VREX · Expected Move
Varex Imaging Corporation Common Stock
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).
VREX 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 VREX Expected Move
30-Day Straddle
$8.10
7-Day Straddle
$7.25
30-Day ATM IV
144.1%
IV Rank
54%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $8.10 | $7.25 | 144.1% | 54% |
| 20261106 | $2.67 | $3.52 | 41.1% | 3% |
| 20261105 | $13.90 | $13.85 | — | — |
| 20261104 | $3.50 | $3.50 | 177.6% | 70% |
| 20261103 | $3.58 | $3.58 | 55.7% | 10% |
| 20261102 | $3.73 | $3.73 | 57.4% | 11% |
| 20261030 | $3.58 | $3.58 | 104.0% | 34% |
| 20261029 | $4.50 | $4.50 | 156.7% | 60% |
| 20261028 | $2.55 | $2.55 | 103.0% | 33% |
| 20261027 | $3.40 | $3.40 | 133.0% | 48% |
| 20261026 | $6.12 | $6.12 | — | — |
| 20261023 | $9.40 | $9.40 | — | — |
| 20261022 | $1.98 | $1.98 | 58.3% | 11% |
| 20261021 | $4.10 | $4.10 | 169.1% | 66% |
| 20261020 | $9.10 | $9.10 | 113.4% | 38% |
| 20261019 | $9.00 | $9.00 | — | — |
| 20261016 | $3.80 | $3.75 | 47.6% | 6% |
| 20261015 | $1.62 | $3.45 | 48.9% | 6% |
| 20261014 | $3.80 | $3.70 | 42.2% | 3% |
| 20261013 | $3.80 | $3.40 | 43.7% | 4% |
| 20261012 | $1.62 | $3.67 | 146.4% | 55% |
| 20261009 | $3.27 | $2.55 | 53.8% | 9% |
| 20261008 | $9.50 | $2.33 | 125.7% | 44% |
| 20261007 | $3.55 | $2.40 | 126.7% | 45% |
| 20261006 | $3.80 | $3.00 | 116.7% | 40% |
| 20261005 | $3.45 | $3.33 | 118.8% | 41% |
| 20261002 | $8.25 | $8.25 | 69.1% | 16% |
| 20261001 | $4.45 | $4.45 | 122.9% | 43% |
| 20260930 | $3.00 | $3.00 | 107.4% | 35% |
| 20260929 | $9.07 | $9.07 | — | — |
| 20260928 | $9.10 | $9.10 | — | — |
| 20260925 | $3.88 | $3.88 | 89.0% | 26% |
| 20260924 | $9.45 | $9.45 | — | — |
| 20260923 | $9.38 | $9.38 | — | — |
| 20260922 | $8.20 | $8.20 | 99.0% | 31% |
| 20260921 | $9.50 | $9.50 | 87.5% | 26% |
| 20260918 | $9.47 | $8.57 | — | — |
| 20260917 | $8.72 | $8.53 | — | — |
| 20260916 | $2.10 | $3.15 | 35.8% | 0% |
| 20260915 | $12.00 | $2.45 | — | — |
| 20260914 | $9.50 | $9.45 | — | — |
| 20260911 | $2.50 | $1.60 | 64.9% | 13% |
| 20260910 | $3.80 | $2.52 | 83.6% | 22% |
| 20260909 | $9.50 | $8.60 | — | — |
| 20260908 | $2.50 | $1.65 | 56.8% | 8% |
| 20260904 | $4.50 | $1.00 | 202.8% | 82% |
| 20260903 | $3.80 | $2.92 | 40.7% | 0% |
| 20260902 | $2.45 | $2.45 | 78.7% | 19% |
| 20260901 | $1.15 | $1.15 | 114.3% | 37% |
| 20260831 | $8.53 | $8.53 | — | — |
| 20260828 | $8.65 | $8.65 | — | — |
| 20260827 | $2.50 | $2.50 | 56.6% | 8% |
| 20260826 | $2.92 | $2.92 | 40.1% | 0% |
| 20260825 | $1.73 | $1.73 | 93.9% | 26% |
| 20260824 | $2.95 | $2.95 | 46.8% | 2% |
| 20260821 | $3.52 | $1.10 | 70.0% | 14% |
| 20260820 | $3.10 | $1.02 | 158.2% | 59% |
| 20260819 | $8.75 | $1.05 | — | — |
| 20260818 | $9.45 | $8.55 | — | — |
| 20260817 | $4.28 | $1.10 | 72.9% | 16% |
More on VREX
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.