20260918 | $2.52 | $2.23 | — | — |
| 20260917 | $2.52 | $2.27 | — | — |
| 20260916 | $2.52 | $1.97 | — | — |
| 20260915 | $3.32 | $2.35 | — | — |
| 20260914 | $2.52 | $2.12 | — | — |
| 20260911 | $2.50 | $2.22 | — | — |
| 20260910 | $2.52 | $2.17 | — | — |
| 20260909 | $2.52 | $2.22 | — | — |
| 20260908 | $2.52 | $2.55 | — | — |
| 20260904 | $2.50 | $2.20 | — | — |
| 20260903 | $2.52 | $2.20 | — | — |
| 20260902 | $2.52 | $2.52 | — | — |
| 20260901 | $2.25 | $2.25 | — | — |
| 20260831 | $2.15 | $2.15 | — | — |
| 20260828 | $2.12 | $2.12 | — | — |
| 20260827 | $1.97 | $1.97 | — | — |
| 20260826 | $2.33 | $2.33 | — | — |
| 20260825 | $3.98 | $3.98 | — | — |
| 20260824 | $2.67 | $2.67 | — | — |
| 20260821 | $2.23 | $2.10 | — | — |
| 20260820 | $2.12 | $2.00 | — | — |
| 20260819 | $2.33 | $1.60 | — | — |
| 20260818 | $3.05 | $2.58 | — | — |
| 20260817 | $2.45 | $2.62 | — | — |
More on VNRX
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.