VRN (Veren Inc.)
Expected Move & Straddle Price History
The expected move for VRN 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 VRN Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
0.0%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to VRN'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.
VRN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20250513 | $0.00 | $0.00 | 0.0% | 0% |
| 20250512 | $0.00 | $0.00 | 1.0% | 25% |
| 20250509 | $1.33 | $6.08 | 0.7% | 14% |
| 20250508 | $1.35 | $6.03 | 0.9% | 23% |
| 20250507 | $1.30 | $5.85 | 0.8% | 18% |
| 20250506 | $1.18 | $1.07 | 0.7% | 13% |
| 20250505 | $1.05 | $0.97 | 0.8% | 18% |
| 20250502 | $5.92 | $5.92 | 2.5% | 85% |
| 20250501 | $5.92 | $5.92 | 2.2% | 71% |
| 20250430 | $1.10 | $1.10 | 2.9% | 100% |
| 20250429 | $6.30 | $6.30 | 2.5% | 100% |
| 20250428 | $6.25 | $6.25 | 2.0% | 92% |
| 20250425 | $1.45 | $1.45 | 1.9% | 86% |
| 20250424 | $6.22 | $6.22 | 2.1% | 98% |
| 20250423 | $6.03 | $6.03 | 1.9% | 84% |
| 20250422 | $0.00 | $0.00 | 1.9% | 85% |
| 20250421 | $6.05 | $6.05 | 2.0% | 93% |
| 20250417 | $1.28 | $1.05 | 1.8% | 80% |
| 20250415 | $1.05 | $0.48 | 1.5% | 64% |
| 20250414 | $1.00 | $0.90 | 1.4% | 57% |
| 20250411 | $0.88 | $0.82 | 1.4% | 57% |
| 20250410 | $0.93 | $0.68 | 1.6% | 68% |
| 20250409 | $1.17 | $1.03 | 1.3% | 55% |
| 20250408 | $0.60 | $0.45 | 2.1% | 98% |
| 20250407 | $0.90 | $0.77 | 2.2% | 100% |
| 20250404 | $1.43 | $1.05 | 1.8% | 89% |
| 20250403 | $2.02 | $6.25 | 1.7% | 81% |
| 20250402 | $1.18 | $5.88 | 1.0% | 41% |
| 20250401 | $0.90 | $0.90 | 1.3% | 57% |
| 20250331 | $0.85 | $0.85 | 1.5% | 71% |
| 20250328 | $5.67 | $5.67 | 1.4% | 66% |
| 20250327 | $5.80 | $5.80 | 1.2% | 51% |
| 20250326 | $5.70 | $5.70 | 1.3% | 59% |
| 20250325 | $5.72 | $5.72 | 1.1% | 45% |
| 20250324 | $0.83 | $0.83 | 1.3% | 59% |
| 20250321 | $0.83 | $6.10 | 1.4% | 64% |
| 20250320 | $0.88 | $5.88 | 1.2% | 54% |
| 20250319 | $5.67 | $1.05 | 1.2% | 50% |
| 20250318 | $1.15 | $6.05 | 1.0% | 41% |
| 20250317 | $1.12 | $1.25 | 1.2% | 51% |
| 20250314 | $1.03 | $5.95 | 0.9% | 37% |
| 20250313 | $6.00 | $5.95 | 1.1% | 45% |
| 20250312 | $1.15 | $1.22 | 1.1% | 44% |
| 20250311 | $0.97 | $0.88 | 1.0% | 41% |
| 20250310 | $0.95 | $0.83 | 1.2% | 50% |
| 20250307 | $0.57 | $0.35 | 1.1% | 47% |
| 20250305 | $0.60 | $0.40 | 1.1% | 45% |
| 20250304 | $0.47 | $0.47 | 1.5% | 70% |
| 20250303 | $0.42 | $0.42 | 1.2% | 52% |
| 20250228 | $0.55 | $0.55 | 0.9% | 31% |
| 20250227 | $0.50 | $0.50 | 1.1% | 48% |
| 20250226 | $0.55 | $0.55 | 1.1% | 48% |
| 20250225 | $0.55 | $0.55 | 1.1% | 47% |
| 20250224 | $0.50 | $0.50 | 1.1% | 47% |
| 20250221 | $0.50 | $0.08 | 1.4% | 66% |
| 20250219 | $0.57 | $0.50 | 0.4% | 7% |
| 20250218 | $0.62 | $0.33 | 0.8% | 30% |
| 20250214 | $0.60 | $0.35 | 1.2% | 50% |
| 20250213 | $0.57 | $0.35 | 0.9% | 32% |
| 20250212 | $0.60 | $1.05 | 0.9% | 33% |