VCSH · Expected Move
Vanguard Short-Term Corporate Bond ETF · ETF
The expected move for VCSH 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).
VCSH 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 VCSH Expected Move
30-Day Straddle
$0.45
7-Day Straddle
$0.45
30-Day ATM IV
3.6%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to VCSH'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.
VCSH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.45 | $0.45 | 3.6% | 10% |
| 20261020 | $1.90 | $1.90 | 6.8% | 37% |
| 20261019 | $0.93 | $0.93 | 5.1% | 23% |
| 20261016 | $0.75 | $0.55 | 4.2% | 15% |
| 20261015 | $0.78 | $1.90 | 3.9% | 13% |
| 20261014 | $3.40 | $0.40 | 4.5% | 18% |
| 20261013 | $2.30 | $1.80 | 11.4% | 77% |
| 20261012 | $0.75 | $1.75 | 3.4% | 8% |
| 20261009 | $2.17 | $1.68 | 3.9% | 13% |
| 20261008 | $0.82 | $0.33 | 5.0% | 22% |
| 20261007 | $2.10 | $0.97 | 10.1% | 65% |
| 20261006 | $0.82 | $0.45 | 3.8% | 12% |
| 20261005 | $2.15 | $0.43 | 3.7% | 11% |
| 20261002 | $1.62 | $1.62 | 9.4% | 59% |
| 20261001 | $0.47 | $0.47 | 4.7% | 20% |
| 20260930 | $1.73 | $1.73 | 8.0% | 46% |
| 20260929 | $3.05 | $3.05 | 7.9% | 45% |
| 20260928 | $0.40 | $0.40 | 7.8% | 44% |
| 20260925 | $1.88 | $1.88 | 3.8% | 12% |
| 20260924 | $1.25 | $1.25 | 6.0% | 30% |
| 20260923 | $3.12 | $3.12 | 9.0% | 54% |
| 20260922 | $0.53 | $0.53 | 3.1% | 6% |
| 20260921 | $1.70 | $1.70 | 3.6% | 10% |
| 20260918 | $0.38 | $1.80 | 3.3% | 7% |
| 20260917 | $1.93 | $1.95 | 3.2% | 7% |
| 20260916 | $0.58 | $0.42 | 6.0% | 30% |
| 20260915 | $0.60 | $0.38 | 3.3% | 7% |
| 20260914 | $0.57 | $0.35 | 3.1% | 6% |
| 20260911 | $0.57 | $0.33 | 3.1% | 6% |
| 20260910 | $0.55 | $0.25 | 3.1% | 5% |
| 20260909 | $1.00 | $0.28 | 2.7% | 2% |
| 20260908 | $0.57 | $0.35 | 3.1% | 6% |
| 20260904 | $0.55 | $1.75 | 3.1% | 5% |
| 20260903 | $0.65 | $0.42 | 3.2% | 7% |
| 20260902 | $0.38 | $0.38 | 3.9% | 13% |
| 20260901 | $0.53 | $0.53 | 2.8% | 4% |
| 20260831 | $0.83 | $0.83 | 6.1% | 30% |
| 20260828 | $5.78 | $5.78 | 3.4% | 8% |
| 20260827 | $1.30 | $1.30 | 3.8% | 12% |
| 20260826 | $0.58 | $0.58 | 3.1% | 6% |
| 20260825 | $2.90 | $2.90 | 3.1% | 6% |
| 20260824 | $0.68 | $0.68 | 3.4% | 8% |
| 20260821 | $0.80 | $0.45 | 3.4% | 8% |
| 20260820 | $1.20 | $0.45 | 3.5% | 9% |
| 20260819 | $0.57 | $1.62 | 3.0% | 5% |
| 20260818 | $0.60 | $0.42 | 3.2% | 6% |
| 20260817 | $3.25 | $0.45 | 6.0% | 30% |
| 20260814 | $0.60 | $0.90 | 3.1% | 6% |
| 20260813 | $0.55 | $5.20 | 3.3% | 7% |
| 20260812 | $0.62 | $0.47 | 3.3% | 8% |
| 20260811 | $0.70 | $0.55 | 3.2% | 7% |
| 20260810 | $0.82 | $0.65 | 3.3% | 8% |
| 20260807 | — | — | 3.2% | 6% |
| 20260806 | $0.67 | $0.47 | 3.5% | 9% |
| 20260805 | $0.45 | $0.45 | 3.9% | 13% |
| 20260804 | $0.50 | $0.50 | 3.7% | 10% |
| 20260803 | $0.68 | $0.68 | 3.5% | 9% |
| 20260731 | $2.85 | $2.85 | 3.4% | 9% |
| 20260730 | $0.62 | $0.62 | 3.7% | 10% |
| 20260729 | $0.70 | $0.70 | 3.6% | 10% |
More on VCSH
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.