VREX (Varex Imaging Corporation Common Stock)
Expected Move & Straddle Price History
The expected move for VREX 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 VREX Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$2.47
Avg IV
1.5%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to VREX'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.
VREX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260613 | $2.90 | $2.47 | 1.5% | 45% |
| 20260612 | $3.00 | $2.58 | 1.5% | 46% |
| 20260611 | $2.67 | $1.38 | 1.0% | 19% |
| 20260610 | $1.72 | $1.35 | 1.5% | 45% |
| 20260609 | $1.98 | $1.65 | 0.6% | 0% |
| 20260608 | $2.12 | $1.25 | 1.1% | 14% |
| 20260605 | $2.48 | $1.95 | 1.7% | 49% |
| 20260604 | $1.60 | $1.48 | 1.2% | 15% |
| 20260603 | $2.12 | $1.55 | 1.0% | 8% |
| 20260602 | $1.82 | $1.82 | 1.9% | 61% |
| 20260601 | $1.23 | $1.23 | 2.0% | 71% |
| 20260529 | $1.20 | $1.20 | 2.0% | 72% |
| 20260528 | $1.85 | $1.85 | 1.8% | 58% |
| 20260527 | $1.45 | $1.45 | 1.5% | 35% |
| 20260526 | $1.20 | $1.20 | 1.6% | 41% |
| 20260522 | $1.35 | $1.35 | 1.6% | 47% |
| 20260521 | $1.65 | $1.65 | 1.5% | 38% |
| 20260520 | $1.27 | $1.27 | 1.4% | 31% |
| 20260519 | $1.23 | $1.23 | 1.6% | 43% |
| 20260518 | $1.50 | $1.50 | 1.2% | 15% |
| 20260515 | $2.27 | $0.75 | 1.5% | 34% |
| 20260514 | $2.58 | $1.23 | 1.2% | 18% |
| 20260513 | $1.25 | $0.95 | 1.1% | 13% |
| 20260512 | $1.27 | $0.73 | 1.2% | 15% |
| 20260511 | $2.27 | $0.93 | 1.1% | 14% |
| 20260510 | $2.30 | $1.08 | 1.4% | 30% |
| 20260508 | $2.30 | $1.08 | 1.4% | 29% |
| 20260507 | $2.52 | $1.67 | 1.4% | 32% |
| 20260506 | $2.12 | $1.40 | 1.2% | 21% |
| 20260505 | $2.62 | $1.70 | 1.2% | 19% |
| 20260504 | $3.00 | $1.88 | 1.2% | 20% |
| 20260502 | $2.40 | $2.40 | 2.1% | 76% |
| 20260501 | $2.40 | $2.40 | 2.1% | 73% |
| 20260430 | $1.72 | $1.72 | 2.3% | 87% |
| 20260429 | $2.40 | $2.40 | 2.5% | 100% |
| 20260428 | $2.00 | $2.00 | 2.3% | 100% |
| 20260427 | $1.60 | $1.60 | 1.6% | 52% |
| 20260424 | $2.12 | $2.12 | 1.7% | 59% |
| 20260423 | $2.45 | $2.45 | 1.7% | 58% |
| 20260422 | $2.15 | $2.15 | 1.6% | 48% |
| 20260421 | $2.25 | $2.25 | 1.9% | 68% |
| 20260420 | $2.15 | $2.15 | 1.9% | 75% |
| 20260417 | $2.08 | $1.02 | 1.4% | 37% |
| 20260416 | $1.73 | $1.12 | 1.7% | 57% |
| 20260415 | $1.65 | $1.07 | 1.7% | 58% |
| 20260414 | $1.70 | $1.40 | 1.5% | 40% |
| 20260413 | $1.93 | $1.95 | 1.4% | 38% |
| 20260410 | $3.08 | $1.57 | 1.4% | 39% |
| 20260409 | $2.62 | $1.55 | 1.5% | 45% |
| 20260408 | $2.52 | $1.82 | 1.5% | 41% |
| 20260407 | $2.88 | $1.65 | 1.3% | 30% |
| 20260406 | $2.30 | $1.65 | 1.3% | 32% |
| 20260402 | $2.67 | $1.45 | 1.3% | 28% |
| 20260401 | $1.55 | $1.55 | 1.8% | 62% |
| 20260331 | $2.15 | $2.15 | 1.8% | 67% |
| 20260330 | $1.70 | $1.70 | 2.3% | 98% |
| 20260327 | $1.45 | $1.45 | 1.7% | 57% |
| 20260326 | $1.70 | $1.70 | 1.5% | 41% |
| 20260325 | $1.32 | $1.32 | 1.5% | 44% |
| 20260324 | $1.95 | $1.95 | 1.3% | 31% |