VRCA · Expected Move
Verrica Pharmaceuticals Inc. Common Stock
The expected move for VRCA 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).
VRCA 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 VRCA Expected Move
30-Day Straddle
$3.60
7-Day Straddle
$4.90
30-Day ATM IV
647.4%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to VRCA'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.
VRCA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.60 | $4.90 | 647.4% | 100% |
| 20261106 | $1.05 | $0.75 | 369.3% | 53% |
| 20261105 | $2.30 | $4.70 | — | — |
| 20261104 | $2.98 | $2.98 | 150.9% | 16% |
| 20261103 | $1.12 | $1.12 | — | — |
| 20261102 | $4.95 | $4.95 | 316.9% | 44% |
| 20261030 | $4.80 | $4.80 | — | — |
| 20261029 | $4.75 | $4.75 | 125.8% | 11% |
| 20261028 | $2.93 | $2.93 | 127.6% | 12% |
| 20261027 | $4.75 | $4.75 | 115.0% | 9% |
| 20261026 | $4.75 | $4.75 | — | — |
| 20261023 | $4.90 | $4.90 | 91.5% | 5% |
| 20261022 | $4.90 | $4.90 | 244.2% | 31% |
| 20261021 | $4.90 | $4.90 | 238.6% | 30% |
| 20261020 | $3.40 | $3.40 | — | — |
| 20261019 | $4.90 | $4.90 | 165.2% | 18% |
| 20261016 | $4.25 | $1.67 | — | — |
| 20261015 | $4.15 | $3.85 | — | — |
| 20261014 | $2.30 | $3.85 | — | — |
| 20261013 | $3.50 | $3.10 | 90.8% | 5% |
| 20261012 | $3.45 | $3.15 | 104.0% | 8% |
| 20261009 | $3.45 | $3.25 | 125.6% | 11% |
| 20261008 | $3.55 | $3.15 | 156.7% | 17% |
| 20261007 | $3.50 | $3.20 | 148.1% | 15% |
| 20261006 | $2.30 | $2.15 | — | — |
| 20261005 | $2.35 | $3.20 | — | — |
| 20261002 | $3.25 | $3.25 | — | — |
| 20261001 | $4.00 | $4.00 | 184.4% | 21% |
| 20260930 | $4.00 | $4.00 | 85.5% | 4% |
| 20260929 | $3.35 | $3.35 | 143.7% | 14% |
| 20260928 | $3.35 | $3.35 | — | — |
| 20260925 | $6.75 | $6.75 | — | — |
| 20260924 | $4.30 | $4.30 | — | — |
| 20260923 | $4.05 | $4.05 | 84.9% | 4% |
| 20260922 | $4.10 | $4.10 | — | — |
| 20260921 | $3.40 | $3.40 | — | — |
| 20260918 | $3.40 | $3.17 | — | — |
| 20260917 | $2.97 | $3.90 | — | — |
| 20260916 | $2.30 | $3.90 | — | — |
| 20260915 | $3.55 | $3.95 | 81.9% | 4% |
| 20260914 | $3.90 | $2.62 | — | — |
| 20260911 | $3.48 | $3.25 | 330.3% | 46% |
| 20260910 | $2.23 | $3.20 | 647.2% | 100% |
| 20260909 | $3.52 | $3.15 | 338.2% | 100% |
| 20260908 | $3.45 | $3.20 | — | — |
| 20260904 | $3.55 | $3.25 | — | — |
| 20260220 | $4.33 | $4.33 | — | — |
| 20260219 | $6.88 | $6.88 | — | — |
| 20260218 | $4.38 | $4.38 | — | — |
| 20260217 | $4.43 | $4.43 | — | — |
| 20260213 | $4.38 | $4.38 | — | — |
| 20260212 | $4.38 | $4.38 | — | — |
| 20260211 | $4.33 | $4.33 | — | — |
| 20260210 | $4.28 | $4.28 | — | — |
| 20260209 | $6.83 | $6.83 | — | — |
| 20260206 | $6.88 | $6.88 | — | — |
| 20260205 | $6.83 | $6.83 | — | — |
| 20260204 | $6.83 | $6.83 | — | — |
| 20260203 | $7.00 | $7.00 | — | — |
| 20260202 | $7.00 | $7.00 | — | — |
More on VRCA
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