VRNA · Expected Move
Verona Pharma plc
The expected move for VRNA 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).
VRNA 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 VRNA Expected Move
30-Day Straddle
$4.22
7-Day Straddle
$2.38
30-Day ATM IV
12.4%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to VRNA'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.
VRNA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251006 | $4.22 | $2.38 | 12.4% | 16% |
| 20251003 | $9.50 | $9.50 | 15.0% | 20% |
| 20251002 | $2.05 | $2.05 | 19.6% | 27% |
| 20251001 | $2.08 | $2.08 | 11.4% | 14% |
| 20250930 | $1.93 | $1.93 | 23.1% | 32% |
| 20250929 | $2.08 | $2.08 | 7.4% | 8% |
| 20250926 | $9.38 | $9.38 | 16.4% | 22% |
| 20250925 | $2.05 | $2.05 | 8.1% | 9% |
| 20250924 | $2.35 | $2.35 | 11.6% | 15% |
| 20250923 | $2.52 | $2.52 | 12.5% | 16% |
| 20250922 | $2.58 | $2.58 | 11.7% | 15% |
| 20250919 | $2.62 | $8.53 | 11.3% | 14% |
| 20250918 | $3.20 | $1.75 | 13.1% | 17% |
| 20250917 | $4.55 | $1.62 | 16.0% | 21% |
| 20250916 | $4.47 | $1.50 | 16.1% | 22% |
| 20250915 | $4.47 | $1.18 | 15.9% | 21% |
| 20250912 | $3.33 | $1.70 | 11.1% | 14% |
| 20250911 | $4.47 | $2.32 | 15.0% | 20% |
| 20250910 | $3.20 | $1.45 | 11.3% | 14% |
| 20250909 | $4.00 | $1.52 | 13.4% | 17% |
| 20250908 | $3.35 | $9.00 | 17.7% | 24% |
| 20250905 | $3.55 | $1.78 | 10.2% | 12% |
| 20250904 | $3.45 | $4.45 | 10.8% | 13% |
| 20250903 | $1.77 | $1.77 | 12.1% | 15% |
| 20250902 | $2.35 | $2.35 | 11.1% | 13% |
| 20250829 | $2.55 | $2.55 | 11.4% | 12% |
| 20250828 | $1.80 | $1.80 | 9.6% | 9% |
| 20250827 | $3.17 | $3.17 | 13.0% | 11% |
| 20250826 | $1.82 | $1.82 | 9.3% | 7% |
| 20250825 | $1.62 | $1.62 | 35.1% | 31% |
| 20250822 | $4.38 | $4.38 | 17.7% | 15% |
| 20250821 | $2.62 | $2.62 | 11.0% | 8% |
| 20250820 | $7.05 | $7.05 | 26.1% | 23% |
| 20250819 | $1.25 | $1.25 | 5.6% | 3% |
| 20250818 | $6.85 | $6.85 | 30.2% | 27% |
| 20250815 | $1.60 | $2.85 | 6.2% | 4% |
| 20250814 | $3.25 | $0.38 | 20.2% | 17% |
| 20250813 | $3.55 | $0.23 | 13.3% | 11% |
| 20250812 | $1.12 | $10.38 | 4.1% | 2% |
| 20250811 | $0.93 | $2.77 | 2.9% | 1% |
| 20250808 | $5.78 | $5.38 | 15.2% | 12% |
| 20250807 | $0.93 | $0.48 | 19.2% | 16% |
| 20250806 | $0.93 | $0.50 | 13.8% | 11% |
| 20250805 | $1.00 | $0.38 | 13.5% | 11% |
| 20250804 | $1.00 | $5.35 | 18.6% | 16% |
| 20250801 | $2.88 | $2.88 | 7.8% | 5% |
| 20250731 | $10.30 | $10.30 | 19.8% | 17% |
| 20250730 | $0.75 | $0.75 | 9.0% | 6% |
| 20250729 | $0.50 | $0.50 | 11.6% | 9% |
| 20250728 | $5.53 | $5.53 | 9.9% | 7% |
| 20250725 | $0.72 | $0.72 | 16.4% | 13% |
| 20250724 | $0.55 | $0.55 | 14.3% | 12% |
| 20250723 | $0.60 | $0.60 | 15.6% | 13% |
| 20250722 | $2.88 | $2.88 | 7.7% | 5% |
| 20250721 | $0.88 | $0.88 | 3.7% | 1% |
| 20250718 | $0.90 | $0.25 | 15.6% | 13% |
| 20250717 | $0.53 | $0.20 | 2.2% | 0% |
| 20250716 | $0.68 | $0.22 | 3.0% | 1% |
| 20250715 | $0.45 | $0.30 | 7.5% | 5% |
| 20250714 | $0.95 | $0.40 | 10.3% | 8% |
More on VRNA
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.