VAW · Expected Move
Vanguard Materials ETF · ETF
The expected move for VAW 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).
VAW 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 VAW Expected Move
30-Day Straddle
$11.00
7-Day Straddle
$11.00
30-Day ATM IV
21.5%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to VAW'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.
VAW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.00 | $11.00 | 21.5% | 71% |
| 20261021 | $11.20 | $11.20 | 20.9% | 45% |
| 20261020 | $11.40 | $11.40 | 21.4% | 45% |
| 20261019 | $11.70 | $11.70 | 21.9% | 51% |
| 20261016 | $11.80 | $4.90 | 21.3% | 43% |
| 20261015 | $11.55 | $5.70 | 20.5% | 33% |
| 20261014 | $11.75 | $4.40 | 21.0% | 40% |
| 20261013 | $12.15 | $5.70 | 20.4% | 33% |
| 20261012 | $12.40 | $5.90 | 21.1% | 40% |
| 20261009 | $12.90 | $6.05 | 21.0% | 40% |
| 20261008 | $12.75 | $6.00 | 21.3% | 43% |
| 20261007 | $13.15 | $6.50 | 21.9% | 51% |
| 20261006 | $13.50 | $7.25 | 21.7% | 49% |
| 20261005 | $13.95 | $7.90 | 22.0% | 52% |
| 20261002 | $7.75 | $7.75 | 22.4% | 57% |
| 20261001 | $8.05 | $8.05 | 20.7% | 36% |
| 20260930 | $7.12 | $7.12 | 20.6% | 35% |
| 20260929 | $7.88 | $7.88 | 21.3% | 44% |
| 20260928 | $8.70 | $8.70 | 21.3% | 43% |
| 20260925 | $8.75 | $8.75 | 20.1% | 28% |
| 20260924 | $8.55 | $8.55 | 19.2% | 17% |
| 20260923 | $8.50 | $8.50 | 19.2% | 16% |
| 20260922 | $8.85 | $8.85 | 19.2% | 17% |
| 20260921 | $9.25 | $9.25 | 19.6% | 21% |
| 20260918 | $9.65 | $4.80 | 19.5% | 20% |
| 20260917 | $10.45 | $5.50 | 20.0% | 27% |
| 20260916 | $10.20 | $5.30 | 19.8% | 24% |
| 20260915 | $9.75 | $5.20 | 18.7% | 10% |
| 20260914 | $10.88 | $5.55 | 20.3% | 30% |
| 20260911 | $11.25 | $5.90 | 19.8% | 25% |
| 20260910 | $11.50 | $6.40 | 20.1% | 28% |
| 20260909 | $11.50 | $6.90 | 19.5% | 21% |
| 20260908 | $11.90 | $6.03 | 20.0% | 27% |
| 20260904 | $11.75 | $6.75 | 18.3% | 6% |
| 20260903 | $12.30 | $7.25 | 18.7% | 10% |
| 20260902 | $8.30 | $8.30 | 18.8% | 12% |
| 20260901 | $8.35 | $8.35 | 19.7% | 23% |
| 20260831 | $8.30 | $8.30 | 19.1% | 15% |
| 20260828 | $7.18 | $7.18 | 17.9% | 0% |
| 20260827 | $9.00 | $9.00 | 19.5% | 6% |
| 20260826 | $9.75 | $9.75 | 20.3% | 18% |
| 20260825 | $9.65 | $9.65 | 19.4% | 4% |
| 20260824 | $9.70 | $9.70 | 19.6% | 8% |
| 20260821 | $10.20 | $4.80 | 19.3% | 4% |
| 20260820 | $10.05 | $4.90 | 19.3% | 2% |
| 20260819 | $10.30 | $4.20 | 19.1% | 0% |
| 20260818 | $10.80 | $4.80 | 19.5% | 4% |
| 20260817 | $10.80 | $5.60 | 19.6% | 5% |
| 20260814 | $11.50 | $6.20 | 19.9% | 9% |
| 20260813 | $11.50 | $6.20 | 19.8% | 7% |
| 20260812 | $11.65 | $6.30 | 19.3% | 0% |
| 20260811 | $12.50 | $7.00 | 20.7% | 18% |
| 20260810 | $12.75 | $7.70 | 20.0% | 7% |
| 20260807 | — | — | 19.5% | 2% |
| 20260806 | $13.50 | $7.50 | 20.8% | 14% |
| 20260805 | $8.03 | $8.03 | 20.7% | 14% |
| 20260804 | $8.30 | $8.30 | 19.8% | 5% |
| 20260803 | $8.40 | $8.40 | 19.4% | 0% |
| 20260731 | $9.50 | $9.50 | 21.2% | 13% |
| 20260730 | $10.00 | $10.00 | 21.3% | 14% |
More on VAW
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.