VEA · Expected Move
Vanguard FTSE Developed Markets ETF · ETF
The expected move for VEA 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).
VEA 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 VEA Expected Move
30-Day Straddle
$2.48
7-Day Straddle
$2.48
30-Day ATM IV
16.3%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to VEA'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.
VEA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.48 | $2.48 | 16.3% | 14% |
| 20261021 | $2.90 | $2.90 | 18.1% | 23% |
| 20261020 | $2.45 | $2.45 | 15.6% | 11% |
| 20261019 | $3.10 | $3.10 | 17.4% | 19% |
| 20261016 | $3.03 | $0.90 | 17.4% | 20% |
| 20261015 | $3.12 | $0.82 | 17.7% | 21% |
| 20261014 | $3.30 | $1.12 | 18.2% | 23% |
| 20261013 | $3.28 | $1.07 | 23.5% | 48% |
| 20261012 | $3.47 | $1.17 | 19.1% | 27% |
| 20261009 | $3.50 | $1.43 | 18.8% | 26% |
| 20261008 | $3.55 | $1.65 | 18.9% | 26% |
| 20261007 | $3.82 | $1.62 | 19.0% | 27% |
| 20261006 | $3.98 | $1.80 | 19.7% | 30% |
| 20261005 | $3.80 | $2.10 | 19.1% | 27% |
| 20261002 | $2.08 | $2.08 | 18.5% | 24% |
| 20261001 | $2.40 | $2.40 | 20.0% | 32% |
| 20260930 | $2.05 | $2.05 | 18.9% | 26% |
| 20260929 | $2.70 | $2.70 | 20.8% | 35% |
| 20260928 | $2.15 | $2.15 | 18.0% | 22% |
| 20260925 | $2.27 | $2.27 | 17.7% | 21% |
| 20260924 | $2.80 | $2.80 | 19.3% | 28% |
| 20260923 | $2.80 | $2.80 | 18.2% | 23% |
| 20260922 | $2.30 | $2.30 | 17.0% | 18% |
| 20260921 | $2.77 | $2.77 | 18.6% | 25% |
| 20260918 | $2.88 | $0.65 | 17.7% | 21% |
| 20260917 | $2.88 | $0.75 | 17.4% | 19% |
| 20260916 | $3.00 | $1.00 | 17.3% | 19% |
| 20260915 | $3.05 | $1.48 | 18.2% | 23% |
| 20260914 | $2.83 | $1.40 | 17.1% | 18% |
| 20260911 | $2.95 | $1.43 | 16.4% | 15% |
| 20260910 | $3.02 | $1.77 | 17.1% | 18% |
| 20260909 | $3.30 | $1.83 | 18.1% | 22% |
| 20260908 | $3.30 | $1.70 | 34.6% | 100% |
| 20260904 | $2.42 | $1.93 | 13.4% | 1% |
| 20260903 | $3.15 | $2.05 | 16.5% | 25% |
| 20260902 | $2.08 | $2.08 | 22.3% | 71% |
| 20260901 | $2.17 | $2.17 | 22.5% | 72% |
| 20260831 | $1.95 | $1.95 | 15.3% | 16% |
| 20260828 | $2.12 | $2.12 | 15.5% | 18% |
| 20260827 | $2.15 | $2.15 | 16.9% | 29% |
| 20260826 | $2.42 | $2.42 | 16.0% | 21% |
| 20260825 | $2.65 | $2.65 | 16.8% | 28% |
| 20260824 | $2.52 | $2.52 | 16.8% | 28% |
| 20260821 | $2.85 | $0.65 | 16.9% | 28% |
| 20260820 | $2.75 | $0.72 | 16.9% | 28% |
| 20260819 | $2.98 | $0.68 | 17.7% | 35% |
| 20260818 | $2.95 | $1.12 | 16.8% | 27% |
| 20260817 | $2.60 | $1.30 | 15.4% | 17% |
| 20260814 | $2.55 | $0.90 | 14.2% | 7% |
| 20260813 | $2.75 | $1.15 | 14.2% | 7% |
| 20260812 | $2.65 | $1.32 | 14.4% | 7% |
| 20260811 | $2.77 | $1.40 | 15.3% | 14% |
| 20260810 | $3.25 | $1.50 | 16.5% | 22% |
| 20260807 | — | — | 15.4% | 14% |
| 20260806 | $3.17 | $1.92 | 23.6% | 70% |
| 20260805 | $1.98 | $1.98 | 17.1% | 26% |
| 20260804 | $1.97 | $1.97 | 16.7% | 24% |
| 20260803 | $2.17 | $2.17 | 17.3% | 28% |
| 20260731 | $2.52 | $2.52 | 18.6% | 36% |
| 20260730 | $1.90 | $1.90 | 14.9% | 11% |
More on VEA
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.