VHT · Expected Move

Vanguard Health Care ETF · ETF

The expected move for VHT 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).

VHT straddle price & implied vol

60 sessions

Bars: 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 VHT Expected Move
30-Day Straddle
$14.35
7-Day Straddle
$14.35
30-Day ATM IV
18.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to VHT'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.
VHT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $14.35 $14.35 18.7% 100%
20261020 $14.35 $14.35 18.5% 100%
20261019 $14.10 $14.10 18.0% 96%
20261016 $14.70 $2.48 17.5% 83%
20261015 $14.45 $3.55 17.7% 88%
20261014 $14.75 $5.40 18.2% 100%
20261013 $14.75 $5.58 17.8% 92%
20261012 $15.25 $6.47 18.1% 100%
20261009 $15.05 $6.85 17.6% 92%
20261008 $14.90 $7.35 17.4% 88%
20261007 $15.40 $6.88 17.5% 90%
20261006 $14.65 $7.15 16.5% 62%
20261005 $15.65 $7.32 17.4% 87%
20261002 $7.58 $7.58 16.3% 57%
20261001 $9.57 $9.57 17.5% 89%
20260930 $9.22 $9.22 16.7% 68%
20260929 $9.35 $9.35 17.2% 80%
20260928 $9.55 $9.55 16.7% 68%
20260925 $10.00 $10.00 16.7% 69%
20260924 $10.60 $10.60 16.8% 72%
20260923 $10.45 $10.45 16.1% 53%
20260922 $10.50 $10.50 16.2% 55%
20260921 $11.10 $11.10 15.9% 46%
20260918 $11.20 $2.40 15.8% 45%
20260917 $10.90 $4.45 15.2% 27%
20260916 $11.40 $3.92 15.8% 45%
20260915 $12.00 $5.47 16.4% 59%
20260914 $12.15 $4.88 16.3% 58%
20260911 $12.35 $5.55 16.0% 49%
20260910 $12.65 $6.95 16.0% 50%
20260909 $13.05 $7.10 16.5% 63%
20260908 $13.05 $7.67 16.3% 57%
20260904 $13.65 $7.53 15.1% 26%
20260903 $13.75 $7.80 15.3% 27%
20260902 $8.32 $8.32 15.1% 22%
20260901 $8.15 $8.15 15.1% 22%
20260831 $8.65 $8.65 15.3% 25%
20260828 $9.60 $9.60 15.5% 29%
20260827 $9.55 $9.55 15.5% 29%
20260826 $11.20 $11.20 16.6% 52%
20260825 $10.90 $10.90 16.5% 51%
20260824 $11.55 $11.55 16.8% 56%
20260821 $12.05 $2.80 16.5% 50%
20260820 $12.35 $3.65 16.8% 58%
20260819 $12.95 $4.62 17.2% 66%
20260818 $11.05 $3.80 14.9% 16%
20260817 $10.90 $5.00 14.8% 13%
20260814 $11.45 $4.55 14.7% 8%
20260813 $12.00 $6.22 15.0% 13%
20260812 $12.80 $6.67 15.5% 19%
20260811 $12.50 $7.25 15.4% 18%
20260810 $13.30 $7.95 16.4% 34%
20260807 — — 16.2% 24%
20260806 $14.35 $9.50 17.3% 38%
20260805 $9.00 $9.00 17.1% 35%
20260804 $8.40 $8.40 16.5% 28%
20260803 $9.30 $9.30 16.7% 31%
20260731 $9.75 $9.75 16.8% 32%
20260730 $11.18 $11.18 17.4% 40%
20260729 $10.60 $10.60 16.4% 27%

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.