VRTX (Vertex Pharmaceuticals Inc)

Expected Move & Straddle Price History

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).

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 VRTX Expected Move
30-Day Straddle
$36.25
7-Day Straddle
$18.20
Avg IV
0.6%
IV Rank
54%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260826 $36.25 $18.20 0.6% 54%
20260825 $37.65 $19.10 0.5% 49%
20260824 $38.50 $14.35 0.5% 50%
20260821 $36.10 $16.75 0.7% 92%
20260820 $36.75 $19.50 0.8% 99%
20260819 $36.75 $20.90 0.6% 53%
20260818 $31.20 $18.75 0.7% 76%
20260817 $32.10 $12.85 0.6% 51%
20260814 $26.90 $11.82 0.3% 0%
20260813 $29.50 $16.45 0.5% 30%
20260812 $30.65 $13.95 0.5% 32%
20260811 $30.10 $16.20 0.5% 37%
20260810 $31.15 $12.10 0.5% 41%
20260806 $38.70 $20.30 0.5% 36%
20260805 $38.25 $21.70 0.5% 43%
20260804 $38.60 $24.90 0.5% 33%
20260803 $47.10 $28.75 0.5% 46%
20260731 $45.45 $29.05 0.5% 48%
20260730 $44.35 $30.85 0.6% 52%
20260729 $44.40 $34.15 0.6% 53%
20260728 $46.50 $34.15 0.6% 55%
20260727 $44.10 $12.18 0.5% 40%
20260724 $42.25 $17.00 0.4% 26%
20260723 $42.25 $16.55 0.4% 26%
20260722 $41.25 $16.45 0.4% 25%
20260721 $42.45 $21.15 0.4% 23%
20260720 $43.35 $13.45 0.4% 24%
20260716 $39.95 $16.50 0.5% 46%
20260715 $41.80 $17.25 0.5% 48%
20260714 $42.90 $20.95 0.5% 50%
20260713 $42.15 $13.43 0.5% 44%
20260710 $40.20 $16.50 0.5% 50%
20260709 $39.65 $19.65 0.6% 55%
20260708 $40.80 $18.85 0.5% 50%
20260707 $42.25 $20.75 0.6% 60%
20260706 $43.00 $13.65 0.6% 52%
20260702 $32.65 $19.10 0.8% 100%
20260701 $31.10 $16.30 0.5% 49%
20260630 $31.75 $17.60 0.5% 50%
20260629 $32.50 $7.80 0.5% 46%
20260626 $32.10 $13.95 0.5% 62%
20260625 $28.50 $15.50 0.5% 36%
20260624 $29.25 $16.65 0.4% 20%
20260623 $30.20 $16.80 0.5% 31%
20260622 $30.40 $12.90 0.5% 24%
20260618 $28.90 $14.45 0.5% 27%
20260617 $29.45 $16.35 0.5% 26%
20260616 $28.60 $16.30 0.4% 12%
20260615 $29.35 $10.20 0.5% 26%
20260613 $26.55 $11.55 0.5% 24%
20260612 $25.70 $13.95 0.5% 25%
20260611 $28.25 $15.35 0.5% 33%
20260610 $28.95 $15.80 0.4% 15%
20260609 $30.25 $16.80 0.5% 24%
20260608 $30.55 $11.95 0.4% 22%
20260605 $27.50 $16.05 0.4% 17%
20260604 $28.10 $14.75 0.5% 26%
20260603 $28.65 $15.75 0.4% 12%
20260602 $29.55 $16.30 0.5% 25%
20260601 $29.90 $10.90 0.3% 0%