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ClearStrike

VMM options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where VMM can go (next trading day)

For the next trading day, options point to about 2.0% either way: VMM between 95.59 and 99.41 (from 97.50).

2026-07-16 O 115.1 H 115.1 L 112.1 C 112.52026-07-17 O 112.7 H 113.0 L 109.2 C 110.32026-07-20 O 110.3 H 112.5 L 109.8 C 111.22026-07-21 O 111.3 H 113.9 L 110.6 C 113.52026-07-22 O 113.8 H 113.8 L 110.7 C 112.02026-07-23 O 112.1 H 112.4 L 106.3 C 109.92026-07-24 O 109.1 H 109.3 L 106.8 C 108.02026-07-27 O 109.9 H 110.5 L 107.2 C 110.32026-07-28 O 110.3 H 110.3 L 108.2 C 109.62026-07-29 O 110.0 H 110.3 L 107.8 C 108.22026-07-30 O 108.2 H 108.7 L 107.5 C 107.92026-07-31 O 109.4 H 109.4 L 106.5 C 107.12026-08-03 O 107.7 H 111.4 L 107.1 C 111.22026-08-04 O 111.2 H 112.8 L 110.9 C 111.32026-08-05 O 111.5 H 111.9 L 108.8 C 111.02026-08-06 O 110.9 H 111.5 L 109.3 C 109.52026-08-07 O 109.5 H 110.1 L 107.9 C 108.72026-08-10 O 108.7 H 109.2 L 107.2 C 108.62026-08-11 O 108.6 H 110.7 L 108.0 C 110.32026-08-12 O 111.0 H 111.0 L 105.5 C 108.02026-08-13 O 107.9 H 108.2 L 106.2 C 107.02026-08-14 O 107.0 H 107.3 L 105.1 C 105.22026-08-17 O 105.4 H 107.0 L 104.6 C 105.52026-08-18 O 105.8 H 106.2 L 103.7 C 103.72026-08-19 O 103.8 H 104.2 L 102.5 C 103.42026-08-20 O 103.6 H 104.4 L 102.6 C 102.62026-08-21 O 102.6 H 106.0 L 102.3 C 103.42026-08-24 O 109.2 H 115.4 L 109.0 C 113.52026-08-25 O 113.9 H 114.4 L 111.0 C 112.52026-08-26 O 112.2 H 112.2 L 109.6 C 109.62026-08-27 O 110.0 H 110.4 L 107.5 C 108.02026-08-28 O 108.5 H 108.5 L 107.0 C 107.02026-08-31 O 107.2 H 110.6 L 105.8 C 110.62026-09-01 O 112.0 H 113.0 L 106.3 C 106.62026-09-02 O 106.6 H 109.5 L 105.2 C 108.62026-09-03 O 109.1 H 109.5 L 106.5 C 107.82026-09-04 O 107.0 H 107.4 L 105.9 C 106.12026-09-07 O 106.2 H 106.6 L 103.1 C 104.02026-09-08 O 104.5 H 105.0 L 103.1 C 103.92026-09-09 O 104.0 H 104.0 L 102.5 C 103.22026-09-10 O 103.2 H 103.4 L 102.5 C 103.42026-09-11 O 102.6 H 102.7 L 101.1 C 101.72026-09-15 O 102.3 H 102.3 L 100.1 C 100.12026-09-16 O 100.6 H 102.1 L 98.90 C 101.02026-09-17 O 101.5 H 102.1 L 100.6 C 101.22026-09-18 O 101.2 H 102.7 L 100.2 C 102.72026-09-21 O 101.7 H 102.5 L 100.6 C 101.72026-09-22 O 102.0 H 104.0 L 101.3 C 104.02026-09-23 O 105.0 H 107.5 L 104.0 C 106.02026-09-24 O 106.5 H 108.2 L 104.8 C 105.52026-09-25 O 105.5 H 105.7 L 103.0 C 103.52026-09-28 O 104.0 H 104.0 L 100.2 C 100.82026-09-29 O 100.8 H 104.3 L 98.00 C 104.32026-09-30 O 102.2 H 102.6 L 99.92 C 101.02026-10-01 O 100.0 H 100.5 L 98.42 C 99.502026-10-05 O 100.6 H 100.6 L 98.10 C 98.252026-10-06 O 98.25 H 101.7 L 98.08 C 101.02026-10-07 O 101.0 H 101.6 L 99.78 C 100.52026-10-08 O 100.1 H 100.2 L 96.80 C 97.002026-10-09 O 97.50 H 97.95 L 96.60 C 97.50Upper end 99.41Lower end 95.59Now 97.5016 Jul9 Oct
Lower end 95.59Now 97.50Upper end 99.41

Where VMM can go in the next 3 days

Options imply about 3.4% either way over 3 days (about 2.0% in a day). That puts VMM between 94.19 and 100.8 in 3 days (now 97.50).

