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VZ options: IV rank, expected move and trade screens

Verizon Communications Inc · Communication

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

VZ last closed at $46.36 with 30-day implied volatility of 21.5%. That is in the lower half of its one-year range (IV rank 38), so premiums are on the modest side for VZ. Measured by IV percentile, IV is higher than 29% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $2.64, or 5.7%.

The price is above its 50-day moving average (+0.3%) but still below its 200-day (-1.7%). It is 9.9% below its 52-week high and 19.1% above its 52-week low. The 14-day RSI of 55.7 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.11, about 2.4% of the price, a measure of a typical day's range.

Option volume at the close (41K contracts) was 0.8x its average, close to normal. A negative beta of -0.38 means VZ has tended to move against the broad market. 6 of our preset screens found trades on VZ at the close, led by Long Call Butterflies for Pinning with 28 trades.

VZ stats at the close

Price
$46.36
Market cap $192B
Implied volatility
21.5%
30-day, at the money
IV rank
38
IV sits 38% of the way from its one-year low to its one-year high.
IV percentile
29
IV is higher than 29% of the past year's readings.
ATR (14-day)
$1.11
2.4% of the price on a typical day
RSI (14-day)
55.7
Between 30 and 70, neutral
52-week range
-9.9% from high
+19.1% from the 52-week low
Moving averages
+0.3% vs 50-day
-1.7% vs the 200-day
Beta
-0.38
Sensitivity to the broad market
Option volume
0.8x avg
41K contracts vs 49.8K average

VZ 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 days24.4%±$1.57 (3.4%)$44.79 to $47.93$1.26
Dec 11, 202628 days20.6%±$2.64 (5.7%)$43.72 to $49.00$2.14
Jan 15, 202763 days25.0%±$4.82 (10.4%)$41.54 to $51.18$3.86

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 VZ 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.

VZ options FAQ

What is VZ's IV rank?
At the last close, VZ's IV rank was 38 with 30-day implied volatility of 21.5%. IV sits 38% of the way from its one-year low to its one-year high. Its IV percentile was 29: IV is higher than 29% of the past year's readings.
What is the expected move for VZ?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $2.64 (5.7%), a range of $43.72 to $49.00. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on VZ?
At the last close, these OptionClaws preset screens had passing trades on VZ: Long Call Butterflies for Pinning (28), Cash-Secured Put Entries on Mega Caps (16), Bear Put Spreads Below the 200-Day (16), Married Put Protection (4), Iron Condor, 2-ATR Profit Zone (3), Fresh Money Flow: Calls (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is VZ option volume above average?
At the last close, VZ option volume was 0.8x its average, close to normal.

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.