VFQY · Expected Move
Vanguard U.S. Quality Factor ETF · ETF
The expected move for VFQY 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).
VFQY 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 VFQY Expected Move
30-Day Straddle
$5.97
7-Day Straddle
$5.97
30-Day ATM IV
14.5%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to VFQY'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.
VFQY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.97 | $5.97 | 14.5% | 20% |
| 20261021 | $0.00 | $0.00 | 13.7% | 14% |
| 20261020 | $0.00 | $0.00 | 19.0% | 57% |
| 20261019 | $0.00 | $0.00 | 20.8% | 71% |
| 20261016 | $6.35 | $9.00 | 14.4% | 19% |
| 20261015 | $6.07 | $1.68 | 13.5% | 12% |
| 20261014 | $6.40 | $1.73 | 14.4% | 20% |
| 20261013 | $6.12 | $1.83 | 13.5% | 12% |
| 20261012 | $6.47 | $2.00 | 13.9% | 15% |
| 20261009 | $6.55 | $2.02 | 13.9% | 15% |
| 20261008 | $6.72 | $2.72 | 14.2% | 18% |
| 20261007 | $6.92 | $2.48 | 14.6% | 21% |
| 20261006 | $6.95 | $2.78 | 14.1% | 17% |
| 20261005 | $7.40 | $3.12 | 14.8% | 23% |
| 20261002 | $3.50 | $3.50 | 14.3% | 19% |
| 20261001 | $3.83 | $3.83 | 14.5% | 20% |
| 20260930 | $4.15 | $4.15 | 15.3% | 27% |
| 20260929 | $4.28 | $4.28 | 14.3% | 19% |
| 20260928 | $4.55 | $4.55 | 14.2% | 18% |
| 20260925 | $3.97 | $3.97 | 13.5% | 12% |
| 20260924 | $5.08 | $5.08 | 13.9% | 15% |
| 20260923 | $3.88 | $3.88 | 12.9% | 7% |
| 20260922 | $4.25 | $4.25 | 12.0% | 0% |
| 20260921 | $4.28 | $4.28 | 12.1% | 0% |
| 20260918 | $4.60 | $6.10 | 12.3% | 1% |
| 20260917 | $4.82 | $1.82 | 12.5% | 2% |
| 20260916 | $5.22 | $2.08 | 13.6% | 11% |
| 20260915 | $5.38 | $2.38 | 13.4% | 10% |
| 20260914 | $5.40 | $2.33 | 13.1% | 7% |
| 20260911 | $5.72 | $2.58 | 13.4% | 10% |
| 20260910 | $6.12 | $3.00 | 14.6% | 19% |
| 20260909 | $6.30 | $3.17 | 14.1% | 15% |
| 20260908 | $6.03 | $3.20 | 13.4% | 10% |
| 20260904 | $6.03 | $3.00 | 12.2% | 0% |
| 20260903 | $6.22 | $3.27 | 12.5% | 2% |
| 20260902 | $3.65 | $3.65 | 13.1% | 7% |
| 20260901 | $4.28 | $4.28 | 14.0% | 14% |
| 20260831 | $3.65 | $3.65 | 12.9% | 5% |
| 20260828 | $4.20 | $4.20 | 13.0% | 6% |
| 20260827 | $4.22 | $4.22 | 12.7% | 3% |
| 20260826 | $4.55 | $4.55 | 13.1% | 6% |
| 20260825 | $4.80 | $4.80 | 13.7% | 11% |
| 20260824 | $5.05 | $5.05 | 13.8% | 12% |
| 20260821 | $5.05 | $9.00 | 12.9% | 4% |
| 20260820 | $5.50 | $2.00 | 13.9% | 13% |
| 20260819 | $5.30 | $2.10 | 12.8% | 4% |
| 20260818 | $10.10 | $2.42 | 24.4% | 100% |
| 20260817 | $5.22 | $2.05 | 12.5% | 2% |
| 20260814 | $5.60 | $2.38 | 12.3% | 0% |
| 20260813 | $5.70 | $2.28 | 12.6% | 0% |
| 20260812 | $6.15 | $2.67 | 13.4% | 5% |
| 20260811 | $6.47 | $2.92 | 14.1% | 12% |
| 20260810 | $6.35 | $3.10 | 13.3% | 3% |
| 20260807 | — | — | 13.1% | 1% |
| 20260806 | $6.88 | $3.83 | 14.1% | 8% |
| 20260805 | $3.83 | $3.83 | 13.8% | 6% |
| 20260804 | $3.95 | $3.95 | 13.7% | 6% |
| 20260803 | $4.12 | $4.12 | 13.4% | 3% |
| 20260731 | $4.65 | $4.65 | 14.2% | 9% |
| 20260730 | $5.15 | $5.15 | 14.8% | 14% |
More on VFQY
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.