VDC · Expected Move
Vanguard Consumer Staples ETF · ETF
The expected move for VDC 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).
VDC 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 VDC Expected Move
30-Day Straddle
$8.80
7-Day Straddle
$8.80
30-Day ATM IV
16.1%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to VDC'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.
VDC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $8.80 | $8.80 | 16.1% | 67% |
| 20261020 | $9.03 | $9.03 | 16.2% | 70% |
| 20261019 | $9.38 | $9.38 | 16.4% | 74% |
| 20261016 | $9.70 | $4.17 | 16.1% | 67% |
| 20261015 | $9.30 | $2.88 | 15.9% | 62% |
| 20261014 | $9.03 | $3.23 | 15.0% | 34% |
| 20261013 | $8.52 | $2.85 | 14.7% | 29% |
| 20261012 | $8.12 | $4.05 | 13.6% | 8% |
| 20261009 | $9.00 | $3.83 | 14.7% | 28% |
| 20261008 | $9.45 | $4.75 | 15.2% | 37% |
| 20261007 | $9.50 | $5.22 | 15.0% | 34% |
| 20261006 | $9.95 | $5.20 | 15.5% | 43% |
| 20261005 | $9.45 | $5.38 | 15.7% | 47% |
| 20261002 | $5.30 | $5.30 | 15.2% | 38% |
| 20261001 | $5.62 | $5.62 | 15.6% | 45% |
| 20260930 | $5.78 | $5.78 | 15.7% | 47% |
| 20260929 | $5.43 | $5.43 | 14.8% | 29% |
| 20260928 | $6.62 | $6.62 | 15.5% | 44% |
| 20260925 | $5.60 | $5.60 | 14.0% | 14% |
| 20260924 | $6.45 | $6.45 | 14.5% | 23% |
| 20260923 | $5.85 | $5.85 | 14.2% | 19% |
| 20260922 | $5.75 | $5.75 | 13.2% | 0% |
| 20260921 | $7.08 | $7.08 | 14.7% | 22% |
| 20260918 | $6.90 | $2.05 | 13.6% | 0% |
| 20260917 | $7.10 | $1.97 | 14.1% | 8% |
| 20260916 | $7.80 | $3.00 | 15.2% | 31% |
| 20260915 | $7.97 | $3.32 | 15.2% | 31% |
| 20260914 | $8.55 | $4.10 | 15.4% | 35% |
| 20260911 | $8.20 | $3.65 | 14.8% | 23% |
| 20260910 | $9.30 | $4.50 | 16.4% | 57% |
| 20260909 | $9.12 | $4.30 | 15.7% | 42% |
| 20260908 | $8.82 | $5.35 | 15.1% | 28% |
| 20260904 | $9.10 | $4.85 | 14.4% | 14% |
| 20260903 | $8.77 | $5.53 | 14.2% | 10% |
| 20260902 | $5.35 | $5.35 | 14.1% | 7% |
| 20260901 | $6.00 | $6.00 | 15.2% | 30% |
| 20260831 | $5.75 | $5.75 | 14.9% | 24% |
| 20260828 | $5.95 | $5.95 | 13.7% | 0% |
| 20260827 | $7.03 | $7.03 | 15.3% | 27% |
| 20260826 | $6.93 | $6.93 | 15.1% | 22% |
| 20260825 | $7.15 | $7.15 | 15.5% | 31% |
| 20260824 | $7.60 | $7.60 | 15.9% | 42% |
| 20260821 | $8.12 | $1.93 | 15.4% | 30% |
| 20260820 | $8.00 | $2.80 | 15.5% | 32% |
| 20260819 | $8.30 | $2.92 | 15.4% | 30% |
| 20260818 | $8.93 | $4.50 | 15.5% | 31% |
| 20260817 | $8.23 | $3.67 | 15.1% | 22% |
| 20260814 | $8.62 | $4.55 | 14.9% | 19% |
| 20260813 | $8.73 | $4.70 | 15.1% | 22% |
| 20260812 | $9.65 | $5.30 | 16.0% | 45% |
| 20260811 | $9.10 | $5.00 | 15.5% | 31% |
| 20260810 | $9.50 | $5.35 | 16.0% | 32% |
| 20260807 | — | — | 16.1% | 32% |
| 20260806 | $10.50 | $7.35 | 16.2% | 33% |
| 20260805 | $6.85 | $6.85 | 16.6% | 39% |
| 20260804 | $7.10 | $7.10 | 17.0% | 45% |
| 20260803 | $6.53 | $6.53 | 15.6% | 23% |
| 20260731 | $7.30 | $7.30 | 16.7% | 41% |
| 20260730 | $7.75 | $7.75 | 16.6% | 40% |
| 20260729 | $8.75 | $8.75 | 17.5% | 53% |
More on VDC
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.