VCLT · Expected Move
Vanguard Long-Term Corporate Bond ETF · ETF
The expected move for VCLT 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).
VCLT 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 VCLT Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$1.60
30-Day ATM IV
10.4%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to VCLT'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.
VCLT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.60 | $1.60 | 10.4% | 43% |
| 20261020 | $1.32 | $1.32 | 8.8% | 25% |
| 20261019 | $2.03 | $2.03 | 11.7% | 56% |
| 20261016 | $2.50 | $0.25 | 15.2% | 92% |
| 20261015 | $1.90 | $0.40 | 10.9% | 47% |
| 20261014 | $2.05 | $0.53 | 11.6% | 55% |
| 20261013 | $1.65 | $0.45 | 9.5% | 33% |
| 20261012 | $1.98 | $1.68 | 10.9% | 48% |
| 20261009 | $2.08 | $0.75 | 11.3% | 52% |
| 20261008 | $2.40 | $1.40 | 14.8% | 88% |
| 20261007 | $2.33 | $1.27 | 11.4% | 53% |
| 20261006 | $2.38 | $1.12 | 12.9% | 68% |
| 20261005 | $2.38 | $1.02 | 12.0% | 59% |
| 20261002 | $1.75 | $1.75 | 13.6% | 76% |
| 20261001 | $1.55 | $1.55 | 13.4% | 73% |
| 20260930 | $1.98 | $1.98 | 14.2% | 82% |
| 20260929 | $1.65 | $1.65 | 13.5% | 75% |
| 20260928 | $1.55 | $1.55 | 13.1% | 70% |
| 20260925 | $0.95 | $0.95 | 14.2% | 82% |
| 20260924 | $0.88 | $0.88 | 14.7% | 87% |
| 20260923 | $1.50 | $1.50 | 10.1% | 39% |
| 20260922 | $1.32 | $1.32 | 10.2% | 40% |
| 20260921 | $1.38 | $1.38 | 9.7% | 35% |
| 20260918 | $2.50 | $0.25 | 14.5% | 85% |
| 20260917 | $1.07 | $0.45 | 8.7% | 24% |
| 20260916 | $1.75 | $0.45 | 10.7% | 46% |
| 20260915 | $1.70 | $0.75 | 11.6% | 54% |
| 20260914 | $1.57 | $0.65 | 9.4% | 32% |
| 20260911 | $1.60 | $0.70 | 9.6% | 34% |
| 20260910 | $2.27 | $0.88 | 10.1% | 39% |
| 20260909 | $2.15 | $0.92 | 10.0% | 38% |
| 20260908 | $2.65 | $1.78 | 12.3% | 62% |
| 20260904 | $2.43 | $1.18 | 12.0% | 59% |
| 20260903 | $2.50 | $0.82 | 9.6% | 34% |
| 20260902 | $2.08 | $2.08 | 10.2% | 40% |
| 20260901 | $1.27 | $1.27 | 8.9% | 27% |
| 20260831 | $1.50 | $1.50 | 10.4% | 42% |
| 20260828 | $2.05 | $2.05 | 11.6% | 55% |
| 20260827 | $1.85 | $1.85 | 14.5% | 85% |
| 20260826 | $1.20 | $1.20 | 9.7% | 35% |
| 20260825 | $2.38 | $2.38 | 12.0% | 58% |
| 20260824 | $1.32 | $1.32 | 9.2% | 30% |
| 20260821 | $1.48 | $1.15 | 10.0% | 38% |
| 20260820 | $1.50 | $0.33 | 9.3% | 31% |
| 20260819 | $1.52 | $0.55 | 8.8% | 26% |
| 20260818 | $2.45 | $1.15 | 8.5% | 23% |
| 20260817 | $2.17 | $0.40 | 9.3% | 31% |
| 20260814 | $1.60 | $0.62 | 8.8% | 26% |
| 20260813 | $1.48 | $0.90 | 7.8% | 15% |
| 20260812 | $2.25 | $0.65 | 11.5% | 53% |
| 20260811 | $1.60 | $1.17 | 8.6% | 23% |
| 20260810 | $1.62 | $0.82 | 8.7% | 24% |
| 20260807 | — | — | 8.3% | 20% |
| 20260806 | $1.90 | $1.07 | 8.8% | 25% |
| 20260805 | $0.90 | $0.90 | 10.5% | 44% |
| 20260804 | $1.00 | $1.00 | 8.4% | 22% |
| 20260803 | $1.07 | $1.07 | 8.8% | 26% |
| 20260731 | $1.38 | $1.38 | 9.5% | 33% |
| 20260730 | $1.68 | $1.68 | 10.2% | 40% |
| 20260729 | $1.25 | $1.25 | 8.8% | 26% |
More on VCLT
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.