VEGI · Expected Move
iShares MSCI Agriculture Producers ETF · ETF
The expected move for VEGI 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).
VEGI 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 VEGI Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
30-Day ATM IV
26.0%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to VEGI'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.
VEGI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $3.40 | $3.40 | 26.0% | 22% |
| 20261026 | $0.00 | $0.00 | 27.5% | 25% |
| 20261023 | $0.00 | $0.00 | 20.4% | 11% |
| 20261022 | $1.60 | $1.60 | 24.9% | 20% |
| 20261021 | $0.00 | $0.00 | 25.9% | 22% |
| 20261020 | $4.90 | $4.90 | 25.5% | 21% |
| 20261019 | $0.00 | $0.00 | 37.1% | 42% |
| 20261016 | $2.55 | $3.20 | 14.3% | 0% |
| 20261015 | $3.65 | $2.25 | 29.7% | 21% |
| 20261014 | $3.55 | $2.85 | 30.8% | 24% |
| 20261013 | $3.50 | $2.88 | 30.7% | 23% |
| 20261012 | $3.60 | $2.10 | 30.0% | 22% |
| 20261009 | $3.65 | $2.83 | 39.0% | 41% |
| 20261008 | $3.75 | $2.30 | 41.3% | 45% |
| 20261007 | $3.80 | $2.40 | 33.3% | 29% |
| 20261006 | $3.90 | $2.98 | 40.0% | 42% |
| 20261005 | $3.75 | $2.90 | 42.7% | 48% |
| 20261002 | $3.05 | $3.05 | 39.6% | 42% |
| 20261001 | $2.30 | $2.30 | 38.5% | 39% |
| 20260930 | $2.50 | $2.50 | 38.3% | 39% |
| 20260929 | $3.15 | $3.15 | 39.0% | 40% |
| 20260928 | $3.20 | $3.20 | 36.5% | 35% |
| 20260925 | $3.20 | $3.20 | 42.4% | 47% |
| 20260924 | $3.28 | $3.28 | 47.4% | 58% |
| 20260923 | $3.20 | $3.20 | 55.0% | 73% |
| 20260922 | $2.70 | $2.70 | 57.1% | 78% |
| 20260921 | $2.50 | $2.50 | 61.7% | 87% |
| 20260918 | $2.95 | $2.48 | 65.6% | 95% |
| 20260917 | $2.95 | $1.93 | 44.3% | 51% |
| 20260916 | $2.88 | $1.90 | 68.1% | 100% |
| 20260915 | $2.90 | $2.45 | 33.7% | 68% |
| 20260914 | $3.00 | $1.55 | 39.9% | 97% |
| 20260911 | $2.22 | $1.52 | 26.3% | 33% |
| 20260910 | $2.30 | $1.88 | 25.6% | 30% |
| 20260909 | $3.98 | $2.58 | 31.7% | 59% |
| 20260908 | $2.95 | $2.58 | 26.8% | 35% |
| 20260904 | $4.12 | $2.58 | 30.3% | 52% |
| 20260903 | $3.05 | $2.62 | 23.1% | 18% |
| 20260902 | $2.50 | $2.50 | 27.9% | 41% |
| 20260901 | $2.23 | $2.23 | 34.2% | 70% |
| 20260831 | $2.65 | $2.65 | 32.5% | 63% |
| 20260828 | $2.67 | $2.67 | 36.4% | 81% |
| 20260827 | $2.27 | $2.27 | 37.0% | 84% |
| 20260826 | $2.75 | $2.75 | 36.8% | 83% |
| 20260825 | $3.35 | $3.35 | 37.2% | 85% |
| 20260824 | $2.75 | $2.75 | 32.7% | 64% |
| 20260821 | $2.62 | $3.20 | 25.2% | 28% |
| 20260820 | $2.20 | $2.08 | 24.6% | 25% |
| 20260819 | $2.75 | $2.27 | 30.2% | 52% |
| 20260818 | $2.75 | $2.25 | 30.0% | 51% |
| 20260817 | $2.25 | $2.38 | 29.3% | 47% |
| 20260814 | $2.90 | $2.40 | 29.0% | 46% |
| 20260813 | $2.98 | $2.38 | 28.9% | 45% |
| 20260812 | $2.98 | $2.45 | 28.8% | 45% |
| 20260811 | $2.23 | $1.80 | 28.5% | 43% |
| 20260810 | $2.40 | $3.45 | 25.6% | 30% |
| 20260807 | — | — | 27.4% | 38% |
| 20260806 | $2.55 | $2.00 | 27.7% | 40% |
| 20260805 | $2.00 | $2.00 | 27.8% | 40% |
| 20260804 | $1.82 | $1.82 | 28.5% | 44% |
More on VEGI
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.