VRCA (Verrica Pharmaceuticals Inc. Common Stock)

Expected Move & Straddle Price History

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).

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 VRCA Expected Move
30-Day Straddle
$6.75
7-Day Straddle
$6.75
Avg IV
2.4%
IV Rank
13%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $6.75 $6.75 2.4% 13%
20260924 $4.30 $4.30 2.6% 14%
20260923 $4.05 $4.05 1.9% 11%
20260922 $4.10 $4.10 1.5% 8%
20260921 $3.40 $3.40 1.7% 9%
20260918 $3.40 $3.17 1.9% 11%
20260917 $2.97 $3.90 1.6% 9%
20260916 $2.30 $3.90 1.9% 11%
20260915 $3.55 $3.95 1.3% 7%
20260914 $3.90 $2.62 3.6% 20%
20260911 $3.48 $3.25 2.3% 13%
20260910 $2.23 $3.20 1.8% 10%
20260909 $3.52 $3.15 2.6% 15%
20260908 $3.45 $3.20 1.7% 10%
20260904 $3.55 $3.25 1.5% 8%
20260220 $4.33 $4.33 0.0% 0%
20260219 $6.88 $6.88 0.0% 0%
20260218 $4.38 $4.38 0.0% 0%
20260217 $4.43 $4.43 0.0% 0%
20260213 $4.38 $4.38 6.5% 36%
20260212 $4.38 $4.38 6.0% 34%
20260211 $4.33 $4.33 12.1% 68%
20260210 $4.28 $4.28 17.8% 100%
20260209 $6.83 $6.83 17.2% 98%
20260206 $6.88 $6.88 15.7% 89%
20260205 $6.83 $6.83 14.7% 84%
20260204 $6.83 $6.83 14.4% 82%
20260203 $7.00 $7.00 14.0% 80%
20260202 $7.00 $7.00 13.6% 77%
20260130 $7.05 $7.05 12.8% 73%
20260129 $7.05 $7.05 12.5% 71%
20260128 $7.05 $7.05 12.3% 70%
20260127 $7.05 $7.05 12.0% 68%
20260126 $7.00 $7.00 11.6% 66%
20260123 $6.95 $6.95 10.8% 61%
20260122 $6.95 $6.95 10.6% 60%
20260121 $6.95 $6.95 10.5% 59%
20260120 $7.00 $7.00 10.5% 60%
20260116 $7.33 $7.33 9.8% 49%
20260115 $7.28 $7.28 9.5% 48%
20260114 $7.28 $7.28 9.4% 47%
20260113 $7.28 $7.28 9.3% 47%
20260112 $7.28 $7.28 9.2% 46%
20260109 $7.30 $7.30 8.8% 44%
20260108 $7.25 $7.25 8.6% 43%
20260107 $7.30 $7.30 8.7% 43%
20260106 $7.25 $7.25 8.4% 42%
20260105 $7.25 $7.25 8.4% 42%
20260102 $7.25 $7.25 8.1% 40%
20251231 $7.25 $7.25 7.9% 40%
20251230 $7.25 $7.25 7.9% 40%
20251229 $7.30 $7.30 7.9% 40%
20251226 $7.25 $7.25 7.6% 38%
20251224 $7.20 $7.20 7.5% 37%
20251223 $7.40 $7.40 7.7% 38%
20251222 $7.35 $7.35 7.6% 38%
20251219 $7.22 $7.22 7.1% 36%
20251218 $7.28 $7.28 7.1% 35%
20251217 $7.28 $7.28 7.0% 35%
20251216 $7.38 $7.38 7.3% 36%