VZ · Expected Move

Verizon Communications

The expected move for VZ 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).

VZ 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 VZ Expected Move
30-Day Straddle
$2.98
7-Day Straddle
$1.39
30-Day ATM IV
30.7%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to VZ'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.
VZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.98 $1.39 30.7% 45%
20261008 $3.03 $1.34 27.6% 33%
20261007 $2.75 $1.37 44.7% 100%
20261006 $2.86 $1.40 26.9% 54%
20261005 $2.85 $1.28 25.6% 45%
20261002 $2.67 $1.36 25.9% 47%
20261001 $2.73 $1.40 26.5% 52%
20260930 $2.85 $1.61 27.1% 56%
20260929 $2.79 $1.67 26.0% 48%
20260928 $2.91 $0.93 25.3% 43%
20260925 $2.51 $0.95 24.3% 36%
20260924 $2.88 $1.16 26.7% 53%
20260923 $2.98 $1.56 26.9% 54%
20260922 $2.81 $1.48 26.3% 50%
20260921 $2.84 $1.03 24.7% 39%
20260918 $2.37 $1.07 23.0% 26%
20260917 $2.54 $1.02 23.6% 30%
20260916 $2.70 $1.36 22.9% 26%
20260915 $2.86 $1.57 22.4% 22%
20260914 $3.28 $1.04 24.1% 34%
20260911 $2.69 $1.16 24.9% 40%
20260910 $2.86 $1.25 25.2% 42%
20260909 $2.58 $1.41 22.6% 23%
20260908 $3.05 $1.60 24.5% 37%
20260904 $2.15 $1.00 20.5% 8%
20260903 $2.19 $1.18 19.5% 0%
20260902 $2.64 $1.12 22.3% 20%
20260901 $2.46 $1.35 20.4% 7%
20260831 $2.60 $0.89 21.1% 12%
20260828 $2.22 $1.02 20.2% 5%
20260827 $2.42 $1.08 21.1% 11%
20260826 $2.41 $1.25 21.1% 11%
20260825 $2.35 $1.39 20.1% 4%
20260824 $2.29 $0.97 20.1% 5%
20260821 $2.33 $1.09 21.2% 12%
20260820 $2.43 $1.19 21.8% 16%
20260819 $2.50 $1.35 21.9% 17%
20260818 $2.44 $1.36 21.4% 14%
20260817 $2.48 $0.93 22.1% 18%
20260814 $2.19 $1.12 25.2% 40%
20260813 $2.52 $1.30 22.9% 24%
20260812 $2.33 $1.32 21.7% 16%
20260811 $2.16 $1.46 19.4% 0%
20260810 $2.54 $1.02 22.9% 24%
20260807 — — 23.4% 27%
20260806 $2.58 $1.53 25.1% 38%
20260805 $2.90 $1.75 26.5% 48%
20260804 $2.99 $1.91 27.3% 54%
20260803 $2.88 $1.23 25.1% 38%
20260731 $2.56 $1.30 24.2% 32%
20260730 $2.49 $1.50 24.1% 32%
20260729 $2.72 $1.71 24.8% 37%
20260728 $2.33 $1.56 21.0% 10%
20260727 $2.71 $1.15 23.9% 30%
20260724 $2.66 $1.32 25.5% 41%
20260723 $2.96 $2.04 30.9% 79%
20260722 $3.04 $2.11 29.6% 70%
20260721 $3.07 $2.26 30.2% 74%
20260720 $3.11 $1.96 30.4% 76%
20260716 $3.09 $2.17 31.1% 80%

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.