VFMV · Expected Move
Vanguard U.S. Minimum Volatility ETF · ETF
The expected move for VFMV 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).
VFMV 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 VFMV Expected Move
30-Day Straddle
$3.73
7-Day Straddle
$3.73
30-Day ATM IV
11.2%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to VFMV'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.
VFMV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.73 | $3.73 | 11.2% | 53% |
| 20261021 | $3.50 | $3.50 | 10.2% | 30% |
| 20261020 | $3.67 | $3.67 | 10.1% | 28% |
| 20261019 | $3.55 | $3.55 | 10.4% | 35% |
| 20261016 | $4.05 | $5.00 | 11.2% | 52% |
| 20261015 | $3.88 | $1.27 | 10.5% | 36% |
| 20261014 | $3.90 | $1.50 | 10.5% | 38% |
| 20261013 | $3.90 | $1.57 | 10.2% | 30% |
| 20261012 | $3.85 | $1.60 | 10.2% | 30% |
| 20261009 | $4.05 | $1.68 | 10.6% | 38% |
| 20261008 | $4.20 | $1.82 | 10.7% | 41% |
| 20261007 | $4.38 | $1.82 | 11.0% | 48% |
| 20261006 | $4.35 | $1.90 | 10.6% | 38% |
| 20261005 | $4.62 | $2.00 | 11.2% | 53% |
| 20261002 | $2.10 | $2.10 | 10.6% | 39% |
| 20261001 | $2.30 | $2.30 | 10.8% | 44% |
| 20260930 | $2.65 | $2.65 | 11.2% | 52% |
| 20260929 | $2.42 | $2.42 | 10.4% | 35% |
| 20260928 | $2.47 | $2.47 | 10.6% | 38% |
| 20260925 | $2.70 | $2.70 | 10.1% | 29% |
| 20260924 | $2.88 | $2.88 | 10.8% | 43% |
| 20260923 | $2.67 | $2.67 | 10.1% | 29% |
| 20260922 | $2.88 | $2.88 | 9.9% | 24% |
| 20260921 | $2.72 | $2.72 | 9.7% | 19% |
| 20260918 | $2.95 | $5.00 | 9.3% | 12% |
| 20260917 | $3.17 | $1.78 | 9.9% | 23% |
| 20260916 | $3.52 | $1.77 | 10.8% | 43% |
| 20260915 | $3.52 | $2.02 | 10.2% | 30% |
| 20260914 | $3.52 | $2.02 | 10.0% | 26% |
| 20260911 | $3.45 | $2.02 | 10.5% | 36% |
| 20260910 | $3.88 | $2.23 | 11.1% | 50% |
| 20260909 | $3.73 | $2.12 | 10.5% | 36% |
| 20260908 | $3.62 | $2.10 | 10.2% | 31% |
| 20260904 | $3.58 | $2.20 | 9.6% | 18% |
| 20260903 | $3.65 | $2.17 | 9.5% | 15% |
| 20260902 | $2.25 | $2.25 | 10.2% | 30% |
| 20260901 | $2.33 | $2.33 | 9.8% | 21% |
| 20260831 | $2.38 | $2.38 | 9.9% | 23% |
| 20260828 | $2.60 | $2.60 | 9.1% | 8% |
| 20260827 | $2.40 | $2.40 | 8.8% | 0% |
| 20260826 | $2.75 | $2.75 | 9.7% | 17% |
| 20260825 | $2.83 | $2.83 | 9.5% | 11% |
| 20260824 | $2.83 | $2.83 | 9.3% | 8% |
| 20260821 | $2.88 | $3.45 | 9.1% | 3% |
| 20260820 | $3.10 | $1.65 | 9.7% | 15% |
| 20260819 | $3.25 | $1.60 | 9.1% | 3% |
| 20260818 | $3.20 | $1.68 | 9.4% | 10% |
| 20260817 | $3.17 | $1.55 | 9.3% | 7% |
| 20260814 | $3.22 | $1.75 | 9.0% | 1% |
| 20260813 | $3.47 | $1.68 | 9.6% | 8% |
| 20260812 | $3.53 | $1.75 | 9.5% | 7% |
| 20260811 | $3.88 | $2.02 | 10.4% | 20% |
| 20260810 | $3.88 | $1.92 | 9.9% | 12% |
| 20260807 | — | — | 9.6% | 7% |
| 20260806 | $4.15 | $2.30 | 10.2% | 13% |
| 20260805 | $2.40 | $2.40 | 10.3% | 13% |
| 20260804 | $2.35 | $2.35 | 10.4% | 15% |
| 20260803 | $2.33 | $2.33 | 9.7% | 7% |
| 20260731 | $2.58 | $2.58 | 9.7% | 8% |
| 20260730 | $2.73 | $2.73 | 10.2% | 13% |
More on VFMV
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.