VRA · Expected Move
Vera Bradley, Inc.
The expected move for VRA 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).
VRA 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 VRA Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
74.4%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to VRA'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.
VRA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.35 | $1.35 | 74.4% | 3% |
| 20261023 | $1.38 | $1.38 | 76.4% | 4% |
| 20261022 | $1.65 | $1.65 | 86.6% | 7% |
| 20261021 | $1.45 | $1.45 | 64.8% | 0% |
| 20261020 | $1.23 | $1.23 | 76.2% | 4% |
| 20261019 | $1.30 | $1.30 | 85.1% | 6% |
| 20261016 | $1.40 | $1.10 | 90.0% | 8% |
| 20261015 | $1.52 | $2.27 | 97.9% | 10% |
| 20261014 | $1.12 | $0.55 | 73.2% | 3% |
| 20261013 | $1.25 | $0.95 | 76.6% | 4% |
| 20261012 | $1.20 | $0.62 | 91.1% | 8% |
| 20261009 | $1.12 | $0.47 | 81.5% | 5% |
| 20261008 | $0.97 | $0.32 | 73.7% | 3% |
| 20261007 | $0.97 | $0.72 | 72.6% | 3% |
| 20261006 | $1.07 | $0.60 | 76.1% | 4% |
| 20261005 | $1.10 | $0.55 | 78.2% | 4% |
| 20261002 | $0.70 | $0.70 | 74.0% | 3% |
| 20261001 | $0.60 | $0.60 | 72.5% | 3% |
| 20260930 | $0.83 | $0.83 | 86.9% | 7% |
| 20260929 | $1.05 | $1.05 | 94.1% | 9% |
| 20260928 | $1.12 | $1.12 | 108.0% | 13% |
| 20260925 | $1.12 | $1.12 | 81.5% | 5% |
| 20260924 | $1.10 | $1.10 | 84.5% | 6% |
| 20260923 | $1.02 | $1.02 | 187.1% | 36% |
| 20260922 | $0.88 | $0.88 | 102.8% | 11% |
| 20260921 | $0.95 | $0.95 | 168.2% | 31% |
| 20260918 | $1.23 | $2.05 | 80.3% | 5% |
| 20260917 | $1.35 | $3.25 | 116.2% | 15% |
| 20260916 | $1.18 | $0.95 | 88.9% | 7% |
| 20260915 | $1.23 | $1.12 | 90.1% | 8% |
| 20260914 | $0.90 | $0.75 | 119.3% | 16% |
| 20260911 | $1.05 | $0.72 | 68.5% | 1% |
| 20260910 | $0.93 | $0.58 | 160.1% | 28% |
| 20260909 | $1.30 | $0.97 | 171.9% | 32% |
| 20260908 | $1.30 | $1.40 | 85.6% | 6% |
| 20260904 | $3.27 | $0.88 | — | — |
| 20260903 | $1.10 | $1.15 | 140.3% | 23% |
| 20260902 | $0.80 | $0.80 | 114.0% | 15% |
| 20260901 | $0.82 | $0.82 | 117.8% | 16% |
| 20260831 | $0.92 | $0.92 | — | — |
| 20260828 | $0.90 | $0.90 | 113.7% | 15% |
| 20260827 | $1.25 | $1.25 | 70.7% | 2% |
| 20260826 | $1.05 | $1.05 | — | — |
| 20260825 | $0.93 | $0.93 | 85.7% | 6% |
| 20260824 | $3.20 | $3.20 | — | — |
| 20260821 | $8.20 | $0.65 | — | — |
| 20260820 | $1.18 | $0.78 | 125.8% | 18% |
| 20260819 | $0.80 | $0.65 | — | — |
| 20260818 | $3.27 | $0.72 | — | — |
| 20260817 | $2.25 | $0.80 | — | — |
| 20260814 | $1.25 | $0.93 | 127.1% | 19% |
| 20260813 | $1.27 | $1.23 | 88.4% | 7% |
| 20260812 | $1.30 | $0.95 | 63.9% | 0% |
| 20260811 | $1.40 | $3.42 | 131.6% | 19% |
| 20260810 | $1.55 | $1.30 | 288.6% | 66% |
| 20260806 | $8.57 | $1.38 | 402.5% | 100% |
| 20260805 | $1.10 | $1.10 | 131.6% | 49% |
| 20260804 | $1.15 | $1.15 | — | — |
| 20260803 | $1.88 | $1.88 | — | — |
| 20260731 | $1.98 | $1.98 | 121.1% | 41% |
More on VRA
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.