VCR · Expected Move
Vanguard Consumer Discretionary ETF · ETF
The expected move for VCR 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).
VCR 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 VCR Expected Move
30-Day Straddle
$18.35
7-Day Straddle
$18.35
30-Day ATM IV
21.2%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to VCR'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.
VCR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $18.35 | $18.35 | 21.2% | 74% |
| 20261021 | $18.40 | $18.40 | 20.8% | 67% |
| 20261020 | $18.60 | $18.60 | 20.6% | 61% |
| 20261019 | $18.85 | $18.85 | 20.3% | 52% |
| 20261016 | $18.95 | $2.38 | 20.4% | 54% |
| 20261015 | $18.80 | $4.65 | 19.8% | 44% |
| 20261014 | $18.45 | $6.10 | 19.2% | 31% |
| 20261013 | $19.20 | $6.00 | 19.2% | 33% |
| 20261012 | $18.95 | $6.50 | 19.0% | 29% |
| 20261009 | $18.90 | $7.20 | 18.2% | 13% |
| 20261008 | $19.30 | $7.67 | 18.7% | 22% |
| 20261007 | $20.40 | $8.60 | 19.4% | 36% |
| 20261006 | $20.60 | $8.90 | 19.4% | 36% |
| 20261005 | $21.65 | $10.05 | 20.0% | 47% |
| 20261002 | $10.95 | $10.95 | 20.2% | 51% |
| 20261001 | $11.85 | $11.85 | 20.6% | 58% |
| 20260930 | $12.10 | $12.10 | 20.1% | 49% |
| 20260929 | $11.90 | $11.90 | 19.5% | 38% |
| 20260928 | $12.75 | $12.75 | 19.9% | 46% |
| 20260925 | $13.20 | $13.20 | 19.2% | 31% |
| 20260924 | $14.00 | $14.00 | 19.7% | 42% |
| 20260923 | $14.40 | $14.40 | 19.4% | 36% |
| 20260922 | $14.30 | $14.30 | 18.7% | 22% |
| 20260921 | $14.20 | $14.20 | 18.1% | 12% |
| 20260918 | $15.75 | $3.38 | 18.5% | 19% |
| 20260917 | $15.45 | $4.55 | 18.4% | 17% |
| 20260916 | $16.50 | $6.22 | 19.5% | 38% |
| 20260915 | $16.35 | $7.35 | 18.5% | 19% |
| 20260914 | $16.50 | $7.20 | 18.5% | 18% |
| 20260911 | $17.70 | $8.35 | 18.8% | 25% |
| 20260910 | $18.30 | $9.68 | 19.4% | 36% |
| 20260909 | $18.80 | $9.40 | 19.5% | 38% |
| 20260908 | $18.85 | $10.50 | 19.1% | 30% |
| 20260904 | $19.10 | $10.73 | 17.7% | 3% |
| 20260903 | $19.80 | $11.30 | 18.0% | 10% |
| 20260902 | $12.05 | $12.05 | 18.7% | 22% |
| 20260901 | $11.80 | $11.80 | 18.6% | 18% |
| 20260831 | $12.55 | $12.55 | 17.9% | 7% |
| 20260828 | $12.85 | $12.85 | 17.5% | 0% |
| 20260827 | $13.60 | $13.60 | 18.1% | 5% |
| 20260826 | $13.75 | $13.75 | 18.0% | 4% |
| 20260825 | $15.05 | $15.05 | 18.4% | 11% |
| 20260824 | $15.10 | $15.10 | 18.3% | 8% |
| 20260821 | $16.40 | $3.80 | 17.9% | 1% |
| 20260820 | $16.20 | $4.90 | 17.9% | 2% |
| 20260819 | $16.40 | $5.03 | 17.9% | 2% |
| 20260818 | $17.05 | $6.42 | 18.4% | 10% |
| 20260817 | $16.50 | $6.58 | 17.8% | 0% |
| 20260814 | $17.50 | $7.60 | 17.8% | 0% |
| 20260813 | $18.10 | $8.15 | 18.0% | 0% |
| 20260812 | $18.75 | $9.80 | 18.4% | 0% |
| 20260811 | $20.10 | $10.78 | 19.4% | 4% |
| 20260810 | $20.25 | $11.20 | 19.1% | 0% |
| 20260807 | — | — | 19.0% | 0% |
| 20260806 | $22.30 | $12.95 | 20.1% | 9% |
| 20260805 | $13.25 | $13.25 | 19.7% | 5% |
| 20260804 | $13.95 | $13.95 | 19.9% | 7% |
| 20260803 | $14.45 | $14.45 | 20.2% | 10% |
| 20260731 | $15.20 | $15.20 | 20.3% | 11% |
| 20260730 | $16.75 | $16.75 | 21.8% | 24% |
More on VCR
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.