ANGL · Expected Move
VanEck Fallen Angel High Yield Bond ETF · ETF
The expected move for ANGL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ANGL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ANGL Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
24.0%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to ANGL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ANGL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.23 | $1.23 | 24.0% | 30% |
| 20261020 | $1.25 | $1.25 | 23.5% | 29% |
| 20261019 | $0.75 | $0.75 | 19.8% | 21% |
| 20261016 | $1.33 | $3.15 | 22.5% | 26% |
| 20261015 | $1.38 | $1.18 | 18.6% | 18% |
| 20261014 | $1.32 | $1.20 | 18.9% | 19% |
| 20261013 | $1.25 | $1.10 | 23.4% | 28% |
| 20261012 | $1.23 | $1.10 | 16.3% | 14% |
| 20261009 | $1.33 | $1.12 | 23.3% | 28% |
| 20261008 | $1.35 | $1.12 | 23.6% | 29% |
| 20261007 | $1.33 | $1.10 | 24.0% | 30% |
| 20261006 | $1.33 | $1.10 | 24.6% | 31% |
| 20261005 | $1.38 | $1.15 | 27.3% | 36% |
| 20261002 | $1.07 | $1.07 | 27.6% | 37% |
| 20261001 | $1.12 | $1.12 | 27.3% | 37% |
| 20260930 | $1.12 | $1.12 | 21.2% | 24% |
| 20260929 | $1.15 | $1.15 | 22.7% | 27% |
| 20260928 | $1.18 | $1.18 | 23.6% | 29% |
| 20260925 | $1.12 | $1.12 | 30.9% | 44% |
| 20260924 | $1.20 | $1.20 | 30.9% | 44% |
| 20260923 | $1.12 | $1.12 | 32.2% | 47% |
| 20260922 | $1.25 | $1.25 | 32.3% | 47% |
| 20260921 | $1.27 | $1.27 | 33.3% | 49% |
| 20260918 | $1.27 | $3.15 | 36.0% | 55% |
| 20260917 | $1.25 | $1.15 | 35.6% | 54% |
| 20260916 | $1.27 | $1.15 | 34.8% | 52% |
| 20260915 | $1.25 | $1.18 | 34.2% | 51% |
| 20260914 | $1.27 | $1.15 | 33.7% | 50% |
| 20260911 | $1.25 | $1.12 | 31.9% | 46% |
| 20260910 | $1.25 | $1.12 | 31.3% | 45% |
| 20260909 | $0.88 | $1.05 | 30.9% | 44% |
| 20260908 | $1.18 | $1.02 | 30.1% | 42% |
| 20260904 | $1.20 | $1.02 | 27.2% | 36% |
| 20260903 | $1.18 | $1.05 | 28.3% | 39% |
| 20260902 | $3.00 | $3.00 | 27.7% | 37% |
| 20260901 | $0.67 | $0.67 | 27.8% | 38% |
| 20260831 | $3.00 | $3.00 | 24.3% | 30% |
| 20260828 | $0.68 | $0.68 | 22.8% | 27% |
| 20260827 | $1.05 | $1.05 | 21.1% | 24% |
| 20260826 | $1.10 | $1.10 | 20.4% | 22% |
| 20260825 | $0.70 | $0.70 | 28.7% | 39% |
| 20260824 | $2.95 | $2.95 | 19.6% | 20% |
| 20260821 | $1.12 | $4.80 | 13.8% | 8% |
| 20260820 | $1.10 | $0.95 | 12.9% | 6% |
| 20260819 | $1.12 | $0.95 | 12.4% | 5% |
| 20260818 | $1.12 | $0.95 | 11.5% | 4% |
| 20260817 | $1.12 | $0.95 | 9.8% | 0% |
| 20260814 | $1.15 | $0.98 | 12.4% | 5% |
| 20260813 | $1.12 | $0.98 | 11.4% | 3% |
| 20260812 | $1.15 | $0.97 | 10.1% | 0% |
| 20260811 | $1.12 | $0.95 | 16.9% | 12% |
| 20260810 | $1.48 | $1.17 | 17.6% | 14% |
| 20260807 | — | — | 20.8% | 21% |
| 20260806 | $4.80 | $1.20 | 20.4% | 20% |
| 20260805 | $1.20 | $1.20 | 20.0% | 19% |
| 20260804 | $1.23 | $1.23 | 19.2% | 17% |
| 20260803 | $1.02 | $1.02 | 19.7% | 19% |
| 20260731 | $1.45 | $1.45 | 15.2% | 9% |
| 20260730 | $1.48 | $1.48 | 13.8% | 6% |
| 20260729 | $1.45 | $1.45 | 21.9% | 23% |
More on ANGL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.