VSH · Expected Move

Vishay Intertechnology, Inc.

The expected move for VSH 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).

VSH 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 VSH Expected Move
30-Day Straddle
$4.75
7-Day Straddle
$4.75
30-Day ATM IV
79.5%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to VSH'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.
VSH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $4.75 $4.75 79.5% 24%
20261023 $4.92 $4.92 81.8% 28%
20261022 $5.15 $5.15 82.8% 29%
20261021 $5.47 $5.47 80.1% 25%
20261020 $5.60 $5.60 80.3% 26%
20261019 $5.65 $5.65 80.3% 26%
20261016 $5.88 $2.12 78.9% 23%
20261015 $6.00 $1.57 77.6% 21%
20261014 $5.82 $1.67 77.8% 20%
20261013 $6.30 $2.50 76.5% 18%
20261012 $6.35 $2.60 76.3% 18%
20261009 $7.05 $2.55 74.6% 15%
20261008 $7.50 $3.12 78.5% 21%
20261007 $8.05 $3.45 77.1% 19%
20261006 $8.70 $3.55 76.1% 18%
20261005 $8.18 $4.05 76.4% 18%
20261002 $4.30 $4.30 73.1% 13%
20261001 $3.85 $3.85 70.3% 9%
20260930 $4.22 $4.22 72.0% 12%
20260929 $4.25 $4.25 71.0% 10%
20260928 $4.20 $4.20 71.5% 11%
20260925 $4.33 $4.33 65.3% 2%
20260924 $4.22 $4.22 68.9% 7%
20260923 $4.83 $4.83 67.5% 5%
20260922 $4.78 $4.78 67.3% 5%
20260921 $5.30 $5.30 69.8% 9%
20260918 $5.32 $2.52 67.2% 5%
20260917 $5.20 $1.85 71.1% 10%
20260916 $4.78 $1.70 66.2% 3%
20260915 $4.95 $2.17 66.2% 3%
20260914 $4.72 $2.30 64.7% 1%
20260911 $5.62 $2.83 65.4% 2%
20260910 $5.17 $2.60 65.7% 3%
20260909 $5.35 $3.25 66.6% 4%
20260908 $5.55 $3.08 68.4% 6%
20260904 $5.85 $3.45 69.8% 9%
20260903 $5.33 $3.10 63.8% 0%
20260902 $3.05 $3.05 65.9% 0%
20260901 $3.25 $3.25 67.2% 2%
20260831 $3.33 $3.33 66.6% 1%
20260828 $3.92 $3.92 66.1% 0%
20260827 $4.15 $4.15 66.7% 0%
20260826 $4.12 $4.12 69.4% 4%
20260825 $4.80 $4.80 72.4% 9%
20260824 $4.78 $4.78 74.2% 12%
20260821 $4.85 $1.65 70.8% 14%
20260820 $5.35 $2.57 73.2% 18%
20260819 $5.67 $2.35 76.0% 22%
20260818 $5.97 $2.60 74.6% 20%
20260817 $6.28 $2.58 75.1% 21%
20260814 $6.30 $2.80 73.3% 19%
20260813 $7.10 $3.40 79.0% 26%
20260812 $6.50 $3.15 74.2% 20%
20260811 $7.12 $3.72 78.2% 25%
20260810 $7.55 $4.53 87.6% 38%
20260807 — — 89.9% 41%
20260806 $9.25 $6.38 100.2% 55%
20260805 $6.00 $6.00 98.4% 53%
20260804 $8.70 $8.70 114.2% 75%
20260803 $7.65 $7.65 113.0% 73%

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.