VCRB · Expected Move
Vanguard Core Bond ETF · ETF
The expected move for VCRB 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).
VCRB 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 VCRB Expected Move
30-Day Straddle
$4.05
7-Day Straddle
$4.05
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VCRB'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.
VCRB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $4.05 | $4.05 | — | — |
| 20260707 | $3.95 | $3.95 | — | — |
| 20260706 | $3.95 | $3.95 | — | — |
| 20260702 | $3.95 | $3.95 | — | — |
| 20260701 | $3.95 | $3.95 | — | — |
| 20260630 | $3.95 | $3.95 | — | — |
| 20260629 | $4.00 | $4.00 | — | — |
| 20260626 | $3.95 | $3.95 | — | — |
| 20260625 | $3.95 | $3.95 | — | — |
| 20260624 | $3.95 | $3.95 | — | — |
| 20260623 | $3.95 | $3.95 | — | — |
| 20260622 | $3.95 | $3.95 | — | — |
| 20260618 | $2.80 | $2.80 | — | — |
| 20260617 | $2.80 | $2.80 | — | — |
| 20260616 | $2.80 | $2.80 | — | — |
| 20260615 | $2.80 | $2.80 | — | — |
| 20260613 | $2.80 | $2.80 | — | — |
| 20260612 | $2.80 | $2.80 | — | — |
| 20260611 | $2.80 | $2.80 | 34.2% | 100% |
| 20260610 | $2.80 | $2.80 | 30.1% | 100% |
| 20260609 | $2.80 | $2.80 | 28.7% | 100% |
| 20260608 | $2.80 | $2.80 | 26.5% | 91% |
| 20260605 | $2.80 | $2.80 | 23.5% | 73% |
| 20260604 | $2.80 | $2.80 | 24.1% | 77% |
| 20260603 | $2.80 | $2.80 | 22.8% | 69% |
| 20260602 | $2.80 | $2.80 | 22.8% | 69% |
| 20260601 | $2.80 | $2.80 | 22.0% | 64% |
| 20260529 | $2.80 | $2.80 | 19.9% | 52% |
| 20260528 | $2.80 | $2.80 | 19.5% | 50% |
| 20260527 | $2.80 | $2.80 | 19.3% | 49% |
| 20260526 | $2.80 | $2.80 | 19.0% | 48% |
| 20260522 | $2.80 | $2.80 | 16.8% | 35% |
| 20260521 | $2.80 | $2.80 | 16.3% | 34% |
| 20260520 | $2.80 | $2.80 | 15.8% | 32% |
| 20260519 | $3.00 | $3.00 | 14.7% | 26% |
| 20260518 | $3.00 | $3.00 | 14.9% | 27% |
| 20260515 | $2.80 | $2.33 | 14.3% | 24% |
| 20260514 | $2.80 | $2.33 | 15.4% | 30% |
| 20260513 | $2.80 | $2.33 | 15.2% | 28% |
| 20260512 | $2.80 | $2.33 | 14.9% | 27% |
| 20260511 | $2.80 | $2.33 | 14.6% | 25% |
| 20260510 | $2.80 | $2.33 | — | — |
| 20260508 | $2.80 | $2.33 | 15.0% | 27% |
| 20260507 | $2.80 | $2.33 | 14.4% | 24% |
| 20260506 | $2.80 | $2.33 | 14.8% | 26% |
| 20260505 | $2.80 | $2.33 | 14.2% | 23% |
| 20260504 | $2.80 | $2.33 | 14.8% | 26% |
| 20260502 | $2.40 | $2.40 | — | — |
| 20260501 | $2.40 | $2.40 | 14.6% | 25% |
| 20260430 | $2.45 | $2.45 | 14.2% | 23% |
| 20260429 | $2.45 | $2.45 | 13.9% | 21% |
| 20260428 | $2.58 | $2.58 | 14.6% | 25% |
| 20260427 | $2.52 | $2.52 | 14.3% | 23% |
| 20260424 | $2.52 | $2.52 | 19.3% | 51% |
| 20260423 | $2.48 | $2.48 | 15.1% | 28% |
| 20260422 | $2.55 | $2.55 | 16.0% | 33% |
| 20260421 | $2.55 | $2.55 | 15.5% | 30% |
| 20260420 | $2.52 | $2.52 | 16.1% | 33% |
| 20260417 | $2.55 | $2.08 | 17.2% | 40% |
| 20260416 | $2.60 | $2.17 | 15.8% | 32% |
More on VCRB
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.