MGK · Expected Move
Vanguard Morningstar Mega Cap Growth ETF · ETF
The expected move for MGK 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).
MGK 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 MGK Expected Move
30-Day Straddle
$4.15
7-Day Straddle
$4.15
30-Day ATM IV
18.9%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to MGK'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.
MGK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.15 | $4.15 | 18.9% | 31% |
| 20261020 | $4.05 | $4.05 | 19.1% | 31% |
| 20261019 | $4.38 | $4.38 | 20.4% | 40% |
| 20261016 | $5.08 | $0.53 | 22.7% | 56% |
| 20261015 | $4.18 | $1.17 | 18.1% | 24% |
| 20261014 | $4.12 | $0.95 | 17.9% | 22% |
| 20261013 | $4.05 | $1.23 | 16.6% | 14% |
| 20261012 | $4.93 | $1.20 | 19.8% | 36% |
| 20261009 | $4.30 | $2.12 | 16.5% | 13% |
| 20261008 | $4.78 | $2.00 | 18.3% | 25% |
| 20261007 | $4.62 | $1.50 | 17.0% | 16% |
| 20261006 | $4.78 | $1.77 | 17.3% | 18% |
| 20261005 | $4.80 | $2.05 | 17.3% | 19% |
| 20261002 | $2.45 | $2.45 | 26.9% | 85% |
| 20261001 | $2.60 | $2.60 | 18.6% | 27% |
| 20260930 | $2.15 | $2.15 | 28.4% | 96% |
| 20260929 | $2.77 | $2.77 | 18.5% | 27% |
| 20260928 | $2.77 | $2.77 | 17.4% | 19% |
| 20260925 | $3.12 | $3.12 | 17.2% | 18% |
| 20260924 | $3.00 | $3.00 | 17.9% | 23% |
| 20260923 | $3.10 | $3.10 | 17.7% | 21% |
| 20260922 | $3.15 | $3.15 | 16.8% | 15% |
| 20260921 | $2.85 | $2.85 | 15.7% | 8% |
| 20260918 | $3.12 | $0.57 | 15.5% | 6% |
| 20260917 | $3.28 | $0.68 | 16.2% | 11% |
| 20260916 | $3.53 | $1.15 | 17.2% | 18% |
| 20260915 | $3.60 | $1.77 | 17.4% | 19% |
| 20260914 | $3.90 | $1.33 | 17.4% | 19% |
| 20260911 | $3.20 | $1.38 | 14.6% | 0% |
| 20260910 | $3.65 | $1.60 | 16.4% | 10% |
| 20260909 | $4.20 | $1.67 | 17.9% | 20% |
| 20260908 | $4.03 | $1.52 | 17.1% | 14% |
| 20260904 | $4.08 | $2.20 | 15.9% | 6% |
| 20260903 | $4.18 | $2.03 | 16.1% | 8% |
| 20260902 | $2.17 | $2.17 | 15.8% | 5% |
| 20260901 | $2.17 | $2.17 | 16.0% | 7% |
| 20260831 | $2.20 | $2.20 | 15.9% | 6% |
| 20260828 | $2.48 | $2.48 | 16.0% | 6% |
| 20260827 | $2.65 | $2.65 | 15.8% | 5% |
| 20260826 | $3.00 | $3.00 | 17.4% | 16% |
| 20260825 | $3.17 | $3.17 | 17.8% | 20% |
| 20260824 | $3.68 | $3.68 | 18.7% | 26% |
| 20260821 | $3.47 | $1.62 | 18.2% | 22% |
| 20260820 | $3.50 | $1.10 | 18.2% | 22% |
| 20260819 | $3.17 | $1.40 | 15.1% | 0% |
| 20260818 | $3.40 | $1.23 | 15.9% | 6% |
| 20260817 | $3.20 | $1.27 | 15.1% | 0% |
| 20260814 | $3.55 | $1.32 | 15.8% | 1% |
| 20260813 | $3.62 | $1.55 | 15.7% | 0% |
| 20260812 | $3.75 | $1.80 | 16.0% | 0% |
| 20260811 | $4.17 | $2.08 | 18.0% | 12% |
| 20260810 | $3.73 | $1.95 | 16.5% | 0% |
| 20260807 | — | — | 17.7% | 0% |
| 20260806 | $4.93 | $2.38 | 18.5% | 2% |
| 20260805 | $3.23 | $3.23 | 20.8% | 22% |
| 20260804 | $3.00 | $3.00 | 19.5% | 11% |
| 20260803 | $3.62 | $3.62 | 21.8% | 31% |
| 20260731 | $4.12 | $4.12 | 22.7% | 39% |
| 20260730 | $4.17 | $4.17 | 22.5% | 38% |
| 20260729 | $3.90 | $3.90 | 23.8% | 49% |
More on MGK
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.