VRT · Expected Move

Vertiv Holdings Co Class A Common Stock

The expected move for VRT 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).

VRT straddle price & implied vol

60 sessions

Bars: 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 VRT Expected Move
30-Day Straddle
$29.65
7-Day Straddle
$22.05
30-Day ATM IV
68.2%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to VRT'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.
VRT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $29.65 $22.05 68.2% 50%
20261022 $31.30 $24.30 70.3% 56%
20261021 $31.12 $23.55 64.1% 38%
20261020 $30.52 $22.93 64.6% 40%
20261019 $31.12 $11.23 64.6% 40%
20261016 $31.10 $13.90 67.0% 47%
20261015 $31.57 $14.85 65.0% 41%
20261014 $33.50 $17.38 65.0% 41%
20261013 $35.45 $19.42 64.2% 38%
20261012 $34.72 $11.75 62.1% 32%
20261009 $33.02 $14.12 60.5% 28%
20261008 $36.17 $16.35 65.2% 41%
20261007 $34.90 $16.02 61.8% 31%
20261006 $37.15 $17.95 62.8% 34%
20261005 $38.17 $11.70 63.7% 37%
20261002 $36.48 $13.15 64.3% 39%
20261001 $36.58 $15.22 66.1% 44%
20260930 $36.02 $16.23 65.6% 42%
20260929 $38.02 $18.10 64.8% 40%
20260928 $37.55 $13.07 62.9% 35%
20260925 $30.55 $14.50 57.2% 18%
20260924 $30.00 $15.30 56.0% 15%
20260923 $31.43 $17.32 55.0% 12%
20260922 $33.08 $18.32 56.0% 15%
20260921 $33.60 $12.62 56.5% 16%
20260918 $29.38 $13.73 53.6% 8%
20260917 $29.27 $15.22 53.9% 9%
20260916 $31.60 $17.62 57.9% 20%
20260915 $30.33 $18.38 55.8% 14%
20260914 $31.57 $13.10 56.0% 15%
20260911 $30.45 $14.93 53.6% 8%
20260910 $32.42 $18.20 57.5% 19%
20260909 $35.83 $20.40 59.3% 24%
20260908 $38.33 $22.33 56.9% 17%
20260904 $32.67 $17.07 53.3% 7%
20260903 $31.98 $17.68 53.1% 6%
20260902 $31.07 $16.38 52.8% 5%
20260901 $31.25 $18.15 52.5% 4%
20260831 $31.65 $12.65 51.2% 1%
20260828 $28.80 $14.38 50.9% 0%
20260827 $32.45 $17.55 53.9% 0%
20260826 $34.85 $20.55 57.4% 9%
20260825 $33.12 $19.98 56.1% 4%
20260824 $34.03 $13.75 56.6% 6%
20260821 $31.88 $16.38 54.9% 1%
20260820 $33.23 $18.23 55.1% 1%
20260819 $32.55 $19.08 54.7% 0%
20260818 $36.97 $22.20 58.0% 7%
20260817 $40.33 $16.32 58.2% 8%
20260814 $36.38 $19.38 56.0% 0%
20260813 $37.85 $20.35 58.5% 0%
20260812 $39.02 $22.07 58.6% 0%
20260811 $39.77 $24.25 61.0% 0%
20260810 $40.38 $16.80 62.1% 0%
20260807 — — 62.4% 0%
20260806 $44.17 $25.10 69.2% 29%
20260805 $43.48 $26.15 68.6% 26%
20260804 $46.30 $30.48 74.5% 52%
20260803 $44.75 $20.90 72.5% 43%
20260731 $37.28 $21.15 69.6% 31%

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.