ESGV · Expected Move

Vanguard ESG U.S. Stock ETF · ETF

The expected move for ESGV 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).

ESGV straddle price & implied vol

60 sessions

Bars: 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 ESGV Expected Move
30-Day Straddle
$4.88
7-Day Straddle
$4.88
30-Day ATM IV
16.0%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to ESGV'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.
ESGV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.88 $4.88 16.0% 65%
20261021 $4.22 $4.22 13.5% 23%
20261020 $4.40 $4.40 14.0% 22%
20261019 $4.68 $4.68 14.2% 24%
20261016 $5.38 $3.50 15.7% 42%
20261015 $4.60 $1.50 13.3% 14%
20261014 $5.18 $1.75 14.7% 30%
20261013 $4.90 $1.70 13.1% 11%
20261012 $5.03 $1.73 13.3% 13%
20261009 $5.30 $1.80 13.7% 18%
20261008 $5.20 $1.88 13.7% 18%
20261007 $5.53 $1.98 13.9% 20%
20261006 $5.92 $2.40 13.8% 19%
20261005 $5.58 $2.20 13.4% 15%
20261002 $2.50 $2.50 14.0% 22%
20261001 $2.95 $2.95 14.3% 25%
20260930 $3.02 $3.02 14.5% 28%
20260929 $3.00 $3.00 13.9% 21%
20260928 $3.10 $3.10 13.9% 20%
20260925 $3.22 $3.22 13.0% 10%
20260924 $3.42 $3.42 13.3% 13%
20260923 $3.45 $3.45 13.1% 11%
20260922 $3.20 $3.20 12.3% 2%
20260921 $3.75 $3.75 13.2% 12%
20260918 $3.67 $1.25 12.2% 1%
20260917 $3.95 $1.62 12.7% 6%
20260916 $4.62 $2.10 15.0% 33%
20260915 $4.50 $2.20 14.3% 26%
20260914 $4.42 $1.93 13.9% 20%
20260911 $4.47 $2.23 13.6% 17%
20260910 $5.00 $2.50 14.8% 30%
20260909 $4.85 $2.38 14.4% 26%
20260908 $4.60 $2.35 13.5% 16%
20260904 $4.55 $2.42 12.1% 0%
20260903 $4.75 $2.58 12.3% 0%
20260902 $2.85 $2.85 12.9% 7%
20260901 $3.02 $3.02 13.3% 12%
20260831 $2.88 $2.88 12.6% 4%
20260828 $3.00 $3.00 12.3% 0%
20260827 $3.20 $3.20 12.4% 0%
20260826 $3.50 $3.50 13.2% 6%
20260825 $3.53 $3.53 13.2% 6%
20260824 $4.22 $4.22 14.1% 17%
20260821 $3.90 $1.55 13.1% 4%
20260820 $4.12 $1.45 13.6% 12%
20260819 $3.97 $1.95 12.7% 0%
20260818 $4.65 $1.92 14.1% 12%
20260817 $4.20 $2.85 13.2% 0%
20260814 $4.58 $3.35 14.3% 7%
20260813 $4.50 $2.73 13.9% 3%
20260812 $4.60 $2.98 14.5% 9%
20260811 $5.00 $2.88 14.8% 12%
20260810 $4.90 $3.80 15.5% 19%
20260807 — — 15.0% 11%
20260806 $5.30 $3.67 14.8% 9%
20260805 $4.05 $4.05 15.8% 17%
20260804 $3.67 $3.67 15.9% 18%
20260803 $3.45 $3.45 14.7% 8%
20260731 $4.50 $4.50 16.5% 23%
20260730 $4.03 $4.03 15.2% 13%

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.