VOD · Expected Move
Vodafone Group PLC
The expected move for VOD 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).
VOD 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 VOD Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$0.98
30-Day ATM IV
54.3%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to VOD'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.
VOD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $2.20 | $0.98 | 54.3% | 49% |
| 20261109 | $1.73 | $2.00 | 60.0% | 57% |
| 20261106 | $2.20 | $1.12 | 68.4% | 70% |
| 20261105 | $2.05 | $1.45 | 59.9% | 57% |
| 20261104 | $3.88 | $1.18 | 87.9% | 100% |
| 20261103 | $2.33 | $1.85 | 60.8% | 87% |
| 20261102 | $2.62 | $0.65 | 66.1% | 99% |
| 20261030 | $1.45 | $0.75 | 51.5% | 66% |
| 20261029 | $1.95 | $0.90 | 49.4% | 61% |
| 20261028 | $1.15 | $2.45 | 42.3% | 45% |
| 20261027 | $1.35 | $1.15 | 41.8% | 44% |
| 20261026 | $1.40 | $0.55 | 40.7% | 42% |
| 20261023 | $1.65 | $0.80 | 44.5% | 50% |
| 20261022 | $1.38 | $1.00 | 41.1% | 42% |
| 20261021 | $1.38 | $1.45 | 37.8% | 35% |
| 20261020 | $1.60 | $1.17 | 41.8% | 44% |
| 20261019 | $1.40 | $0.45 | 39.0% | 38% |
| 20261016 | $1.10 | $0.57 | 37.4% | 34% |
| 20261015 | $1.40 | $0.62 | 41.4% | 43% |
| 20261014 | $2.97 | $0.57 | 65.6% | 97% |
| 20261013 | $2.35 | $0.68 | 53.8% | 71% |
| 20261012 | $1.32 | $0.47 | 35.9% | 31% |
| 20261009 | $1.25 | $0.60 | 38.5% | 37% |
| 20261008 | $2.05 | $0.80 | 43.0% | 47% |
| 20261007 | $1.25 | $0.65 | 32.5% | 23% |
| 20261006 | $1.20 | $0.75 | 30.4% | 18% |
| 20261005 | $1.48 | $1.20 | 35.3% | 29% |
| 20261002 | $1.05 | $1.45 | 29.4% | 16% |
| 20261001 | $1.17 | $0.97 | 31.3% | 20% |
| 20260930 | $1.02 | $0.70 | 30.6% | 19% |
| 20260929 | $1.32 | $0.72 | 32.5% | 23% |
| 20260928 | $1.02 | $0.65 | 28.8% | 15% |
| 20260925 | $0.95 | $0.65 | 31.7% | 21% |
| 20260924 | $1.85 | $1.20 | 46.8% | 55% |
| 20260923 | $1.08 | $0.80 | 43.5% | 48% |
| 20260922 | $1.10 | $0.65 | 29.6% | 16% |
| 20260921 | $1.20 | $1.02 | 29.8% | 17% |
| 20260918 | $1.02 | $0.62 | 28.6% | 14% |
| 20260917 | $0.97 | $0.90 | 27.0% | 11% |
| 20260916 | $1.12 | $0.62 | 25.4% | 7% |
| 20260915 | $1.02 | $0.80 | 25.9% | 8% |
| 20260914 | $1.12 | $0.40 | 27.4% | 11% |
| 20260911 | $2.00 | $0.68 | 32.4% | 23% |
| 20260910 | $1.12 | $0.62 | 27.6% | 12% |
| 20260909 | $1.30 | $0.65 | 43.1% | 47% |
| 20260908 | $1.15 | $0.50 | 29.3% | 16% |
| 20260904 | $1.05 | $0.60 | 31.1% | 20% |
| 20260903 | $1.17 | $0.57 | 40.1% | 40% |
| 20260902 | $2.08 | $0.57 | 56.2% | 76% |
| 20260901 | $0.95 | $0.65 | 29.6% | 16% |
| 20260831 | $0.97 | $1.25 | 32.4% | 23% |
| 20260828 | $1.38 | $0.72 | 37.0% | 33% |
| 20260827 | $0.95 | $0.60 | 30.8% | 19% |
| 20260826 | $0.90 | $0.68 | 25.4% | 7% |
| 20260825 | $0.88 | $1.02 | 24.4% | 5% |
| 20260824 | $0.98 | $0.55 | 28.6% | 14% |
| 20260821 | $0.75 | $0.65 | 22.3% | 0% |
| 20260820 | $0.88 | $0.60 | 25.0% | 5% |
| 20260819 | $0.90 | $0.72 | 28.1% | 12% |
| 20260818 | $0.95 | $1.75 | 29.8% | 16% |
More on VOD
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.