VGK · Expected Move
Vanguard FTSE Europe ETF · ETF
The expected move for VGK 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).
VGK 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 VGK Expected Move
30-Day Straddle
$3.47
7-Day Straddle
$3.47
30-Day ATM IV
17.8%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to VGK'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.
VGK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.47 | $3.47 | 17.8% | 61% |
| 20261020 | $3.58 | $3.58 | 17.9% | 62% |
| 20261019 | $4.12 | $4.12 | 18.8% | 70% |
| 20261016 | $3.45 | $1.30 | 15.4% | 39% |
| 20261015 | $3.83 | $0.85 | 17.5% | 59% |
| 20261014 | $3.75 | $1.02 | 17.3% | 57% |
| 20261013 | $4.07 | $1.40 | 17.5% | 58% |
| 20261012 | $2.97 | $1.42 | 13.7% | 23% |
| 20261009 | $3.23 | $1.67 | 14.2% | 28% |
| 20261008 | $3.15 | $1.70 | 13.4% | 20% |
| 20261007 | $3.65 | $1.62 | 15.7% | 42% |
| 20261006 | $4.10 | $1.95 | 16.9% | 52% |
| 20261005 | $5.08 | $2.77 | 20.7% | 86% |
| 20261002 | $2.83 | $2.83 | 19.2% | 73% |
| 20261001 | $2.80 | $2.80 | 19.7% | 78% |
| 20260930 | $2.40 | $2.40 | 16.5% | 49% |
| 20260929 | $2.48 | $2.48 | 16.3% | 41% |
| 20260928 | $2.52 | $2.52 | 15.5% | 34% |
| 20260925 | $2.42 | $2.42 | 15.0% | 31% |
| 20260924 | $2.60 | $2.60 | 17.0% | 46% |
| 20260923 | $2.50 | $2.50 | 15.5% | 35% |
| 20260922 | $2.65 | $2.65 | 13.9% | 22% |
| 20260921 | $2.85 | $2.85 | 15.6% | 35% |
| 20260918 | $2.95 | $0.93 | 14.9% | 30% |
| 20260917 | $2.98 | $0.95 | 14.5% | 26% |
| 20260916 | $2.83 | $1.95 | 14.9% | 30% |
| 20260915 | $3.30 | $2.25 | 16.0% | 39% |
| 20260914 | $3.65 | $1.67 | 16.2% | 40% |
| 20260911 | $3.58 | $2.27 | 16.4% | 42% |
| 20260910 | $3.60 | $2.00 | 15.9% | 38% |
| 20260909 | $3.10 | $1.75 | 13.9% | 22% |
| 20260908 | $3.65 | $1.90 | 15.3% | 33% |
| 20260904 | $3.42 | $1.52 | 12.9% | 14% |
| 20260903 | $3.50 | $1.48 | 13.1% | 16% |
| 20260902 | $2.12 | $2.12 | 13.4% | 18% |
| 20260901 | $2.20 | $2.20 | 14.0% | 22% |
| 20260831 | $2.17 | $2.17 | 13.7% | 20% |
| 20260828 | $2.10 | $2.10 | 13.3% | 17% |
| 20260827 | $2.27 | $2.27 | 13.2% | 16% |
| 20260826 | $2.58 | $2.58 | 13.9% | 22% |
| 20260825 | $2.90 | $2.90 | 14.9% | 30% |
| 20260824 | $2.90 | $2.90 | 13.7% | 20% |
| 20260821 | $2.97 | $0.40 | 13.8% | 20% |
| 20260820 | $3.00 | $0.68 | 14.6% | 27% |
| 20260819 | $2.48 | $0.68 | 12.1% | 7% |
| 20260818 | $2.77 | $1.12 | 13.7% | 20% |
| 20260817 | $2.42 | $1.12 | 11.2% | 0% |
| 20260814 | $3.02 | $1.17 | 13.1% | 8% |
| 20260813 | $2.88 | $1.48 | 13.0% | 8% |
| 20260812 | $2.67 | $1.55 | 11.7% | 0% |
| 20260811 | $3.12 | $1.70 | 13.3% | 4% |
| 20260810 | $3.33 | $1.75 | 14.0% | 8% |
| 20260807 | — | — | 12.7% | 0% |
| 20260806 | $3.92 | $2.10 | 15.0% | 12% |
| 20260805 | $2.08 | $2.08 | 12.7% | 0% |
| 20260804 | $2.33 | $2.33 | 13.7% | 0% |
| 20260803 | $2.38 | $2.38 | 15.7% | 9% |
| 20260731 | $2.55 | $2.55 | 22.0% | 46% |
| 20260730 | $2.52 | $2.52 | 15.2% | 7% |
| 20260729 | $2.55 | $2.55 | 16.4% | 14% |
More on VGK
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.