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
$2.52
7-Day Straddle
$2.52
Avg IV
8.2%
IV Rank
81%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $2.52 $2.52 8.2% 81%
20260924 $2.52 $2.52 7.9% 77%
20260923 $2.52 $2.52 6.5% 61%
20260922 $3.32 $3.32 6.2% 58%
20260921 $2.52 $2.52 7.3% 71%
20260918 $2.52 $2.23 7.1% 68%
20260917 $2.52 $2.27 6.7% 64%
20260916 $2.52 $1.97 6.8% 66%
20260915 $3.32 $2.35 3.9% 33%
20260914 $2.52 $2.12 5.9% 55%
20260911 $2.50 $2.22 5.7% 52%
20260910 $2.52 $2.17 6.7% 64%
20260909 $2.52 $2.22 5.7% 52%
20260908 $2.52 $2.55 5.6% 51%
20260904 $2.50 $2.20 5.4% 49%
20260903 $2.52 $2.20 5.3% 37%
20260902 $2.52 $2.52 7.2% 57%
20260901 $2.25 $2.25 6.2% 50%
20260831 $2.15 $2.15 6.8% 54%
20260828 $2.12 $2.12 6.4% 51%
20260827 $1.97 $1.97 5.4% 43%
20260826 $2.33 $2.33 6.9% 54%
20260825 $3.98 $3.98 6.2% 49%
20260824 $2.67 $2.67 6.1% 48%
20260821 $2.23 $2.10 5.4% 43%
20260820 $2.12 $2.00 5.2% 41%
20260819 $2.33 $1.60 6.0% 48%
20260818 $3.05 $2.58 6.9% 55%
20260817 $2.45 $2.62 6.9% 55%
20260814 $4.70 $1.40 5.7% 46%
20260813 $2.62 $1.97 3.5% 28%
20260812 $2.00 $3.15 3.8% 30%
20260811 $1.60 $2.58 3.5% 28%
20260810 $4.12 $2.52 4.4% 35%
20260806 $2.10 $3.38 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%