VFVA · Expected Move
Vanguard U.S. Value Factor ETF · ETF
The expected move for VFVA 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).
VFVA 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 VFVA Expected Move
30-Day Straddle
$6.70
7-Day Straddle
$6.70
30-Day ATM IV
18.6%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to VFVA'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.
VFVA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $6.70 | $6.70 | 18.6% | 67% |
| 20261020 | $6.90 | $6.90 | 18.6% | 54% |
| 20261019 | $7.50 | $7.50 | 20.0% | 74% |
| 20261016 | $7.10 | $5.00 | 18.4% | 51% |
| 20261015 | $6.70 | $3.60 | 17.1% | 32% |
| 20261014 | $7.10 | $3.65 | 17.7% | 41% |
| 20261013 | $6.90 | $3.75 | 17.3% | 35% |
| 20261012 | $6.60 | $4.10 | 16.8% | 28% |
| 20261009 | $7.60 | $4.15 | 19.4% | 66% |
| 20261008 | $7.20 | $3.90 | 18.6% | 54% |
| 20261007 | $7.80 | $4.30 | 19.5% | 66% |
| 20261006 | $7.90 | $4.35 | 19.1% | 61% |
| 20261005 | $7.90 | $4.25 | 19.1% | 60% |
| 20261002 | $4.50 | $4.50 | 18.7% | 55% |
| 20261001 | $4.50 | $4.50 | 17.9% | 44% |
| 20260930 | $4.75 | $4.75 | 19.6% | 69% |
| 20260929 | $4.90 | $4.90 | 19.3% | 64% |
| 20260928 | $5.00 | $5.00 | 18.4% | 51% |
| 20260925 | $4.90 | $4.90 | 17.6% | 40% |
| 20260924 | $6.00 | $6.00 | 18.9% | 58% |
| 20260923 | $5.65 | $5.65 | 18.8% | 57% |
| 20260922 | $6.40 | $6.40 | 19.0% | 59% |
| 20260921 | $6.50 | $6.50 | 18.5% | 53% |
| 20260918 | $7.30 | $5.10 | 20.1% | 76% |
| 20260917 | $7.20 | $3.60 | 20.4% | 80% |
| 20260916 | $7.00 | $4.15 | 19.5% | 67% |
| 20260915 | $6.20 | $4.10 | 16.8% | 28% |
| 20260914 | $6.70 | $4.05 | 17.6% | 39% |
| 20260911 | $6.50 | $4.40 | 17.0% | 30% |
| 20260910 | $6.40 | $4.60 | 17.6% | 39% |
| 20260909 | $7.60 | $4.50 | 19.3% | 64% |
| 20260908 | $8.10 | $5.45 | 19.5% | 67% |
| 20260904 | $7.10 | $4.70 | 16.9% | 29% |
| 20260903 | $7.40 | $4.60 | 17.2% | 34% |
| 20260902 | $4.70 | $4.70 | 17.1% | 33% |
| 20260901 | $5.40 | $5.40 | 17.7% | 41% |
| 20260831 | $5.00 | $5.00 | 17.5% | 38% |
| 20260828 | $5.55 | $5.55 | 17.0% | 32% |
| 20260827 | $5.80 | $5.80 | 16.7% | 27% |
| 20260826 | $5.40 | $5.40 | 15.8% | 14% |
| 20260825 | $5.60 | $5.60 | 16.8% | 27% |
| 20260824 | $5.50 | $5.50 | 16.8% | 28% |
| 20260821 | $6.20 | $4.35 | 17.3% | 35% |
| 20260820 | $6.20 | $3.40 | 17.2% | 34% |
| 20260819 | $6.40 | $3.50 | 17.1% | 32% |
| 20260818 | $6.75 | $3.75 | 17.7% | 41% |
| 20260817 | $6.70 | $3.85 | 18.0% | 45% |
| 20260814 | $6.60 | $4.20 | 16.9% | 21% |
| 20260813 | $6.00 | $4.05 | 15.8% | 10% |
| 20260812 | $6.80 | $4.25 | 16.6% | 17% |
| 20260811 | $6.25 | $4.65 | 15.8% | 9% |
| 20260810 | $6.65 | $3.33 | 16.1% | 12% |
| 20260807 | — | — | 14.8% | 0% |
| 20260806 | $6.80 | $4.03 | 15.7% | 6% |
| 20260805 | $4.20 | $4.20 | 15.9% | 7% |
| 20260804 | $3.85 | $3.85 | 14.9% | 0% |
| 20260803 | $4.43 | $4.43 | 15.8% | 5% |
| 20260731 | $5.08 | $5.08 | 16.8% | 13% |
| 20260730 | $5.15 | $5.15 | 16.9% | 14% |
| 20260729 | $5.88 | $5.88 | 18.3% | 24% |
More on VFVA
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.