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
$2.38
7-Day Straddle
$1.75
Avg IV
1.0%
IV Rank
21%
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 |
|---|---|---|---|---|
| 20260807 | $2.38 | $1.75 | 1.0% | 21% |
| 20260806 | $2.50 | $2.40 | 1.1% | 24% |
| 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% |
| 20260629 | $1.50 | $1.50 | 2.0% | 72% |
| 20260626 | $1.70 | $1.70 | 1.3% | 38% |
| 20260625 | $1.20 | $1.20 | 1.9% | 68% |
| 20260624 | $1.65 | $1.65 | 1.9% | 66% |
| 20260623 | $1.48 | $1.48 | 0.9% | 17% |
| 20260622 | $1.33 | $1.33 | 1.6% | 50% |
| 20260618 | $1.38 | $1.12 | 1.1% | 28% |
| 20260617 | $1.80 | $1.32 | 2.0% | 74% |
| 20260616 | $1.70 | $1.43 | 1.5% | 45% |
| 20260615 | $2.08 | $1.75 | 1.9% | 69% |
| 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% |