VRNT · Expected Move
Verint Systems Inc
The expected move for VRNT 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).
VRNT 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 VRNT Expected Move
30-Day Straddle
$0.30
7-Day Straddle
$0.30
30-Day ATM IV
33.7%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to VRNT'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.
VRNT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251125 | $0.30 | $0.30 | 33.7% | 27% |
| 20251124 | $1.08 | $1.08 | 24.0% | 16% |
| 20251121 | $3.00 | $2.23 | — | — |
| 20251120 | $2.15 | $0.85 | 48.6% | 43% |
| 20251119 | $1.00 | $0.93 | 23.6% | 15% |
| 20251118 | $0.73 | $3.08 | 18.4% | 10% |
| 20251117 | $1.55 | $1.12 | 34.7% | 28% |
| 20251114 | $4.45 | $2.30 | 71.2% | 68% |
| 20251113 | $1.00 | $0.72 | 28.8% | 21% |
| 20251112 | $0.77 | $0.85 | 100.1% | 100% |
| 20251111 | $1.12 | $0.72 | 38.8% | 37% |
| 20251110 | $1.10 | $1.70 | 25.7% | 20% |
| 20251107 | $3.17 | $0.90 | 36.7% | 34% |
| 20251106 | $1.35 | $0.97 | 26.0% | 21% |
| 20251105 | $0.72 | $0.72 | 52.4% | 54% |
| 20251104 | $1.05 | $1.05 | 41.3% | 40% |
| 20251103 | $0.72 | $0.72 | 58.7% | 62% |
| 20251031 | $1.07 | $1.07 | 88.7% | 100% |
| 20251030 | $1.00 | $1.00 | 32.7% | 29% |
| 20251029 | $0.95 | $0.95 | 59.0% | 63% |
| 20251028 | $2.65 | $2.65 | 47.7% | 49% |
| 20251027 | $1.10 | $1.10 | 42.2% | 41% |
| 20251024 | $0.72 | $0.72 | 88.2% | 100% |
| 20251023 | $0.62 | $0.62 | 83.6% | 100% |
| 20251022 | $2.58 | $2.58 | 63.1% | 77% |
| 20251021 | $1.27 | $1.27 | 32.8% | 33% |
| 20251020 | $1.05 | $1.05 | 30.2% | 29% |
| 20251017 | $0.90 | $0.35 | 20.2% | 15% |
| 20251016 | $0.75 | $7.80 | 26.4% | 24% |
| 20251015 | $0.95 | $0.45 | 21.1% | 16% |
| 20251014 | $0.72 | $1.90 | 22.9% | 19% |
| 20251013 | $2.38 | $0.35 | 20.6% | 16% |
| 20251010 | $1.50 | $2.00 | 23.9% | 20% |
| 20251009 | $0.65 | $0.38 | 21.7% | 17% |
| 20251008 | $2.80 | $0.38 | 36.0% | 38% |
| 20251007 | $2.02 | $2.92 | 38.6% | 42% |
| 20251006 | $7.78 | $7.53 | — | — |
| 20251003 | $0.33 | $0.33 | 31.1% | 31% |
| 20251002 | $2.02 | $2.02 | 52.3% | 61% |
| 20251001 | $0.68 | $0.68 | 20.6% | 16% |
| 20250930 | $2.10 | $2.10 | 47.9% | 55% |
| 20250929 | $2.90 | $2.90 | 51.3% | 59% |
| 20250926 | $2.90 | $2.90 | 52.7% | 59% |
| 20250925 | $1.45 | $1.45 | 39.3% | 41% |
| 20250924 | $7.78 | $7.78 | 38.3% | 39% |
| 20250923 | $7.92 | $7.92 | 36.1% | 36% |
| 20250922 | $7.88 | $7.88 | 29.2% | 27% |
| 20250919 | $7.83 | $0.28 | — | — |
| 20250918 | $7.83 | $7.80 | — | — |
| 20250917 | $0.88 | $7.83 | 45.3% | 49% |
| 20250916 | $0.57 | $1.38 | 38.8% | 40% |
| 20250915 | $0.47 | $1.40 | 15.8% | 8% |
| 20250912 | $1.88 | $1.38 | 40.3% | 42% |
| 20250911 | $0.82 | $7.83 | 34.5% | 34% |
| 20250910 | $1.92 | $0.72 | 46.0% | 50% |
| 20250909 | $0.78 | $2.80 | 59.2% | 68% |
| 20250908 | $0.93 | $1.48 | 35.5% | 36% |
| 20250905 | $1.68 | $1.27 | — | — |
| 20250904 | $0.85 | $0.48 | 33.9% | 33% |
| 20250903 | $0.45 | $0.45 | 11.1% | 2% |
More on VRNT
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.