VCEB · Expected Move
Vanguard ESG U.S. Corporate Bond ETF · ETF
The expected move for VCEB 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).
VCEB 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 VCEB Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
18.6%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to VCEB'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.
VCEB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 18.6% | 41% |
| 20261020 | $0.75 | $0.75 | 36.3% | 100% |
| 20261019 | $0.00 | $0.00 | 9.2% | 16% |
| 20261016 | $1.67 | $4.90 | 8.0% | 9% |
| 20261015 | $1.73 | $1.20 | 13.8% | 41% |
| 20261014 | $1.67 | $1.25 | 13.1% | 37% |
| 20261013 | $1.75 | $1.30 | 11.8% | 30% |
| 20261012 | $1.73 | $1.30 | 12.5% | 34% |
| 20261009 | $1.83 | $1.38 | 13.4% | 39% |
| 20261008 | $1.77 | $1.35 | 13.9% | 41% |
| 20261007 | $1.85 | $1.38 | 14.8% | 47% |
| 20261006 | $1.88 | $1.38 | 14.4% | 44% |
| 20261005 | $1.90 | $1.40 | 15.0% | 48% |
| 20261002 | $1.42 | $1.42 | 19.8% | 73% |
| 20261001 | $1.48 | $1.48 | 15.5% | 50% |
| 20260930 | $1.60 | $1.60 | 14.9% | 47% |
| 20260929 | $1.62 | $1.62 | 15.3% | 49% |
| 20260928 | $1.62 | $1.62 | 15.4% | 50% |
| 20260925 | $1.52 | $1.52 | 15.1% | 48% |
| 20260924 | $1.48 | $1.48 | 13.9% | 41% |
| 20260923 | $1.48 | $1.48 | 14.0% | 43% |
| 20260922 | $1.50 | $1.50 | 11.4% | 30% |
| 20260921 | $1.52 | $1.52 | 11.0% | 28% |
| 20260918 | $3.02 | $3.12 | 11.4% | 30% |
| 20260917 | $1.50 | $1.23 | 11.2% | 29% |
| 20260916 | $1.55 | $1.25 | 10.8% | 27% |
| 20260915 | $1.67 | $1.38 | 13.2% | 39% |
| 20260914 | $1.67 | $1.35 | 11.9% | 32% |
| 20260911 | $1.62 | $1.30 | 10.5% | 25% |
| 20260910 | $1.65 | $1.32 | 11.3% | 29% |
| 20260909 | $1.62 | $1.25 | 11.5% | 30% |
| 20260908 | $1.60 | $1.30 | 10.8% | 27% |
| 20260904 | $1.70 | $1.32 | 10.5% | 25% |
| 20260903 | $1.73 | $1.35 | 10.9% | 28% |
| 20260902 | $1.32 | $1.32 | 11.7% | 32% |
| 20260901 | $1.32 | $1.32 | 11.7% | 32% |
| 20260831 | $1.43 | $1.43 | 13.2% | 40% |
| 20260828 | $3.00 | $3.00 | 11.2% | 30% |
| 20260827 | $1.50 | $1.50 | 11.0% | 29% |
| 20260826 | $3.00 | $3.00 | 11.6% | 35% |
| 20260825 | $1.50 | $1.50 | 11.7% | 36% |
| 20260824 | $1.57 | $1.57 | 11.6% | 35% |
| 20260821 | $1.60 | $3.15 | 11.9% | 37% |
| 20260820 | $1.58 | $1.35 | 11.9% | 37% |
| 20260819 | $1.57 | $1.30 | 11.5% | 35% |
| 20260818 | $1.57 | $1.27 | 11.9% | 37% |
| 20260817 | $1.57 | $1.30 | 11.9% | 37% |
| 20260814 | $1.70 | $1.40 | 11.1% | 33% |
| 20260813 | $1.58 | $1.25 | 10.8% | 31% |
| 20260812 | $1.70 | $1.45 | 10.7% | 31% |
| 20260811 | $1.75 | $1.42 | 10.7% | 31% |
| 20260810 | $2.58 | $2.15 | 10.5% | 30% |
| 20260807 | — | — | 10.0% | 27% |
| 20260806 | $2.65 | $2.15 | 9.8% | 26% |
| 20260805 | $2.15 | $2.15 | 9.6% | 26% |
| 20260804 | $2.12 | $2.12 | 9.5% | 25% |
| 20260803 | $2.27 | $2.27 | 9.1% | 23% |
| 20260731 | $1.50 | $1.50 | 8.6% | 20% |
| 20260730 | $2.40 | $2.40 | 10.0% | 27% |
| 20260729 | $2.38 | $2.38 | 9.0% | 22% |
More on VCEB
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.