MGC · Expected Move
Vanguard Morningstar Mega Cap ETF · ETF
The expected move for MGC 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).
MGC 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 MGC Expected Move
30-Day Straddle
$9.65
7-Day Straddle
$9.65
30-Day ATM IV
14.8%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to MGC'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.
MGC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $9.65 | $9.65 | 14.8% | 43% |
| 20261020 | $9.50 | $9.50 | 14.9% | 28% |
| 20261019 | $9.65 | $9.65 | 15.0% | 29% |
| 20261016 | $12.00 | $1.93 | 16.5% | 49% |
| 20261015 | $10.60 | $2.22 | 14.9% | 27% |
| 20261014 | $10.70 | $3.22 | 14.8% | 27% |
| 20261013 | $11.25 | $3.75 | 13.9% | 15% |
| 20261012 | $10.15 | $3.65 | 13.9% | 14% |
| 20261009 | $10.55 | $3.72 | 13.6% | 11% |
| 20261008 | $11.60 | $4.30 | 14.1% | 18% |
| 20261007 | $10.90 | $4.35 | 13.7% | 12% |
| 20261006 | $11.65 | $4.70 | 14.3% | 19% |
| 20261005 | $12.35 | $5.67 | 14.2% | 19% |
| 20261002 | $5.60 | $5.60 | 14.2% | 18% |
| 20261001 | $6.45 | $6.45 | 15.0% | 29% |
| 20260930 | $7.58 | $7.58 | 15.1% | 30% |
| 20260929 | $6.67 | $6.67 | 14.8% | 26% |
| 20260928 | $6.95 | $6.95 | 14.7% | 25% |
| 20260925 | $6.57 | $6.57 | 13.0% | 2% |
| 20260924 | $7.38 | $7.38 | 13.9% | 15% |
| 20260923 | $7.25 | $7.25 | 13.4% | 8% |
| 20260922 | $7.55 | $7.55 | 12.8% | 0% |
| 20260921 | $8.18 | $8.18 | 13.3% | 6% |
| 20260918 | $8.45 | $4.80 | 12.9% | 0% |
| 20260917 | $8.95 | $2.38 | 13.6% | 8% |
| 20260916 | $9.38 | $3.72 | 14.8% | 25% |
| 20260915 | $9.50 | $3.88 | 14.8% | 25% |
| 20260914 | $9.65 | $4.12 | 14.6% | 22% |
| 20260911 | $10.22 | $4.75 | 14.1% | 15% |
| 20260910 | $10.65 | $5.35 | 15.4% | 33% |
| 20260909 | $10.50 | $5.32 | 14.6% | 23% |
| 20260908 | $10.45 | $5.60 | 13.8% | 12% |
| 20260904 | $10.07 | $5.15 | 12.9% | 0% |
| 20260903 | $10.20 | $5.60 | 13.0% | 0% |
| 20260902 | $6.62 | $6.62 | 13.8% | 11% |
| 20260901 | $7.05 | $7.05 | 14.3% | 18% |
| 20260831 | $6.85 | $6.85 | 13.3% | 4% |
| 20260828 | $7.00 | $7.00 | 13.0% | 0% |
| 20260827 | $6.85 | $6.85 | 13.2% | 1% |
| 20260826 | $7.70 | $7.70 | 14.0% | 12% |
| 20260825 | $8.05 | $8.05 | 14.0% | 13% |
| 20260824 | $8.20 | $8.20 | 14.3% | 16% |
| 20260821 | $8.55 | $4.40 | 13.8% | 10% |
| 20260820 | $8.43 | $1.90 | 13.7% | 8% |
| 20260819 | $9.38 | $2.90 | 13.7% | 9% |
| 20260818 | $9.53 | $3.40 | 14.1% | 14% |
| 20260817 | $9.00 | $3.32 | 13.8% | 10% |
| 20260814 | $9.45 | $3.05 | 13.4% | 4% |
| 20260813 | $9.95 | $3.75 | 13.8% | 8% |
| 20260812 | $9.95 | $4.20 | 14.0% | 10% |
| 20260811 | $10.88 | $5.40 | 13.9% | 10% |
| 20260810 | $10.75 | $4.97 | 14.4% | 14% |
| 20260807 | — | — | 13.8% | 6% |
| 20260806 | $11.25 | $6.40 | 14.6% | 11% |
| 20260805 | $7.55 | $7.55 | 14.8% | 12% |
| 20260804 | $7.30 | $7.30 | 15.1% | 14% |
| 20260803 | $7.70 | $7.70 | 14.5% | 10% |
| 20260731 | $5.90 | $5.90 | 13.7% | 4% |
| 20260730 | $7.85 | $7.85 | 14.8% | 12% |
| 20260729 | $9.57 | $9.57 | 17.5% | 31% |
More on MGC
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.