VRTX · Expected Move
Vertex Pharmaceuticals Inc
The expected move for VRTX 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).
VRTX 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 VRTX Expected Move
30-Day Straddle
$38.45
7-Day Straddle
$16.20
30-Day ATM IV
33.9%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to VRTX'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.
VRTX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $38.45 | $16.20 | 33.9% | 52% |
| 20261008 | $39.35 | $15.67 | 34.5% | 55% |
| 20261007 | $39.00 | $15.43 | 33.6% | 50% |
| 20261006 | $38.40 | $16.40 | 32.1% | 42% |
| 20261005 | $39.60 | $10.47 | 31.4% | 39% |
| 20261002 | $29.35 | $14.70 | 28.8% | 25% |
| 20261001 | $32.20 | $15.20 | 29.0% | 26% |
| 20260930 | $34.50 | $17.60 | 28.6% | 24% |
| 20260929 | $36.50 | $17.65 | 29.5% | 29% |
| 20260928 | $35.30 | $14.00 | 28.8% | 25% |
| 20260925 | $29.25 | $14.30 | 25.5% | 8% |
| 20260924 | $32.55 | $15.90 | 26.8% | 14% |
| 20260923 | $33.10 | $17.90 | 27.7% | 19% |
| 20260922 | $33.15 | $18.55 | 27.6% | 19% |
| 20260921 | $34.25 | $13.65 | 28.0% | 21% |
| 20260918 | $31.70 | $14.65 | 28.3% | 23% |
| 20260917 | $33.25 | $15.35 | 28.2% | 22% |
| 20260916 | $32.90 | $19.05 | 27.8% | 20% |
| 20260915 | $37.45 | $20.55 | 29.6% | 30% |
| 20260914 | $36.50 | $15.70 | 29.7% | 30% |
| 20260911 | $31.75 | $15.10 | 28.1% | 21% |
| 20260910 | $34.25 | $17.40 | 29.7% | 30% |
| 20260909 | $34.40 | $19.85 | 29.0% | 26% |
| 20260908 | $37.30 | $21.90 | 30.4% | 34% |
| 20260904 | $34.90 | $14.10 | 28.6% | 24% |
| 20260903 | $34.35 | $13.85 | 27.6% | 19% |
| 20260902 | $34.85 | $17.35 | 27.5% | 19% |
| 20260901 | $35.25 | $18.90 | 27.9% | 20% |
| 20260831 | $37.30 | $13.25 | 29.0% | 26% |
| 20260828 | $35.30 | $13.15 | 28.1% | 22% |
| 20260827 | $34.60 | $17.45 | 28.0% | 21% |
| 20260826 | $36.25 | $18.20 | 28.6% | 24% |
| 20260825 | $37.65 | $19.10 | 29.1% | 27% |
| 20260824 | $38.50 | $14.35 | 29.2% | 27% |
| 20260821 | $36.10 | $16.75 | 29.5% | 29% |
| 20260820 | $36.75 | $19.50 | 30.2% | 32% |
| 20260819 | $36.75 | $20.90 | 28.6% | 24% |
| 20260818 | $31.20 | $18.75 | 25.3% | 7% |
| 20260817 | $32.10 | $12.85 | 25.8% | 9% |
| 20260814 | $26.90 | $11.82 | 24.0% | 0% |
| 20260813 | $29.50 | $16.45 | 25.3% | 5% |
| 20260812 | $30.65 | $13.95 | 25.4% | 5% |
| 20260811 | $30.10 | $16.20 | 24.4% | 0% |
| 20260810 | $31.15 | $12.10 | 25.9% | 3% |
| 20260807 | — | — | 31.9% | 37% |
| 20260806 | $38.70 | $20.30 | 34.5% | 52% |
| 20260805 | $38.25 | $21.70 | 34.6% | 52% |
| 20260804 | $38.60 | $24.90 | 35.6% | 58% |
| 20260803 | $47.10 | $28.75 | 43.1% | 100% |
| 20260731 | $45.45 | $29.05 | 42.5% | 100% |
| 20260730 | $44.35 | $30.85 | 40.8% | 98% |
| 20260729 | $44.40 | $34.15 | 40.1% | 94% |
| 20260728 | $46.50 | $34.15 | 41.0% | 100% |
| 20260727 | $44.10 | $12.18 | 39.2% | 95% |
| 20260724 | $42.25 | $17.00 | 39.7% | 98% |
| 20260723 | $42.25 | $16.55 | 40.0% | 100% |
| 20260722 | $41.25 | $16.45 | 38.3% | 98% |
| 20260721 | $42.45 | $21.15 | 37.9% | 95% |
| 20260720 | $43.35 | $13.45 | 38.6% | 100% |
| 20260716 | $39.95 | $16.50 | 36.6% | 58% |
More on VRTX
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.