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VRT options: IV rank, expected move and trade screens

Vertiv Holdings Co · Technology

In the app, stock prices are live and options data is refreshed intraday.

VRT last closed at $202.07 with 30-day implied volatility of 65.7%. That is in the lower half of its one-year range (IV rank 43), so premiums are on the modest side for VRT. Measured by IV percentile, IV is higher than 54% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $36.79, or 18.2%.

The price is below both its 50-day (-12.6%) and 200-day (-25.6%) moving averages. It is 46.3% below its 52-week high and 34.9% above its 52-week low. The 14-day RSI of 45.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $17.25, about 8.5% of the price, a measure of a typical day's range.

Option volume at the close (20.7K contracts) was 0.5x its average, much quieter than usual. A beta of 2.83 means VRT has tended to move about 2.8 times as much as the broad market. 1 of our preset screen found trades on VRT at the close, led by Bull Call Spreads on High-Beta Names with 9 trades.

VRT stats at the close

Price
$202.07
Market cap $77.8B
Implied volatility
65.7%
30-day, at the money
IV rank
43
IV sits 43% of the way from its one-year low to its one-year high.
IV percentile
54
IV is higher than 54% of the past year's readings.
ATR (14-day)
$17.25
8.5% of the price on a typical day
RSI (14-day)
45.1
Between 30 and 70, neutral
52-week range
-46.3% from high
+34.9% from the 52-week low
Moving averages
-12.6% vs 50-day
-25.6% vs the 200-day
Beta
2.83
Sensitivity to the broad market
Option volume
0.5x avg
20.7K contracts vs 41.3K average

VRT expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days80.6%±$22.56 (11.2%)$179.51 to $224.63$18.00
Dec 11, 202628 days65.7%±$36.79 (18.2%)$165.28 to $238.86$29.20
Jan 15, 202763 days63.2%±$53.08 (26.3%)$148.99 to $255.15$41.95
Feb 19, 202798 days65.2%±$68.26 (33.8%)$133.81 to $270.33$53.73

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for VRT from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

VRT options FAQ

What is VRT's IV rank?
At the last close, VRT's IV rank was 43 with 30-day implied volatility of 65.7%. IV sits 43% of the way from its one-year low to its one-year high. Its IV percentile was 54: IV is higher than 54% of the past year's readings.
What is the expected move for VRT?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $36.79 (18.2%), a range of $165.28 to $238.86. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on VRT?
At the last close, these OptionClaws preset screens had passing trades on VRT: Bull Call Spreads on High-Beta Names (9). Open a screen in the app to see the individual trades, refreshed intraday.
Is VRT option volume above average?
At the last close, VRT option volume was 0.5x its average, much quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.