VBR · Expected Move
Vanguard Morningstar Small-Cap Value ETF · ETF
The expected move for VBR 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).
VBR 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 VBR Expected Move
30-Day Straddle
$8.40
7-Day Straddle
$8.40
30-Day ATM IV
15.8%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to VBR'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.
VBR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $8.40 | $8.40 | 15.8% | 41% |
| 20261022 | $9.20 | $9.20 | 15.9% | 44% |
| 20261021 | $8.12 | $8.12 | 15.1% | 22% |
| 20261020 | $8.47 | $8.47 | 15.5% | 28% |
| 20261019 | $9.12 | $9.12 | 16.2% | 31% |
| 20261016 | $10.27 | $2.25 | 16.6% | 36% |
| 20261015 | $9.60 | $3.35 | 15.8% | 26% |
| 20261014 | $9.65 | $3.83 | 16.6% | 35% |
| 20261013 | $9.85 | $3.42 | 16.1% | 30% |
| 20261012 | $10.20 | $3.85 | 16.8% | 38% |
| 20261009 | $10.35 | $3.80 | 16.3% | 32% |
| 20261008 | $10.65 | $4.15 | 16.4% | 34% |
| 20261007 | $11.00 | $5.20 | 16.5% | 35% |
| 20261006 | $10.70 | $4.80 | 16.3% | 33% |
| 20261005 | $11.20 | $4.70 | 16.5% | 35% |
| 20261002 | $5.92 | $5.92 | 16.7% | 37% |
| 20261001 | $7.57 | $7.57 | 17.2% | 43% |
| 20260930 | $7.35 | $7.35 | 17.2% | 44% |
| 20260929 | $6.60 | $6.60 | 16.6% | 36% |
| 20260928 | $7.12 | $7.12 | 16.8% | 38% |
| 20260925 | $6.80 | $6.80 | 15.6% | 24% |
| 20260924 | $7.60 | $7.60 | 16.6% | 35% |
| 20260923 | $8.50 | $8.50 | 16.2% | 31% |
| 20260922 | $7.05 | $7.05 | 15.0% | 17% |
| 20260921 | $7.60 | $7.60 | 15.6% | 24% |
| 20260918 | $7.62 | $2.50 | 15.1% | 18% |
| 20260917 | $7.95 | $3.02 | 14.8% | 15% |
| 20260916 | $8.95 | $3.82 | 16.6% | 36% |
| 20260915 | $9.45 | $3.47 | 16.5% | 35% |
| 20260914 | $10.20 | $4.62 | 16.9% | 39% |
| 20260911 | $9.70 | $4.60 | 15.6% | 24% |
| 20260910 | $9.75 | $5.88 | 16.4% | 34% |
| 20260909 | $10.05 | $5.47 | 15.9% | 28% |
| 20260908 | $9.25 | $4.70 | 14.8% | 14% |
| 20260904 | $9.68 | $5.85 | 13.6% | 0% |
| 20260903 | $10.05 | $5.40 | 14.3% | 8% |
| 20260902 | $6.50 | $6.50 | 15.5% | 22% |
| 20260901 | $6.10 | $6.10 | 15.0% | 17% |
| 20260831 | $6.18 | $6.18 | 15.3% | 20% |
| 20260828 | $6.78 | $6.78 | 14.5% | 11% |
| 20260827 | $6.98 | $6.98 | 14.9% | 16% |
| 20260826 | $7.23 | $7.23 | 14.8% | 14% |
| 20260825 | $7.00 | $7.00 | 14.5% | 11% |
| 20260824 | $7.60 | $7.60 | 15.3% | 20% |
| 20260821 | $7.55 | $1.80 | 14.1% | 6% |
| 20260820 | $8.38 | $3.08 | 14.0% | 4% |
| 20260819 | $7.83 | $3.08 | 13.7% | 1% |
| 20260818 | $9.95 | $3.88 | 14.7% | 13% |
| 20260817 | $8.60 | $3.12 | 14.7% | 13% |
| 20260814 | $9.03 | $4.08 | 14.1% | 5% |
| 20260813 | $8.68 | $4.32 | 13.6% | 0% |
| 20260812 | $9.45 | $4.70 | 14.9% | 0% |
| 20260811 | $9.85 | $5.30 | 15.5% | 6% |
| 20260810 | $10.75 | $5.15 | 16.4% | 14% |
| 20260807 | — | — | 16.6% | 12% |
| 20260806 | $10.40 | $6.55 | 15.4% | 4% |
| 20260805 | $5.82 | $5.82 | 15.3% | 3% |
| 20260804 | $6.78 | $6.78 | 16.1% | 9% |
| 20260803 | $6.95 | $6.95 | 16.0% | 8% |
| 20260731 | $7.58 | $7.58 | 16.7% | 13% |
More on VBR
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.