VIGI · Expected Move
Vanguard International Dividend Appreciation ETF · ETF
The expected move for VIGI 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).
VIGI 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 VIGI Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
30-Day ATM IV
18.6%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to VIGI'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.
VIGI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.40 | $3.40 | 18.6% | 56% |
| 20261020 | $3.40 | $3.40 | 20.7% | 79% |
| 20261019 | $3.58 | $3.58 | 17.8% | 48% |
| 20261016 | $3.25 | $3.68 | 20.4% | 76% |
| 20261015 | $3.65 | $2.12 | 17.3% | 43% |
| 20261014 | $4.55 | $2.25 | 18.4% | 54% |
| 20261013 | $5.40 | $2.35 | 21.1% | 82% |
| 20261012 | $3.65 | $2.48 | 17.8% | 48% |
| 20261009 | $4.60 | $2.48 | 17.1% | 41% |
| 20261008 | $3.95 | $2.45 | 16.2% | 32% |
| 20261007 | $4.00 | $2.60 | 16.3% | 32% |
| 20261006 | $4.30 | $2.80 | 16.9% | 39% |
| 20261005 | $4.25 | $2.70 | 15.8% | 28% |
| 20261002 | $2.77 | $2.77 | 16.0% | 29% |
| 20261001 | $2.77 | $2.77 | 15.1% | 20% |
| 20260930 | $3.03 | $3.03 | 15.6% | 25% |
| 20260929 | $2.88 | $2.88 | 17.4% | 45% |
| 20260928 | $2.97 | $2.97 | 18.4% | 54% |
| 20260925 | $2.88 | $2.88 | 18.5% | 56% |
| 20260924 | $3.20 | $3.20 | 19.4% | 65% |
| 20260923 | $3.53 | $3.53 | 18.7% | 57% |
| 20260922 | $3.25 | $3.25 | 17.4% | 44% |
| 20260921 | $3.05 | $3.05 | 17.8% | 49% |
| 20260918 | $3.25 | $3.60 | 16.7% | 36% |
| 20260917 | $3.45 | $2.40 | 17.5% | 45% |
| 20260916 | $3.40 | $2.33 | 16.0% | 30% |
| 20260915 | $3.55 | $2.70 | 19.7% | 68% |
| 20260914 | $4.15 | $2.83 | 21.3% | 85% |
| 20260911 | $3.45 | $2.60 | 22.7% | 100% |
| 20260910 | $4.35 | $2.73 | 19.0% | 64% |
| 20260909 | $4.35 | $2.72 | 18.5% | 58% |
| 20260908 | $4.35 | $2.70 | 21.2% | 88% |
| 20260904 | $4.30 | $2.90 | 18.9% | 62% |
| 20260903 | $3.70 | $2.50 | 16.5% | 36% |
| 20260902 | $2.95 | $2.95 | 17.8% | 50% |
| 20260901 | $2.83 | $2.83 | 18.2% | 54% |
| 20260831 | $3.00 | $3.00 | 18.3% | 49% |
| 20260828 | $3.17 | $3.17 | 17.1% | 37% |
| 20260827 | $2.40 | $2.40 | 18.0% | 45% |
| 20260826 | $4.20 | $4.20 | 18.5% | 50% |
| 20260825 | $3.45 | $3.45 | 17.1% | 38% |
| 20260824 | $3.65 | $3.65 | 20.6% | 70% |
| 20260821 | $3.75 | $3.80 | 20.9% | 74% |
| 20260820 | $5.20 | $0.60 | 22.3% | 87% |
| 20260819 | $3.85 | $0.70 | 18.6% | 52% |
| 20260818 | $4.45 | $0.75 | 20.1% | 66% |
| 20260817 | $3.75 | $2.62 | 22.2% | 63% |
| 20260814 | $4.60 | $2.92 | 18.9% | 40% |
| 20260813 | $3.90 | $1.00 | 16.7% | 24% |
| 20260812 | $5.05 | $2.80 | 19.0% | 41% |
| 20260811 | $4.10 | $1.95 | 16.5% | 24% |
| 20260810 | $4.20 | $2.83 | 17.0% | 27% |
| 20260807 | — | — | 16.5% | 23% |
| 20260806 | $4.75 | $4.05 | 18.3% | 35% |
| 20260805 | $1.68 | $1.68 | 17.0% | 26% |
| 20260804 | $1.65 | $1.65 | 16.6% | 23% |
| 20260803 | $2.42 | $2.42 | 16.4% | 21% |
| 20260731 | $3.50 | $3.50 | 17.8% | 31% |
| 20260730 | $1.92 | $1.92 | 13.2% | 0% |
| 20260729 | $3.40 | $3.40 | 16.7% | 11% |
More on VIGI
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.