Tracking the VNO expected move helps you see how far Vornado Realty Trust's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Vornado Realty Trust's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the VNO expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For VNO, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The VNO expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Vornado Realty Trust is unlikely to go.
Vornado's portfolio is concentrated in the nation's key market New York City along with the premier asset in both Chicago and San Francisco. Vornado is also the real estate industry leader in sustainability policy. The company owns and manages over 23 million square feet of LEED certified buildings and received the Energy Star Partner of the Year Award, Sustained Excellence 2019. In 2012, Vornado commemorated 50 years on the NYSE.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the VNO expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Vornado Realty Trust expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about VNO.
