VGSH · Expected Move
Vanguard Short-Term Treasury ETF · ETF
The expected move for VGSH 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).
VGSH 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 VGSH Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
4.9%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to VGSH'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.
VGSH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 4.9% | 11% |
| 20261020 | $0.97 | $0.97 | 28.0% | 100% |
| 20261019 | $0.05 | $0.05 | 4.7% | 22% |
| 20261016 | $1.30 | $1.25 | 4.3% | 20% |
| 20261015 | $2.30 | $1.23 | 4.5% | 21% |
| 20261014 | $1.38 | $1.30 | 4.8% | 23% |
| 20261013 | $1.35 | $1.25 | 4.7% | 23% |
| 20261012 | $2.40 | $1.30 | 4.7% | 22% |
| 20261009 | $2.42 | $3.70 | 8.8% | 56% |
| 20261008 | $1.43 | $3.70 | 9.1% | 57% |
| 20261007 | $1.67 | $3.68 | 9.6% | 62% |
| 20261006 | $2.50 | $3.73 | 9.8% | 63% |
| 20261005 | $2.55 | $1.32 | 10.6% | 69% |
| 20261002 | $1.55 | $1.55 | 11.7% | 78% |
| 20261001 | $1.52 | $1.52 | 11.8% | 79% |
| 20260930 | $2.27 | $2.27 | 10.7% | 70% |
| 20260929 | $0.62 | $0.62 | 11.0% | 73% |
| 20260928 | $3.38 | $3.38 | 11.3% | 75% |
| 20260925 | $2.30 | $2.30 | 11.5% | 77% |
| 20260924 | $1.58 | $1.58 | 12.2% | 82% |
| 20260923 | $1.43 | $1.43 | 8.7% | 54% |
| 20260922 | $2.30 | $2.30 | 11.9% | 80% |
| 20260921 | $2.30 | $2.30 | 12.2% | 82% |
| 20260918 | $2.55 | $1.43 | 13.7% | 94% |
| 20260917 | $1.43 | $1.38 | 13.2% | 90% |
| 20260916 | $1.55 | $1.38 | 7.9% | 48% |
| 20260915 | $1.45 | $1.38 | 5.7% | 30% |
| 20260914 | $1.38 | $1.38 | 4.0% | 17% |
| 20260911 | $1.45 | $3.70 | 13.2% | 91% |
| 20260910 | $0.40 | $1.35 | 6.7% | 38% |
| 20260909 | $0.33 | $0.20 | 4.8% | 23% |
| 20260908 | $0.33 | $0.17 | 4.7% | 22% |
| 20260904 | $0.32 | $0.17 | 5.3% | 28% |
| 20260903 | $0.32 | $0.20 | 5.6% | 30% |
| 20260902 | $0.23 | $0.23 | 14.4% | 100% |
| 20260901 | $0.17 | $0.17 | 9.1% | 87% |
| 20260831 | $0.17 | $0.17 | 2.3% | 5% |
| 20260828 | $0.23 | $0.23 | 2.0% | 1% |
| 20260827 | $0.25 | $0.25 | 2.4% | 6% |
| 20260826 | $0.28 | $0.28 | 2.6% | 9% |
| 20260825 | $0.25 | $0.25 | 6.6% | 57% |
| 20260824 | $1.30 | $1.30 | 9.7% | 95% |
| 20260821 | $2.33 | $1.43 | 10.1% | 100% |
| 20260820 | $0.30 | $0.17 | 2.6% | 8% |
| 20260819 | $1.25 | $1.15 | 2.5% | 8% |
| 20260818 | $0.33 | $0.17 | 2.7% | 10% |
| 20260817 | $1.25 | $0.17 | 2.6% | 9% |
| 20260814 | $0.35 | $1.20 | 2.8% | 11% |
| 20260813 | $2.35 | $0.25 | 9.7% | 96% |
| 20260812 | $0.33 | $0.20 | 2.4% | 6% |
| 20260811 | $0.38 | $1.15 | 2.6% | 8% |
| 20260810 | $0.35 | $0.20 | 2.4% | 6% |
| 20260806 | $0.38 | $2.55 | 4.8% | 36% |
| 20260805 | $1.05 | $1.05 | 2.5% | 8% |
| 20260804 | $1.02 | $1.02 | 2.8% | 11% |
| 20260803 | $0.25 | $0.25 | 2.2% | 3% |
| 20260731 | $0.25 | $0.25 | 2.4% | 6% |
| 20260730 | $0.25 | $0.25 | 3.6% | 20% |
| 20260729 | $0.28 | $0.28 | 2.5% | 8% |
| 20260728 | $1.05 | $1.05 | 7.7% | 71% |
More on VGSH
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.