VNRX (VolitionRx Limited)
Expected Move & Straddle Price History
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).
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 VNRX Expected Move
30-Day Straddle
$3.33
7-Day Straddle
$2.17
Avg IV
6.5%
IV Rank
52%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260807 | $3.33 | $2.17 | 6.5% | 52% |
| 20260806 | $2.10 | $3.20 | 3.4% | 27% |
| 20260805 | $2.52 | $2.52 | 1.9% | 15% |
| 20260804 | $1.38 | $1.38 | 2.9% | 23% |
| 20260803 | $3.42 | $3.42 | 3.4% | 27% |
| 20260731 | $2.23 | $2.23 | 3.3% | 26% |
| 20260730 | $2.73 | $2.73 | 3.0% | 24% |
| 20260729 | $2.58 | $2.58 | 2.7% | 21% |
| 20260728 | $1.70 | $1.70 | 3.2% | 25% |
| 20260727 | $1.60 | $1.60 | 3.0% | 24% |
| 20260724 | $1.65 | $1.65 | 1.7% | 13% |
| 20260723 | $1.60 | $1.60 | 4.6% | 37% |
| 20260722 | $2.72 | $2.72 | 1.9% | 15% |
| 20260721 | $3.52 | $3.52 | 3.1% | 24% |
| 20260720 | $1.40 | $1.40 | 2.8% | 22% |
| 20260716 | $4.15 | $2.70 | 3.2% | 26% |
| 20260715 | $2.17 | $2.48 | 1.8% | 15% |
| 20260714 | $4.45 | $2.48 | 1.5% | 12% |
| 20260713 | $1.43 | $2.48 | 1.9% | 15% |
| 20260710 | $4.45 | $2.48 | 1.7% | 14% |
| 20260709 | $2.20 | $2.70 | 2.1% | 16% |
| 20260708 | $1.55 | $2.48 | 2.9% | 23% |
| 20260707 | $3.50 | $2.70 | 1.2% | 9% |
| 20260706 | $3.67 | $2.48 | 2.6% | 20% |
| 20260702 | $2.48 | $2.48 | 2.9% | 23% |
| 20260701 | $2.70 | $2.70 | 3.2% | 25% |
| 20260630 | $2.48 | $2.48 | 5.3% | 42% |
| 20260629 | $2.48 | $2.48 | 4.9% | 39% |
| 20260626 | $2.48 | $2.48 | 4.1% | 33% |
| 20260625 | $2.83 | $2.83 | 6.2% | 49% |
| 20260624 | $2.48 | $2.48 | 9.9% | 78% |
| 20260623 | $2.52 | $2.52 | 4.8% | 38% |
| 20260622 | $2.48 | $2.48 | 9.6% | 77% |
| 20260618 | $2.48 | $2.83 | 7.9% | 62% |
| 20260617 | $2.83 | $2.70 | 8.7% | 69% |
| 20260616 | $2.70 | $2.70 | 7.0% | 55% |
| 20260615 | $2.67 | $3.38 | 7.5% | 59% |
| 20260613 | $2.48 | $2.70 | 8.4% | 66% |
| 20260612 | $2.48 | $2.70 | 8.3% | 66% |
| 20260611 | $2.70 | $2.70 | 8.4% | 66% |
| 20260610 | $2.45 | $2.67 | 7.7% | 61% |
| 20260609 | $2.48 | $2.70 | 7.8% | 62% |
| 20260608 | $2.42 | $2.52 | 7.9% | 62% |
| 20260605 | $3.40 | $2.65 | 1.1% | 8% |
| 20260604 | $2.52 | $2.52 | 5.6% | 44% |
| 20260603 | $2.52 | $2.52 | 6.4% | 51% |
| 20260602 | $2.48 | $2.48 | 4.0% | 32% |
| 20260601 | $2.60 | $2.60 | 7.0% | 56% |
| 20260529 | $2.48 | $2.48 | 9.1% | 72% |
| 20260528 | $3.30 | $3.30 | 1.4% | 11% |
| 20260527 | $2.48 | $2.48 | 6.2% | 49% |
| 20260526 | $2.48 | $2.48 | 8.0% | 63% |
| 20260522 | $2.60 | $2.60 | 7.2% | 57% |
| 20260521 | $2.65 | $2.65 | 7.4% | 59% |
| 20260520 | $2.52 | $2.52 | 7.4% | 59% |
| 20260519 | $2.65 | $2.65 | 7.7% | 61% |
| 20260518 | $2.65 | $2.65 | 7.6% | 60% |
| 20260515 | $2.52 | $2.52 | 7.6% | 61% |
| 20260514 | $2.52 | $2.52 | 7.1% | 56% |
| 20260513 | $2.52 | $2.52 | 7.4% | 59% |