VBK · Expected Move
Vanguard Morningstar Small-Cap Growth ETF · ETF
The expected move for VBK 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).
VBK 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 VBK Expected Move
30-Day Straddle
$19.45
7-Day Straddle
$7.68
30-Day ATM IV
20.5%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to VBK'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.
VBK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $19.45 | $7.68 | 20.5% | 35% |
| 20261007 | $20.05 | $8.78 | 20.5% | 36% |
| 20261006 | $19.95 | $8.57 | 19.9% | 30% |
| 20261005 | $19.35 | $8.80 | 19.6% | 27% |
| 20261002 | $10.00 | $10.00 | 19.3% | 23% |
| 20261001 | $11.50 | $11.50 | 20.8% | 38% |
| 20260930 | $11.30 | $11.30 | 20.4% | 34% |
| 20260929 | $11.75 | $11.75 | 20.2% | 32% |
| 20260928 | $12.10 | $12.10 | 20.2% | 33% |
| 20260925 | $13.00 | $13.00 | 19.7% | 27% |
| 20260924 | $13.15 | $13.15 | 19.4% | 25% |
| 20260923 | $13.45 | $13.45 | 19.5% | 25% |
| 20260922 | $13.00 | $13.00 | 18.5% | 15% |
| 20260921 | $12.40 | $12.40 | 17.7% | 7% |
| 20260918 | $13.70 | $3.38 | 17.7% | 8% |
| 20260917 | $14.00 | $3.50 | 18.4% | 15% |
| 20260916 | $16.10 | $5.60 | 21.0% | 40% |
| 20260915 | $15.65 | $7.67 | 19.5% | 26% |
| 20260914 | $15.30 | $6.65 | 19.4% | 24% |
| 20260911 | $16.95 | $8.05 | 19.9% | 30% |
| 20260910 | $17.25 | $9.90 | 20.9% | 39% |
| 20260909 | $16.95 | $7.97 | 19.4% | 25% |
| 20260908 | $16.65 | $8.93 | 18.7% | 18% |
| 20260904 | $17.15 | $9.12 | 17.9% | 9% |
| 20260903 | $17.30 | $9.80 | 17.9% | 10% |
| 20260902 | $11.15 | $11.15 | 19.0% | 20% |
| 20260901 | $11.45 | $11.45 | 19.3% | 23% |
| 20260831 | $11.05 | $11.05 | 18.2% | 12% |
| 20260828 | $11.88 | $11.88 | 17.5% | 6% |
| 20260827 | $12.15 | $12.15 | 17.8% | 9% |
| 20260826 | $13.50 | $13.50 | 18.7% | 18% |
| 20260825 | $13.85 | $13.85 | 18.7% | 17% |
| 20260824 | $14.20 | $14.20 | 19.3% | 24% |
| 20260821 | $14.30 | $2.50 | 18.1% | 11% |
| 20260820 | $15.00 | $3.35 | 18.4% | 15% |
| 20260819 | $14.50 | $3.77 | 17.5% | 6% |
| 20260818 | $14.90 | $4.65 | 18.2% | 12% |
| 20260817 | $14.80 | $4.92 | 16.9% | 0% |
| 20260814 | $16.20 | $5.28 | 17.4% | 0% |
| 20260813 | $16.70 | $6.12 | 17.9% | 1% |
| 20260812 | $16.75 | $7.10 | 17.8% | 0% |
| 20260811 | $17.20 | $7.53 | 17.7% | 0% |
| 20260810 | $18.35 | $8.57 | 19.1% | 9% |
| 20260807 | — | — | 17.9% | 0% |
| 20260806 | $19.00 | $11.15 | 19.5% | 2% |
| 20260805 | $10.80 | $10.80 | 19.5% | 2% |
| 20260804 | $12.00 | $12.00 | 19.8% | 4% |
| 20260803 | $11.75 | $11.75 | 19.1% | 0% |
| 20260731 | $13.40 | $13.40 | 20.7% | 6% |
| 20260730 | $14.00 | $14.00 | 20.7% | 7% |
| 20260729 | $15.00 | $15.00 | 22.6% | 18% |
| 20260728 | $15.80 | $15.80 | 21.7% | 13% |
| 20260727 | $14.85 | $14.85 | 21.0% | 8% |
| 20260724 | $16.55 | $16.55 | 21.3% | 10% |
| 20260723 | $16.65 | $16.65 | 21.5% | 12% |
| 20260722 | $16.00 | $16.00 | 20.2% | 3% |
| 20260721 | $15.95 | $15.95 | 19.6% | 0% |
| 20260720 | $17.05 | $17.05 | 20.9% | 2% |
| 20260716 | $18.25 | $4.22 | 20.7% | 1% |
| 20260715 | $18.50 | $4.62 | 20.6% | 0% |
More on VBK
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.