VCIT · Expected Move
Vanguard Intermediate-Term Corporate Bond ETF · ETF
The expected move for VCIT 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).
VCIT 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 VCIT Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.90
30-Day ATM IV
9.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to VCIT'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.
VCIT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.90 | $1.90 | 9.8% | 100% |
| 20261020 | $1.38 | $1.38 | 7.4% | 59% |
| 20261019 | $1.48 | $1.48 | 7.8% | 64% |
| 20261016 | $1.48 | $0.10 | 7.6% | 61% |
| 20261015 | $1.38 | $0.30 | 7.0% | 51% |
| 20261014 | $1.48 | $0.55 | 7.2% | 55% |
| 20261013 | $1.58 | $0.65 | 7.3% | 57% |
| 20261012 | $1.60 | $1.22 | 7.2% | 56% |
| 20261009 | $1.57 | $0.67 | 7.2% | 55% |
| 20261008 | $1.70 | $0.85 | 7.5% | 59% |
| 20261007 | $1.42 | $0.50 | 6.7% | 46% |
| 20261006 | $1.77 | $0.80 | 9.3% | 91% |
| 20261005 | $1.80 | $0.85 | 8.1% | 71% |
| 20261002 | $1.02 | $1.02 | 8.4% | 75% |
| 20261001 | $1.08 | $1.08 | 8.5% | 78% |
| 20260930 | $1.10 | $1.10 | 8.7% | 80% |
| 20260929 | $1.23 | $1.23 | 9.4% | 93% |
| 20260928 | $0.90 | $0.90 | 8.3% | 73% |
| 20260925 | $1.07 | $1.07 | 7.0% | 51% |
| 20260924 | $1.18 | $1.18 | 7.8% | 66% |
| 20260923 | $1.08 | $1.08 | 7.2% | 55% |
| 20260922 | $0.90 | $0.90 | 6.0% | 34% |
| 20260921 | $0.75 | $0.75 | 5.2% | 20% |
| 20260918 | $1.05 | $0.68 | 5.8% | 30% |
| 20260917 | $1.00 | $0.15 | 5.6% | 27% |
| 20260916 | $1.15 | $0.53 | 5.1% | 19% |
| 20260915 | $1.25 | $2.42 | 6.8% | 47% |
| 20260914 | $1.15 | $0.57 | 6.2% | 37% |
| 20260911 | $1.25 | $0.57 | 7.0% | 51% |
| 20260910 | $0.95 | $0.68 | 5.1% | 18% |
| 20260909 | $0.98 | $0.67 | 5.4% | 24% |
| 20260908 | $1.35 | $0.82 | 6.0% | 35% |
| 20260904 | $1.42 | $1.67 | 6.2% | 37% |
| 20260903 | $2.15 | $0.68 | 7.8% | 65% |
| 20260902 | $0.53 | $0.53 | 6.2% | 37% |
| 20260901 | $0.85 | $0.85 | 5.7% | 29% |
| 20260831 | $0.57 | $0.57 | 5.1% | 19% |
| 20260828 | $0.72 | $0.72 | 6.2% | 38% |
| 20260827 | $0.85 | $0.85 | 5.5% | 26% |
| 20260826 | $0.95 | $0.95 | 5.5% | 26% |
| 20260825 | $0.98 | $0.98 | 5.4% | 24% |
| 20260824 | $1.50 | $1.50 | 7.5% | 60% |
| 20260821 | $1.07 | $1.18 | 6.0% | 34% |
| 20260820 | $1.68 | $0.90 | 6.4% | 40% |
| 20260819 | $1.10 | $0.60 | 5.6% | 14% |
| 20260818 | $1.12 | $0.90 | 6.0% | 18% |
| 20260817 | $1.02 | $0.30 | 5.3% | 12% |
| 20260814 | $1.07 | $0.50 | 5.1% | 10% |
| 20260813 | $0.65 | $1.43 | 6.5% | 22% |
| 20260812 | $1.12 | $0.55 | 5.3% | 11% |
| 20260811 | $2.25 | $0.60 | 9.8% | 51% |
| 20260810 | $1.25 | $0.57 | 5.8% | 16% |
| 20260807 | — | — | 5.6% | 14% |
| 20260806 | $1.43 | $0.85 | 5.8% | 16% |
| 20260805 | $0.95 | $0.95 | 5.8% | 16% |
| 20260804 | $1.25 | $1.25 | 6.0% | 18% |
| 20260803 | $1.10 | $1.10 | 6.0% | 17% |
| 20260731 | $0.90 | $0.90 | 5.8% | 15% |
| 20260730 | $1.12 | $1.12 | 5.8% | 16% |
| 20260729 | $0.75 | $0.75 | 6.2% | 20% |
More on VCIT
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.