VTEX · Expected Move
VTEX
The expected move for VTEX 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).
VTEX 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 VTEX Expected Move
30-Day Straddle
$8.57
7-Day Straddle
$8.57
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VTEX'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.
VTEX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $8.57 | $8.57 | — | — |
| 20261026 | $2.75 | $2.75 | — | — |
| 20261023 | $1.48 | $1.48 | — | — |
| 20261022 | $1.52 | $1.52 | 77.0% | 19% |
| 20261021 | $8.32 | $8.32 | — | — |
| 20261020 | $1.25 | $1.25 | — | — |
| 20261019 | $3.52 | $3.52 | — | — |
| 20261016 | $3.33 | $0.80 | — | — |
| 20261015 | $1.07 | $8.38 | 67.5% | 14% |
| 20261014 | $10.90 | $0.90 | 63.6% | 12% |
| 20261013 | $1.10 | $0.93 | 72.9% | 17% |
| 20261012 | $1.12 | $1.05 | 73.3% | 17% |
| 20261009 | $8.57 | $1.10 | — | — |
| 20261008 | $2.53 | $1.95 | 222.6% | 100% |
| 20261007 | $1.60 | $1.25 | 71.5% | 19% |
| 20261006 | $11.25 | $1.77 | 197.2% | 100% |
| 20261005 | $1.77 | $1.45 | — | — |
| 20261002 | $2.05 | $2.05 | — | — |
| 20261001 | $8.70 | $8.70 | — | — |
| 20260930 | $1.32 | $1.32 | — | — |
| 20260929 | $1.12 | $1.12 | 159.8% | 76% |
| 20260928 | $1.43 | $1.43 | 150.6% | 70% |
| 20260925 | $1.15 | $1.15 | — | — |
| 20260924 | $1.50 | $1.50 | 118.7% | 49% |
| 20260923 | $2.00 | $2.00 | — | — |
| 20260922 | $1.20 | $1.20 | — | — |
| 20260921 | $1.55 | $1.55 | — | — |
| 20260918 | $2.05 | $1.75 | — | — |
| 20260917 | $2.05 | $1.20 | — | — |
| 20260916 | $1.52 | $1.72 | — | — |
| 20260915 | $1.55 | $1.22 | — | — |
| 20260914 | $2.00 | $1.72 | — | — |
| 20260911 | $2.40 | $1.27 | — | — |
| 20260910 | $1.42 | $1.58 | 71.3% | 19% |
| 20260909 | $1.45 | $1.65 | — | — |
| 20260908 | $1.52 | $1.70 | 124.3% | 53% |
| 20260904 | $1.20 | $1.65 | — | — |
| 20260903 | $1.55 | $1.70 | 91.6% | 32% |
| 20260902 | $1.22 | $1.22 | 95.6% | 34% |
| 20260901 | $1.70 | $1.70 | 89.3% | 30% |
| 20260831 | $8.60 | $8.60 | 62.6% | 13% |
| 20260828 | $1.65 | $1.65 | — | — |
| 20260827 | $1.72 | $1.72 | 156.1% | 74% |
| 20260826 | $1.12 | $1.12 | — | — |
| 20260825 | $1.20 | $1.20 | — | — |
| 20260824 | $1.72 | $1.72 | — | — |
| 20260821 | $1.32 | $8.72 | — | — |
| 20260820 | $1.43 | $1.35 | — | — |
| 20260819 | $8.65 | $1.15 | — | — |
| 20260818 | $1.18 | $1.07 | 71.6% | 19% |
| 20260817 | $1.30 | $1.28 | — | — |
| 20260814 | $11.35 | $1.35 | — | — |
| 20260813 | $1.52 | $1.18 | 196.6% | 100% |
| 20260812 | $1.15 | $8.65 | — | — |
| 20260811 | $8.55 | $3.45 | — | — |
| 20260810 | $8.45 | $1.27 | 166.5% | 85% |
| 20260806 | $1.75 | $2.35 | 135.5% | 63% |
| 20260805 | $0.85 | $0.85 | 76.9% | 23% |
| 20260804 | $1.35 | $1.35 | 68.5% | 18% |
| 20260803 | $1.15 | $1.15 | 76.6% | 23% |
More on VTEX
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.