2026-07-16 O 115.1 H 115.1 L 112.1 C 112.52026-07-17 O 112.7 H 113.0 L 109.2 C 110.32026-07-20 O 110.3 H 112.5 L 109.8 C 111.22026-07-21 O 111.3 H 113.9 L 110.6 C 113.52026-07-22 O 113.8 H 113.8 L 110.7 C 112.02026-07-23 O 112.1 H 112.4 L 106.3 C 109.92026-07-24 O 109.1 H 109.3 L 106.8 C 108.02026-07-27 O 109.9 H 110.5 L 107.2 C 110.32026-07-28 O 110.3 H 110.3 L 108.2 C 109.62026-07-29 O 110.0 H 110.3 L 107.8 C 108.22026-07-30 O 108.2 H 108.7 L 107.5 C 107.92026-07-31 O 109.4 H 109.4 L 106.5 C 107.12026-08-03 O 107.7 H 111.4 L 107.1 C 111.22026-08-04 O 111.2 H 112.8 L 110.9 C 111.32026-08-05 O 111.5 H 111.9 L 108.8 C 111.02026-08-06 O 110.9 H 111.5 L 109.3 C 109.52026-08-07 O 109.5 H 110.1 L 107.9 C 108.72026-08-10 O 108.7 H 109.2 L 107.2 C 108.62026-08-11 O 108.6 H 110.7 L 108.0 C 110.32026-08-12 O 111.0 H 111.0 L 105.5 C 108.02026-08-13 O 107.9 H 108.2 L 106.2 C 107.02026-08-14 O 107.0 H 107.3 L 105.1 C 105.22026-08-17 O 105.4 H 107.0 L 104.6 C 105.52026-08-18 O 105.8 H 106.2 L 103.7 C 103.72026-08-19 O 103.8 H 104.2 L 102.5 C 103.42026-08-20 O 103.6 H 104.4 L 102.6 C 102.62026-08-21 O 102.6 H 106.0 L 102.3 C 103.42026-08-24 O 109.2 H 115.4 L 109.0 C 113.52026-08-25 O 113.9 H 114.4 L 111.0 C 112.52026-08-26 O 112.2 H 112.2 L 109.6 C 109.62026-08-27 O 110.0 H 110.4 L 107.5 C 108.02026-08-28 O 108.5 H 108.5 L 107.0 C 107.02026-08-31 O 107.2 H 110.6 L 105.8 C 110.62026-09-01 O 112.0 H 113.0 L 106.3 C 106.62026-09-02 O 106.6 H 109.5 L 105.2 C 108.62026-09-03 O 109.1 H 109.5 L 106.5 C 107.82026-09-04 O 107.0 H 107.4 L 105.9 C 106.12026-09-07 O 106.2 H 106.6 L 103.1 C 104.02026-09-08 O 104.5 H 105.0 L 103.1 C 103.92026-09-09 O 104.0 H 104.0 L 102.5 C 103.22026-09-10 O 103.2 H 103.4 L 102.5 C 103.42026-09-11 O 102.6 H 102.7 L 101.1 C 101.72026-09-15 O 102.3 H 102.3 L 100.1 C 100.12026-09-16 O 100.6 H 102.1 L 98.90 C 101.02026-09-17 O 101.5 H 102.1 L 100.6 C 101.22026-09-18 O 101.2 H 102.7 L 100.2 C 102.72026-09-21 O 101.7 H 102.5 L 100.6 C 101.72026-09-22 O 102.0 H 104.0 L 101.3 C 104.02026-09-23 O 105.0 H 107.5 L 104.0 C 106.02026-09-24 O 106.5 H 108.2 L 104.8 C 105.52026-09-25 O 105.5 H 105.7 L 103.0 C 103.52026-09-28 O 104.0 H 104.0 L 100.2 C 100.82026-09-29 O 100.8 H 104.3 L 98.00 C 104.32026-09-30 O 102.2 H 102.6 L 99.92 C 101.02026-10-01 O 100.0 H 100.5 L 98.42 C 99.502026-10-05 O 100.6 H 100.6 L 98.10 C 98.252026-10-06 O 98.25 H 101.7 L 98.08 C 101.02026-10-07 O 101.0 H 101.6 L 99.78 C 100.52026-10-08 O 100.1 H 100.2 L 96.80 C 97.002026-10-09 O 97.50 H 97.95 L 96.60 C 97.50Upper end 100.8Lower end 94.19Now 97.5016 Jul9 Oct
Lower end 94.19Now 97.50Upper end 100.8

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

VMM (Consumer Services): ATM IV is 31.1%, higher than 33% of days over the last year in the same expiry-cycle phase. Options imply about ±1.96% in a day and ±3.39% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
31.1%
IV percentile
33%
Expected move 1d
±1.96%
Expected move 3d
±3.39%
IV / realised
0.93
Gamma flip
-3.5%
from spot
Max pain
+2.6%
from spot
Lot size
4850
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

48.8%23.4%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Consumer Services

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.