VFH · Expected Move
Vanguard Financials ETF · ETF
The expected move for VFH 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).
VFH 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 VFH Expected Move
30-Day Straddle
$5.70
7-Day Straddle
$5.70
30-Day ATM IV
17.8%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to VFH'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.
VFH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.70 | $5.70 | 17.8% | 61% |
| 20261021 | $5.28 | $5.28 | 16.5% | 38% |
| 20261020 | $5.65 | $5.65 | 17.6% | 59% |
| 20261019 | $5.55 | $5.55 | 18.1% | 67% |
| 20261016 | $6.07 | $2.10 | 18.3% | 71% |
| 20261015 | $6.12 | $1.83 | 18.0% | 65% |
| 20261014 | $6.42 | $2.17 | 17.9% | 65% |
| 20261013 | $6.12 | $2.45 | 17.6% | 59% |
| 20261012 | $6.17 | $2.62 | 17.7% | 61% |
| 20261009 | $6.90 | $2.92 | 18.4% | 73% |
| 20261008 | $8.00 | $3.38 | 19.7% | 97% |
| 20261007 | $7.55 | $3.52 | 19.9% | 100% |
| 20261006 | $6.90 | $3.25 | 17.7% | 60% |
| 20261005 | $6.77 | $3.38 | 17.6% | 59% |
| 20261002 | $3.80 | $3.80 | 18.3% | 71% |
| 20261001 | $4.25 | $4.25 | 19.3% | 90% |
| 20260930 | $4.00 | $4.00 | 18.2% | 70% |
| 20260929 | $4.00 | $4.00 | 18.0% | 66% |
| 20260928 | $5.07 | $5.07 | 18.9% | 82% |
| 20260925 | $4.12 | $4.12 | 16.8% | 45% |
| 20260924 | $5.25 | $5.25 | 19.5% | 94% |
| 20260923 | $4.30 | $4.30 | 17.3% | 54% |
| 20260922 | $4.65 | $4.65 | 17.1% | 51% |
| 20260921 | $4.43 | $4.43 | 15.7% | 25% |
| 20260918 | $4.85 | $3.60 | 16.0% | 30% |
| 20260917 | $4.92 | $2.10 | 16.3% | 36% |
| 20260916 | $6.10 | $2.23 | 18.9% | 82% |
| 20260915 | $5.38 | $2.25 | 16.7% | 42% |
| 20260914 | $5.62 | $2.80 | 16.7% | 43% |
| 20260911 | $5.65 | $2.23 | 16.4% | 37% |
| 20260910 | $5.97 | $3.42 | 17.5% | 57% |
| 20260909 | $5.93 | $2.67 | 16.6% | 40% |
| 20260908 | $6.25 | $2.90 | 17.2% | 51% |
| 20260904 | $6.20 | $2.95 | 15.6% | 23% |
| 20260903 | $6.10 | $3.45 | 15.5% | 20% |
| 20260902 | $3.55 | $3.55 | 15.8% | 25% |
| 20260901 | $4.08 | $4.08 | 16.2% | 34% |
| 20260831 | $3.65 | $3.65 | 15.1% | 14% |
| 20260828 | $4.38 | $4.38 | 15.9% | 24% |
| 20260827 | $4.07 | $4.07 | 15.0% | 11% |
| 20260826 | $4.17 | $4.17 | 15.2% | 14% |
| 20260825 | $4.50 | $4.50 | 15.6% | 20% |
| 20260824 | $4.47 | $4.47 | 15.2% | 13% |
| 20260821 | $4.80 | $1.95 | 15.3% | 15% |
| 20260820 | $4.92 | $2.23 | 15.5% | 19% |
| 20260819 | $4.47 | $2.40 | 14.4% | 0% |
| 20260818 | $5.00 | $2.38 | 14.4% | 0% |
| 20260817 | $5.03 | $2.60 | 14.9% | 6% |
| 20260814 | $5.00 | $3.12 | 14.4% | 0% |
| 20260813 | $5.05 | $2.95 | 14.5% | 0% |
| 20260812 | $5.30 | $2.75 | 14.6% | 2% |
| 20260811 | $5.85 | $2.40 | 15.3% | 9% |
| 20260810 | $5.32 | $2.83 | 14.7% | 3% |
| 20260807 | — | — | 15.8% | 9% |
| 20260806 | $5.75 | $3.62 | 15.2% | 5% |
| 20260805 | $4.05 | $4.05 | 14.7% | 2% |
| 20260804 | $3.65 | $3.65 | 14.8% | 3% |
| 20260803 | $4.05 | $4.05 | 15.3% | 6% |
| 20260731 | $4.10 | $4.10 | 15.9% | 10% |
| 20260730 | $4.53 | $4.53 | 16.6% | 15% |
More on VFH
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.