ThetaOwl

VREX

Varex Imaging CorporationHealthcare
$10.50
Bullish
Mkt Cap: $440.2M|Float: 41.2M|SI: 3.2%|DTC: 4.3
Data as of market close Apr 2, 2026
IV Rank
61
IV Pctl
33%
HV 20d
43.8%
52W Range
$7-$15
ATR(14)
$0.41
Exp. Move
±3.6%
P/C Ratio
0.20
Earnings
May 7
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Above
Exp. Move Moderate
Low Put/Call

VREX Key Options Data

IV Rank
60.9%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$12.50
Expected Move
±3.6%
Put/Call OI
0.20
Net Premium
$0.0M
Spot Price
$10.50

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$0.38±3.6%$10.12$10.88
2026-05-1543±$0.90±8.6%$9.60$11.40
2026-08-21141±$1.67±15.9%$8.82$12.18

Explore VREX options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.