VB · Expected Move
Vanguard Morningstar Small-Cap ETF · ETF
The expected move for VB 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).
VB 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 VB Expected Move
30-Day Straddle
$14.60
7-Day Straddle
$5.80
30-Day ATM IV
18.3%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to VB'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.
VB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $14.60 | $5.80 | 18.3% | 45% |
| 20261007 | $14.40 | $6.15 | 17.6% | 35% |
| 20261006 | $14.60 | $5.85 | 17.1% | 30% |
| 20261005 | $14.60 | $6.95 | 17.2% | 31% |
| 20261002 | $6.30 | $6.30 | 16.9% | 26% |
| 20261001 | $8.75 | $8.75 | 18.3% | 44% |
| 20260930 | $8.20 | $8.20 | 18.1% | 42% |
| 20260929 | $8.60 | $8.60 | 17.6% | 36% |
| 20260928 | $9.40 | $9.40 | 17.7% | 37% |
| 20260925 | $8.93 | $8.93 | 16.7% | 24% |
| 20260924 | $9.57 | $9.57 | 17.2% | 31% |
| 20260923 | $9.65 | $9.65 | 17.1% | 29% |
| 20260922 | $9.43 | $9.43 | 15.8% | 13% |
| 20260921 | $9.75 | $9.75 | 16.1% | 17% |
| 20260918 | $10.45 | $1.73 | 16.3% | 19% |
| 20260917 | $10.20 | $2.90 | 15.2% | 5% |
| 20260916 | $11.30 | $4.03 | 17.2% | 30% |
| 20260915 | $11.90 | $5.20 | 17.2% | 31% |
| 20260914 | $12.30 | $5.68 | 16.7% | 25% |
| 20260911 | $12.10 | $5.28 | 16.7% | 25% |
| 20260910 | $13.40 | $7.18 | 18.1% | 42% |
| 20260909 | $12.65 | $6.88 | 16.9% | 27% |
| 20260908 | $12.55 | $6.47 | 16.4% | 20% |
| 20260904 | $12.50 | $6.78 | 15.2% | 6% |
| 20260903 | $12.80 | $6.95 | 15.3% | 7% |
| 20260902 | $7.93 | $7.93 | 15.6% | 10% |
| 20260901 | $9.22 | $9.22 | 16.5% | 22% |
| 20260831 | $7.97 | $7.97 | 15.4% | 7% |
| 20260828 | $8.85 | $8.85 | 15.3% | 7% |
| 20260827 | $8.80 | $8.80 | 15.6% | 10% |
| 20260826 | $9.45 | $9.45 | 15.9% | 14% |
| 20260825 | $9.50 | $9.50 | 16.0% | 15% |
| 20260824 | $10.15 | $10.15 | 16.3% | 20% |
| 20260821 | $10.35 | $1.58 | 15.5% | 9% |
| 20260820 | $10.85 | $2.57 | 16.1% | 17% |
| 20260819 | $10.65 | $3.08 | 14.8% | 0% |
| 20260818 | $10.35 | $3.27 | 15.0% | 0% |
| 20260817 | $11.05 | $3.88 | 15.2% | 3% |
| 20260814 | $11.55 | $4.10 | 15.0% | 0% |
| 20260813 | $11.80 | $4.72 | 15.2% | 0% |
| 20260812 | $12.60 | $5.80 | 15.6% | 0% |
| 20260811 | $13.30 | $6.20 | 16.3% | 5% |
| 20260810 | $13.45 | $6.90 | 16.6% | 8% |
| 20260807 | — | — | 15.8% | 0% |
| 20260806 | $13.95 | $7.85 | 16.6% | 0% |
| 20260805 | $7.55 | $7.55 | 16.7% | 0% |
| 20260804 | $8.57 | $8.57 | 16.7% | 0% |
| 20260803 | $8.70 | $8.70 | 17.0% | 0% |
| 20260731 | $9.95 | $9.95 | 17.9% | 3% |
| 20260730 | $10.40 | $10.40 | 18.1% | 5% |
| 20260729 | $12.15 | $12.15 | 19.9% | 18% |
| 20260728 | $11.00 | $11.00 | 18.4% | 8% |
| 20260727 | $12.00 | $12.00 | 18.5% | 8% |
| 20260724 | $12.20 | $12.20 | 18.5% | 8% |
| 20260723 | $12.75 | $12.75 | 19.2% | 13% |
| 20260722 | $12.25 | $12.25 | 17.6% | 1% |
| 20260721 | $12.70 | $12.70 | 17.5% | 1% |
| 20260720 | $13.05 | $13.05 | 18.9% | 11% |
| 20260716 | $12.70 | $2.92 | 17.4% | 0% |
| 20260715 | $13.85 | $3.90 | 17.6% | 0% |
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.