VFMF · Expected Move
Vanguard U.S. Multifactor ETF · ETF
The expected move for VFMF 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).
VFMF 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 VFMF Expected Move
30-Day Straddle
$6.18
7-Day Straddle
$6.18
30-Day ATM IV
14.4%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to VFMF'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.
VFMF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.18 | $6.18 | 14.4% | 14% |
| 20261021 | $2.98 | $2.98 | 14.3% | 13% |
| 20261020 | $3.33 | $3.33 | 14.0% | 9% |
| 20261019 | $0.00 | $0.00 | 14.7% | 18% |
| 20261016 | $6.93 | $6.30 | 14.7% | 17% |
| 20261015 | $6.67 | $3.15 | 14.4% | 14% |
| 20261014 | $6.85 | $4.17 | 14.7% | 18% |
| 20261013 | $6.70 | $3.55 | 14.1% | 11% |
| 20261012 | $7.10 | $3.95 | 14.7% | 18% |
| 20261009 | $7.20 | $4.15 | 16.2% | 37% |
| 20261008 | $7.25 | $4.82 | 15.7% | 31% |
| 20261007 | $7.45 | $4.15 | 16.3% | 38% |
| 20261006 | $7.50 | $4.85 | 16.1% | 35% |
| 20261005 | $7.60 | $4.38 | 15.7% | 31% |
| 20261002 | $4.90 | $4.90 | 16.2% | 37% |
| 20261001 | $4.38 | $4.38 | 15.9% | 33% |
| 20260930 | $3.85 | $3.85 | 16.3% | 38% |
| 20260929 | $4.72 | $4.72 | 15.6% | 30% |
| 20260928 | $5.03 | $5.03 | 14.9% | 20% |
| 20260925 | $5.35 | $5.35 | 15.0% | 22% |
| 20260924 | $5.25 | $5.25 | 14.2% | 12% |
| 20260923 | $5.55 | $5.55 | 14.8% | 19% |
| 20260922 | $5.53 | $5.53 | 15.3% | 26% |
| 20260921 | $5.25 | $5.25 | 15.3% | 26% |
| 20260918 | $6.05 | $6.40 | 15.8% | 32% |
| 20260917 | $5.88 | $3.60 | 15.2% | 24% |
| 20260916 | $6.25 | $3.55 | 16.0% | 34% |
| 20260915 | $6.35 | $4.25 | 14.8% | 20% |
| 20260914 | $6.65 | $4.20 | 15.2% | 25% |
| 20260911 | $6.68 | $4.40 | 16.4% | 40% |
| 20260910 | $6.97 | $4.70 | 16.0% | 34% |
| 20260909 | $6.75 | $4.75 | 15.2% | 24% |
| 20260908 | $6.98 | $4.60 | 16.0% | 34% |
| 20260904 | $7.28 | $4.60 | 14.9% | 21% |
| 20260903 | $7.40 | $4.75 | 14.3% | 12% |
| 20260902 | $4.85 | $4.85 | 15.5% | 28% |
| 20260901 | $4.90 | $4.90 | 14.5% | 15% |
| 20260831 | $5.10 | $5.10 | 13.9% | 8% |
| 20260828 | $4.97 | $4.97 | 13.8% | 6% |
| 20260827 | $5.25 | $5.25 | 13.6% | 4% |
| 20260826 | $5.35 | $5.35 | 13.5% | 3% |
| 20260825 | $5.40 | $5.40 | 13.3% | 0% |
| 20260824 | $5.40 | $5.40 | 16.0% | 30% |
| 20260821 | $5.67 | $9.10 | 15.2% | 20% |
| 20260820 | $6.22 | $3.60 | 15.2% | 20% |
| 20260819 | $6.18 | $3.65 | 15.9% | 30% |
| 20260818 | $6.33 | $3.95 | 15.6% | 26% |
| 20260817 | $6.15 | $4.05 | 15.7% | 27% |
| 20260814 | $6.62 | $4.25 | 14.5% | 9% |
| 20260813 | $6.47 | $4.40 | 15.1% | 16% |
| 20260812 | $6.55 | $4.30 | 14.4% | 8% |
| 20260811 | $7.08 | $3.90 | 15.0% | 14% |
| 20260810 | $7.07 | $3.75 | 15.0% | 13% |
| 20260807 | — | — | 14.5% | 6% |
| 20260806 | $7.50 | $7.47 | 15.2% | 12% |
| 20260805 | $4.45 | $4.45 | 15.3% | 12% |
| 20260804 | $4.22 | $4.22 | 13.7% | 0% |
| 20260803 | $4.65 | $4.65 | 14.7% | 4% |
| 20260731 | $5.40 | $5.40 | 15.7% | 12% |
| 20260730 | $5.62 | $5.62 | 15.8% | 13% |
More on VFMF
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.