VEU · Expected Move
Vanguard FTSE All-World Ex-US ETF · ETF
The expected move for VEU 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).
VEU 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 VEU Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
17.4%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to VEU'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.
VEU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 17.4% | 49% |
| 20261021 | $0.00 | $0.00 | 17.0% | 43% |
| 20261020 | $0.00 | $0.00 | 16.4% | 33% |
| 20261019 | $0.00 | $0.00 | 17.3% | 47% |
| 20261016 | $3.33 | $1.40 | 17.1% | 45% |
| 20261015 | $3.42 | $1.65 | 16.8% | 39% |
| 20261014 | $3.50 | $1.80 | 17.2% | 45% |
| 20261013 | $3.80 | $1.40 | 17.6% | 51% |
| 20261012 | $3.90 | $2.08 | 17.7% | 52% |
| 20261009 | $3.95 | $2.08 | 17.9% | 56% |
| 20261008 | $4.03 | $1.82 | 17.8% | 55% |
| 20261007 | $4.00 | $2.22 | 18.0% | 57% |
| 20261006 | $4.05 | $2.25 | 17.9% | 56% |
| 20261005 | $4.25 | $2.30 | 18.2% | 61% |
| 20261002 | $2.45 | $2.45 | 18.1% | 59% |
| 20261001 | $2.65 | $2.65 | 18.4% | 64% |
| 20260930 | $2.50 | $2.50 | 17.8% | 55% |
| 20260929 | $2.05 | $2.05 | 16.6% | 35% |
| 20260928 | $2.48 | $2.48 | 16.4% | 33% |
| 20260925 | $2.65 | $2.65 | 16.3% | 31% |
| 20260924 | $2.65 | $2.65 | 16.0% | 25% |
| 20260923 | $2.95 | $2.95 | 17.3% | 43% |
| 20260922 | $2.88 | $2.88 | 14.5% | 3% |
| 20260921 | $2.62 | $2.62 | 15.3% | 14% |
| 20260918 | $3.05 | $1.75 | 16.4% | 30% |
| 20260917 | $3.25 | $1.43 | 17.0% | 40% |
| 20260916 | $3.35 | $1.98 | 16.5% | 32% |
| 20260915 | $2.62 | $2.25 | 14.3% | 0% |
| 20260914 | $3.08 | $2.15 | 15.6% | 10% |
| 20260911 | $3.55 | $2.15 | 17.1% | 34% |
| 20260910 | $3.77 | $2.50 | 18.0% | 48% |
| 20260909 | $3.17 | $2.03 | 15.5% | 8% |
| 20260908 | $3.58 | $2.42 | 16.7% | 28% |
| 20260904 | $3.70 | $2.00 | 15.4% | 6% |
| 20260903 | $3.62 | $1.88 | 15.1% | 1% |
| 20260902 | $2.77 | $2.77 | 17.2% | 36% |
| 20260901 | $2.38 | $2.38 | 16.3% | 19% |
| 20260831 | $2.17 | $2.17 | 15.6% | 9% |
| 20260828 | $2.42 | $2.42 | 15.6% | 10% |
| 20260827 | $2.75 | $2.75 | 16.3% | 18% |
| 20260826 | $2.75 | $2.75 | 16.2% | 18% |
| 20260825 | $3.05 | $3.05 | 17.0% | 29% |
| 20260824 | $3.50 | $3.50 | 18.0% | 44% |
| 20260821 | $3.00 | $2.67 | 16.7% | 25% |
| 20260820 | $3.52 | $1.62 | 18.4% | 50% |
| 20260819 | $3.60 | $1.85 | 18.6% | 52% |
| 20260818 | $3.42 | $1.62 | 17.5% | 37% |
| 20260817 | $3.30 | $2.00 | 16.6% | 23% |
| 20260814 | $3.58 | $2.08 | 16.7% | 16% |
| 20260813 | $3.60 | $2.17 | 17.7% | 24% |
| 20260812 | $3.42 | $1.75 | 17.3% | 20% |
| 20260811 | $3.93 | $1.80 | 17.8% | 24% |
| 20260810 | $4.17 | $1.98 | 18.5% | 31% |
| 20260807 | — | — | 16.8% | 14% |
| 20260806 | $4.22 | $2.17 | 16.9% | 15% |
| 20260805 | $2.00 | $2.00 | 17.3% | 18% |
| 20260804 | $2.33 | $2.33 | 17.5% | 19% |
| 20260803 | $2.58 | $2.58 | 18.4% | 26% |
| 20260731 | $2.88 | $2.88 | 18.6% | 27% |
| 20260730 | $2.95 | $2.95 | 18.1% | 24% |
More on VEU
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.