VIG · Expected Move
Vanguard Dividend Appreciation ETF · ETF
The expected move for VIG 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).
VIG 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 VIG Expected Move
30-Day Straddle
$6.70
7-Day Straddle
$6.70
30-Day ATM IV
11.7%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to VIG'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.
VIG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $6.70 | $6.70 | 11.7% | 69% |
| 20261020 | $6.88 | $6.88 | 12.2% | 66% |
| 20261019 | $7.10 | $7.10 | 11.4% | 52% |
| 20261016 | $7.40 | $1.80 | 11.3% | 52% |
| 20261015 | $6.55 | $3.25 | 10.9% | 45% |
| 20261014 | $6.70 | $2.27 | 11.0% | 47% |
| 20261013 | $6.82 | $1.62 | 11.1% | 49% |
| 20261012 | $7.20 | $2.15 | 11.5% | 54% |
| 20261009 | $7.10 | $3.18 | 11.1% | 48% |
| 20261008 | $7.65 | $3.45 | 11.0% | 47% |
| 20261007 | $8.07 | $3.65 | 11.3% | 51% |
| 20261006 | $7.72 | $3.55 | 11.3% | 51% |
| 20261005 | $6.88 | $2.50 | 9.9% | 31% |
| 20261002 | $3.67 | $3.67 | 11.3% | 51% |
| 20261001 | $4.08 | $4.08 | 11.9% | 60% |
| 20260930 | $4.88 | $4.88 | 12.5% | 69% |
| 20260929 | $4.58 | $4.58 | 11.6% | 56% |
| 20260928 | $4.85 | $4.85 | 11.0% | 47% |
| 20260925 | $5.73 | $5.73 | 10.8% | 45% |
| 20260924 | $5.15 | $5.15 | 10.9% | 45% |
| 20260923 | $5.25 | $5.25 | 10.7% | 42% |
| 20260922 | $5.00 | $5.00 | 10.7% | 42% |
| 20260921 | $5.68 | $5.68 | 10.7% | 42% |
| 20260918 | $5.55 | $2.35 | 10.0% | 33% |
| 20260917 | $6.12 | $2.48 | 10.7% | 42% |
| 20260916 | $6.17 | $2.22 | 11.2% | 50% |
| 20260915 | $7.08 | $3.73 | 12.3% | 66% |
| 20260914 | $6.08 | $2.58 | 11.0% | 47% |
| 20260911 | $6.15 | $2.80 | 10.5% | 39% |
| 20260910 | $6.55 | $3.38 | 11.3% | 52% |
| 20260909 | $6.83 | $2.80 | 11.3% | 51% |
| 20260908 | $7.35 | $2.85 | 11.6% | 56% |
| 20260904 | $7.15 | $4.28 | 10.0% | 32% |
| 20260903 | $6.95 | $3.55 | 10.0% | 33% |
| 20260902 | $3.95 | $3.95 | 10.1% | 34% |
| 20260901 | $4.25 | $4.25 | 9.7% | 28% |
| 20260831 | $4.60 | $4.60 | 9.7% | 28% |
| 20260828 | $3.88 | $3.88 | 9.4% | 24% |
| 20260827 | $4.35 | $4.35 | 9.5% | 25% |
| 20260826 | $3.92 | $3.92 | 9.3% | 22% |
| 20260825 | $4.90 | $4.90 | 9.9% | 31% |
| 20260824 | $4.58 | $4.58 | 9.6% | 26% |
| 20260821 | $4.90 | $0.90 | 9.4% | 24% |
| 20260820 | $6.17 | $2.53 | 9.5% | 24% |
| 20260819 | $4.40 | $1.43 | 7.8% | 0% |
| 20260818 | $5.55 | $1.43 | 9.8% | 27% |
| 20260817 | $4.70 | $1.60 | 8.0% | 0% |
| 20260814 | $5.30 | $1.70 | 8.5% | 0% |
| 20260813 | $6.12 | $2.40 | 9.0% | 4% |
| 20260812 | $5.95 | $2.52 | 8.9% | 3% |
| 20260811 | $5.65 | $2.88 | 8.7% | 0% |
| 20260810 | $6.62 | $2.80 | 9.9% | 6% |
| 20260807 | — | — | 9.4% | 0% |
| 20260806 | $6.60 | $3.10 | 9.4% | 0% |
| 20260805 | $3.62 | $3.62 | 10.1% | 4% |
| 20260804 | $3.83 | $3.83 | 10.1% | 5% |
| 20260803 | $3.93 | $3.93 | 10.2% | 5% |
| 20260731 | $4.18 | $4.18 | 10.2% | 5% |
| 20260730 | $4.72 | $4.72 | 10.4% | 7% |
| 20260729 | $4.43 | $4.43 | 11.4% | 15% |
More on VIG
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.