VNAM Implied Volatility
VNAM options trade at a 30-day at-the-money implied volatility of 85.8%, an IV rank of 60 out of 100 over the past year. This page breaks down VNAM's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
VNAM 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 85.8% |
| ATM IV — 2 month | 33.3% |
| ATM IV — 3 month | 25.1% |
| IV rank (1 year) | 60 / 100 |
| IV percentile (1 year) | 58% |
| Expected move (front expiration) | ±$4.08 (±11.9%) |
| Term slope (front − 3M) | +60.7 pts |
An IV rank of 60 places current implied volatility in the middle of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
VNAM IV Rank History
VNAM IV rank (0–100), past year.
IV rank has fallen from 100 in Jun '26 to 60 today. An IV percentile of 58% means implied volatility was lower than today on 58% of trading days in the past year.
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VNAM Options FAQ
What is the implied volatility of VNAM options?
VNAM options trade at a 30-day at-the-money implied volatility of 85.8% as of Jul 10, 2026. That is an IV rank of 60 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is VNAM implied volatility high or low right now?
By its own 52-week standards, VNAM implied volatility is currently moderate: IV rank is 60 out of 100 as of Jul 10, 2026.
What move do VNAM options imply before the next expiration?
Front-expiration VNAM options imply a one-standard-deviation move of ±$4.08 (±11.9%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between VNAM's IV rank and IV percentile?
IV rank (currently 60) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 58%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.