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
$3.88
7-Day Straddle
$3.88
Avg IV
1.5%
IV Rank
46%
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 |
|---|---|---|---|---|
| 20260925 | $3.88 | $3.88 | 1.5% | 46% |
| 20260924 | $9.45 | $9.45 | 2.1% | 72% |
| 20260923 | $9.38 | $9.38 | 1.2% | 27% |
| 20260922 | $8.20 | $8.20 | 2.0% | 66% |
| 20260921 | $9.50 | $9.50 | 2.3% | 85% |
| 20260918 | $9.47 | $8.57 | 1.8% | 60% |
| 20260917 | $8.72 | $8.53 | 0.7% | 5% |
| 20260916 | $2.10 | $3.15 | 1.4% | 38% |
| 20260915 | $12.00 | $2.45 | 1.2% | 27% |
| 20260914 | $9.50 | $9.45 | 1.2% | 29% |
| 20260911 | $2.50 | $1.60 | 1.4% | 39% |
| 20260910 | $3.80 | $2.52 | 1.2% | 29% |
| 20260909 | $9.50 | $8.60 | 0.8% | 11% |
| 20260908 | $2.50 | $1.65 | 1.2% | 31% |
| 20260904 | $4.50 | $1.00 | 1.0% | 17% |
| 20260903 | $3.80 | $2.92 | 0.7% | 6% |
| 20260902 | $2.45 | $2.45 | 2.6% | 96% |
| 20260901 | $1.15 | $1.15 | 2.4% | 90% |
| 20260831 | $8.53 | $8.53 | 2.6% | 99% |
| 20260828 | $8.65 | $8.65 | 2.0% | 71% |
| 20260827 | $2.50 | $2.50 | 2.1% | 72% |
| 20260826 | $2.92 | $2.92 | 2.6% | 100% |
| 20260825 | $1.73 | $1.73 | 2.1% | 81% |
| 20260824 | $2.95 | $2.95 | 2.4% | 95% |
| 20260821 | $3.52 | $1.10 | 1.8% | 61% |
| 20260820 | $3.10 | $1.02 | 2.2% | 82% |
| 20260819 | $8.75 | $1.05 | 1.9% | 67% |
| 20260818 | $9.45 | $8.55 | 1.9% | 67% |
| 20260817 | $4.28 | $1.10 | 1.9% | 67% |
| 20260814 | $4.50 | $1.10 | 1.6% | 54% |
| 20260813 | $3.45 | $1.05 | 1.7% | 56% |
| 20260812 | $9.50 | $1.70 | 1.8% | 63% |
| 20260811 | $4.50 | $1.20 | 1.6% | 54% |
| 20260810 | $10.80 | $10.95 | 1.7% | 58% |
| 20260806 | $2.50 | $1.75 | 1.0% | 20% |
| 20260805 | $3.48 | $3.48 | 1.9% | 68% |
| 20260804 | $2.60 | $2.60 | 1.7% | 60% |
| 20260803 | $2.42 | $2.42 | 1.7% | 59% |
| 20260731 | $2.15 | $2.15 | 1.6% | 54% |
| 20260730 | $2.55 | $2.55 | 1.7% | 58% |
| 20260729 | $2.80 | $2.80 | 1.8% | 63% |
| 20260728 | $2.38 | $2.38 | 1.7% | 61% |
| 20260727 | $2.33 | $2.33 | 1.6% | 51% |
| 20260724 | $1.85 | $1.85 | 1.4% | 40% |
| 20260723 | $1.85 | $1.85 | 1.6% | 51% |
| 20260722 | $2.08 | $2.08 | 1.3% | 39% |
| 20260721 | $1.88 | $1.88 | 1.3% | 37% |
| 20260720 | $2.65 | $2.65 | 1.5% | 45% |
| 20260716 | $2.50 | $1.30 | 0.9% | 17% |
| 20260715 | $2.48 | $1.52 | 1.0% | 22% |
| 20260714 | $2.25 | $1.32 | 0.9% | 17% |
| 20260713 | $2.58 | $3.75 | 1.4% | 41% |
| 20260710 | $2.73 | $1.65 | 1.0% | 20% |
| 20260709 | $2.05 | $1.90 | 1.1% | 27% |
| 20260708 | $2.40 | $1.48 | 1.2% | 31% |
| 20260707 | $3.10 | $2.05 | 1.3% | 35% |
| 20260706 | $2.58 | $1.85 | 1.1% | 28% |
| 20260702 | $3.95 | $3.95 | 2.1% | 82% |
| 20260701 | $1.25 | $1.25 | 1.3% | 37% |
| 20260630 | $1.60 | $1.60 | 1.7% | 60% |