VEGN · Expected Move
US Vegan Climate ETF · ETF
The expected move for VEGN 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).
VEGN 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 VEGN Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$3.95
30-Day ATM IV
23.6%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to VEGN'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.
VEGN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.95 | $3.95 | 23.6% | 84% |
| 20261021 | $3.97 | $3.97 | 21.6% | 61% |
| 20261020 | $3.65 | $3.65 | 20.7% | 51% |
| 20261019 | $3.70 | $3.70 | 19.8% | 38% |
| 20261016 | $4.20 | $5.00 | 22.6% | 68% |
| 20261015 | $4.12 | $1.25 | 21.2% | 54% |
| 20261014 | $3.78 | $1.50 | 19.8% | 31% |
| 20261013 | $3.80 | $1.43 | 18.8% | 22% |
| 20261012 | $3.83 | $1.45 | 18.8% | 22% |
| 20261009 | $4.12 | $1.60 | 19.6% | 30% |
| 20261008 | $4.25 | $1.80 | 19.6% | 38% |
| 20261007 | $4.47 | $1.92 | 20.2% | 44% |
| 20261006 | $5.90 | $3.33 | 24.0% | 73% |
| 20261005 | $4.70 | $2.12 | 20.6% | 47% |
| 20261002 | $2.22 | $2.22 | 20.1% | 43% |
| 20261001 | $2.55 | $2.55 | 20.4% | 45% |
| 20260930 | $3.70 | $3.70 | 23.2% | 67% |
| 20260929 | $2.65 | $2.65 | 20.2% | 44% |
| 20260928 | $2.70 | $2.70 | 20.1% | 43% |
| 20260925 | $2.75 | $2.75 | 19.6% | 39% |
| 20260924 | $2.92 | $2.92 | 19.7% | 40% |
| 20260923 | $3.12 | $3.12 | 19.4% | 37% |
| 20260922 | $2.92 | $2.92 | 18.4% | 29% |
| 20260921 | $2.92 | $2.92 | 17.9% | 26% |
| 20260918 | $2.83 | $3.38 | 16.3% | 13% |
| 20260917 | $3.12 | $1.48 | 18.0% | 27% |
| 20260916 | $3.52 | $1.65 | 20.0% | 42% |
| 20260915 | $3.55 | $1.82 | 20.0% | 42% |
| 20260914 | $3.50 | $1.73 | 19.9% | 41% |
| 20260911 | $3.82 | $1.90 | 20.1% | 43% |
| 20260910 | $4.00 | $2.17 | 21.3% | 52% |
| 20260909 | $3.73 | $1.97 | 19.3% | 36% |
| 20260908 | $3.65 | $1.97 | 18.6% | 31% |
| 20260904 | $3.50 | $1.98 | 17.0% | 18% |
| 20260903 | $3.83 | $2.08 | 18.4% | 29% |
| 20260902 | $2.27 | $2.27 | 18.1% | 28% |
| 20260901 | $2.38 | $2.38 | 18.7% | 32% |
| 20260831 | $2.35 | $2.35 | 17.9% | 26% |
| 20260828 | $2.47 | $2.47 | 17.8% | 25% |
| 20260827 | $2.60 | $2.60 | 17.1% | 19% |
| 20260826 | $2.67 | $2.67 | 17.9% | 26% |
| 20260825 | $2.75 | $2.75 | 18.0% | 26% |
| 20260824 | $3.05 | $3.05 | 18.6% | 31% |
| 20260821 | $3.15 | $3.58 | 18.1% | 27% |
| 20260820 | $3.05 | $1.38 | 17.8% | 25% |
| 20260819 | $3.00 | $1.60 | 17.0% | 19% |
| 20260818 | $3.20 | $1.38 | 18.0% | 27% |
| 20260817 | $3.47 | $1.55 | 17.8% | 25% |
| 20260814 | $3.88 | $1.52 | 19.6% | 39% |
| 20260813 | $3.75 | $1.70 | 18.6% | 31% |
| 20260812 | $3.70 | $1.80 | 18.3% | 28% |
| 20260811 | $3.88 | $2.08 | 18.7% | 32% |
| 20260810 | $3.75 | $1.68 | 18.5% | 30% |
| 20260807 | — | — | 18.3% | 29% |
| 20260806 | $3.88 | $2.20 | 18.0% | 25% |
| 20260805 | $2.22 | $2.22 | 19.2% | 33% |
| 20260804 | $2.70 | $2.70 | 19.4% | 34% |
| 20260803 | $2.20 | $2.20 | 18.5% | 28% |
| 20260731 | $2.67 | $2.67 | 19.3% | 34% |
| 20260730 | $2.90 | $2.90 | 20.1% | 39% |
More on VEGN
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.