VDE · Expected Move
Vanguard Energy ETF · ETF
The expected move for VDE 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).
VDE 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 VDE Expected Move
30-Day Straddle
$12.70
7-Day Straddle
$12.70
30-Day ATM IV
29.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to VDE'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.
VDE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $12.70 | $12.70 | 29.6% | 100% |
| 20261022 | $12.45 | $12.45 | 29.5% | 100% |
| 20261021 | $12.05 | $12.05 | 27.9% | 89% |
| 20261020 | $11.30 | $11.30 | 26.1% | 60% |
| 20261019 | $11.95 | $11.95 | 26.9% | 73% |
| 20261016 | $12.80 | $1.57 | 27.2% | 78% |
| 20261015 | $12.45 | $2.35 | 26.4% | 65% |
| 20261014 | $12.60 | $3.70 | 26.2% | 62% |
| 20261013 | $12.80 | $4.20 | 26.6% | 69% |
| 20261012 | $12.55 | $4.65 | 26.2% | 58% |
| 20261009 | $12.85 | $4.82 | 26.0% | 55% |
| 20261008 | $13.20 | $5.40 | 26.3% | 59% |
| 20261007 | $12.70 | $5.10 | 25.6% | 50% |
| 20261006 | $13.00 | $6.28 | 26.1% | 56% |
| 20261005 | $13.40 | $6.47 | 26.7% | 65% |
| 20261002 | $6.85 | $6.85 | 26.2% | 57% |
| 20261001 | $7.15 | $7.15 | 25.5% | 45% |
| 20260930 | $7.50 | $7.50 | 25.6% | 46% |
| 20260929 | $8.03 | $8.03 | 26.5% | 55% |
| 20260928 | $7.90 | $7.90 | 26.5% | 56% |
| 20260925 | $8.15 | $8.15 | 25.6% | 44% |
| 20260924 | $9.03 | $9.03 | 26.3% | 53% |
| 20260923 | $9.10 | $9.10 | 26.4% | 55% |
| 20260922 | $9.20 | $9.20 | 26.0% | 49% |
| 20260921 | $9.80 | $9.80 | 26.8% | 59% |
| 20260918 | $10.45 | $1.35 | 26.6% | 56% |
| 20260917 | $10.25 | $2.77 | 25.3% | 40% |
| 20260916 | $11.70 | $3.42 | 28.4% | 80% |
| 20260915 | $12.65 | $4.70 | 28.6% | 82% |
| 20260914 | $12.20 | $4.42 | 27.4% | 66% |
| 20260911 | $12.00 | $5.67 | 26.5% | 55% |
| 20260910 | $12.40 | $6.65 | 27.2% | 65% |
| 20260909 | $11.75 | $6.17 | 25.3% | 40% |
| 20260908 | $11.85 | $6.33 | 25.5% | 42% |
| 20260904 | $11.40 | $6.62 | 23.6% | 18% |
| 20260903 | $11.80 | $7.57 | 23.9% | 22% |
| 20260902 | $8.00 | $8.00 | 24.9% | 34% |
| 20260901 | $8.30 | $8.30 | 24.5% | 29% |
| 20260831 | $7.78 | $7.78 | 24.0% | 23% |
| 20260828 | $8.38 | $8.38 | 24.3% | 27% |
| 20260827 | $8.95 | $8.95 | 25.2% | 39% |
| 20260826 | $8.95 | $8.95 | 25.1% | 37% |
| 20260825 | $8.88 | $8.88 | 24.7% | 32% |
| 20260824 | $9.20 | $9.20 | 24.2% | 25% |
| 20260821 | $9.65 | $1.32 | 24.4% | 29% |
| 20260820 | $9.70 | $2.60 | 24.2% | 26% |
| 20260819 | $8.82 | $3.12 | 22.2% | 0% |
| 20260818 | $10.80 | $3.60 | 25.5% | 35% |
| 20260817 | $10.20 | $3.70 | 24.4% | 19% |
| 20260814 | $10.90 | $3.92 | 25.2% | 26% |
| 20260813 | $10.70 | $5.35 | 23.8% | 10% |
| 20260812 | $10.95 | $5.38 | 24.6% | 19% |
| 20260811 | $11.15 | $6.95 | 25.4% | 29% |
| 20260810 | $12.25 | $7.42 | 28.3% | 63% |
| 20260807 | — | — | 26.0% | 28% |
| 20260806 | $11.80 | $7.45 | 26.5% | 32% |
| 20260805 | $7.12 | $7.12 | 26.0% | 28% |
| 20260804 | $7.55 | $7.55 | 25.8% | 26% |
| 20260803 | $8.00 | $8.00 | 26.4% | 32% |
| 20260731 | $7.95 | $7.95 | 26.0% | 28% |
More on VDE
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.