VFMO · Expected Move
Vanguard U.S. Momentum Factor ETF · ETF
The expected move for VFMO 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).
VFMO 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 VFMO Expected Move
30-Day Straddle
$6.00
7-Day Straddle
$6.00
30-Day ATM IV
25.1%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to VFMO'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.
VFMO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.00 | $6.00 | 25.1% | 75% |
| 20261021 | $6.45 | $6.45 | 23.1% | 55% |
| 20261020 | $6.80 | $6.80 | 25.4% | 77% |
| 20261019 | $0.00 | $0.00 | 22.8% | 45% |
| 20261016 | $14.30 | $7.12 | 25.1% | 64% |
| 20261015 | $12.85 | $3.52 | 22.0% | 39% |
| 20261014 | $13.20 | $3.82 | 22.2% | 40% |
| 20261013 | $12.35 | $3.90 | 20.1% | 23% |
| 20261012 | $12.10 | $3.88 | 20.9% | 29% |
| 20261009 | $12.80 | $4.43 | 20.3% | 24% |
| 20261008 | $13.20 | $5.07 | 21.3% | 33% |
| 20261007 | $13.45 | $5.38 | 21.0% | 30% |
| 20261006 | $14.05 | $5.80 | 20.7% | 28% |
| 20261005 | $14.10 | $6.15 | 21.0% | 30% |
| 20261002 | $7.17 | $7.17 | 21.3% | 33% |
| 20261001 | $7.75 | $7.75 | 22.0% | 39% |
| 20260930 | $8.22 | $8.22 | 21.7% | 36% |
| 20260929 | $7.90 | $7.90 | 21.0% | 30% |
| 20260928 | $8.70 | $8.70 | 21.4% | 34% |
| 20260925 | $8.25 | $8.25 | 20.4% | 25% |
| 20260924 | $8.60 | $8.60 | 20.9% | 30% |
| 20260923 | $8.82 | $8.82 | 20.5% | 26% |
| 20260922 | $9.03 | $9.03 | 18.7% | 11% |
| 20260921 | $9.15 | $9.15 | 19.7% | 19% |
| 20260918 | $9.15 | $7.30 | 17.4% | 0% |
| 20260917 | $10.50 | $3.32 | 19.3% | 2% |
| 20260916 | $10.65 | $3.33 | 20.9% | 18% |
| 20260915 | $10.70 | $4.08 | 20.6% | 15% |
| 20260914 | $10.90 | $4.32 | 20.6% | 15% |
| 20260911 | $11.00 | $4.45 | 19.7% | 6% |
| 20260910 | $13.25 | $6.55 | 22.3% | 32% |
| 20260909 | $12.45 | $6.22 | 21.4% | 23% |
| 20260908 | $12.40 | $6.20 | 20.3% | 13% |
| 20260904 | $12.05 | $6.18 | 19.0% | 0% |
| 20260903 | $12.20 | $6.77 | 19.2% | 2% |
| 20260902 | $7.55 | $7.55 | 19.4% | 4% |
| 20260901 | $7.65 | $7.65 | 20.3% | 12% |
| 20260831 | $8.10 | $8.10 | 19.0% | 0% |
| 20260828 | $8.32 | $8.32 | 19.0% | 0% |
| 20260827 | $8.45 | $8.45 | 19.5% | 0% |
| 20260826 | $9.78 | $9.78 | 20.9% | 6% |
| 20260825 | $11.30 | $11.30 | 22.9% | 29% |
| 20260824 | $10.12 | $10.12 | 21.4% | 13% |
| 20260821 | $10.77 | $7.85 | 21.0% | 8% |
| 20260820 | $12.50 | $3.90 | 23.2% | 32% |
| 20260819 | $11.30 | $3.90 | 21.1% | 9% |
| 20260818 | $11.65 | $4.03 | 21.2% | 9% |
| 20260817 | $11.70 | $4.15 | 20.3% | 0% |
| 20260814 | $12.43 | $5.03 | 20.7% | 0% |
| 20260813 | $13.15 | $5.57 | 21.6% | 9% |
| 20260812 | $13.50 | $5.85 | 22.0% | 13% |
| 20260811 | $13.20 | $6.45 | 21.8% | 11% |
| 20260810 | $13.55 | $6.80 | 21.9% | 12% |
| 20260807 | — | — | 21.5% | 5% |
| 20260806 | $14.80 | $8.75 | 22.5% | 11% |
| 20260805 | $8.85 | $8.85 | 23.1% | 15% |
| 20260804 | $9.55 | $9.55 | 24.1% | 20% |
| 20260803 | $9.00 | $9.00 | 22.3% | 10% |
| 20260731 | $8.75 | $8.75 | 21.2% | 3% |
| 20260730 | $10.20 | $10.20 | 23.8% | 19% |
More on VFMO
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.