VIOG · Expected Move

Vanguard S&P Small-Cap 600 Growth ETF · ETF

The expected move for VIOG 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).

VIOG 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 VIOG Expected Move
30-Day Straddle
$6.12
7-Day Straddle
$6.12
30-Day ATM IV
19.1%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to VIOG'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.
VIOG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $6.12 $6.12 19.1% 37%
20261020 $6.22 $6.22 19.2% 35%
20261019 $6.47 $6.47 19.8% 35%
20261016 $6.90 $2.92 20.4% 41%
20261015 $6.60 $1.95 18.5% 22%
20261014 $6.97 $1.83 20.0% 37%
20261013 $6.85 $2.05 18.6% 23%
20261012 $6.97 $2.10 19.1% 28%
20261009 $7.22 $2.42 18.9% 26%
20261008 $7.38 $3.15 19.4% 31%
20261007 $7.50 $3.25 19.4% 31%
20261006 $7.77 $3.30 19.3% 30%
20261005 $7.90 $3.83 19.6% 33%
20261002 $3.95 $3.95 19.0% 27%
20261001 $4.45 $4.45 20.3% 40%
20260930 $4.67 $4.67 19.6% 33%
20260929 $4.65 $4.65 19.5% 32%
20260928 $4.62 $4.62 19.7% 34%
20260925 $4.85 $4.85 18.8% 25%
20260924 $5.10 $5.10 19.2% 29%
20260923 $4.95 $4.95 18.1% 18%
20260922 $5.22 $5.22 17.3% 10%
20260921 $5.28 $5.28 17.3% 10%
20260918 $5.45 $3.35 17.2% 9%
20260917 $5.60 $1.43 17.1% 8%
20260916 $6.28 $1.80 19.0% 27%
20260915 $6.50 $2.60 19.3% 30%
20260914 $6.80 $2.67 18.8% 25%
20260911 $6.20 $2.95 18.0% 17%
20260910 $7.62 $3.88 20.1% 37%
20260909 $6.83 $3.58 18.9% 26%
20260908 $6.82 $3.47 17.6% 14%
20260904 $6.95 $3.62 16.5% 2%
20260903 $7.15 $3.97 17.0% 7%
20260902 $4.15 $4.15 17.6% 13%
20260901 $4.85 $4.85 18.9% 26%
20260831 $4.42 $4.42 16.9% 6%
20260828 $4.72 $4.72 16.8% 5%
20260827 $4.80 $4.80 16.8% 6%
20260826 $5.20 $5.20 17.4% 12%
20260825 $5.22 $5.22 17.4% 11%
20260824 $5.62 $5.62 18.2% 19%
20260821 $5.62 $2.90 17.2% 9%
20260820 $6.00 $1.40 18.2% 19%
20260819 $5.67 $1.52 16.3% 0%
20260818 $6.22 $1.75 17.8% 13%
20260817 $6.30 $1.77 17.2% 6%
20260814 $6.30 $1.93 16.5% 0%
20260813 $6.78 $2.53 17.2% 2%
20260812 $6.82 $2.95 16.9% 0%
20260811 $7.22 $3.23 18.3% 5%
20260810 $7.47 $3.60 18.3% 5%
20260807 — — 17.7% 0%
20260806 $7.78 $4.28 18.0% 1%
20260805 $4.20 $4.20 17.8% 0%
20260804 $4.75 $4.75 19.0% 7%
20260803 $4.82 $4.82 19.5% 9%
20260731 $5.33 $5.33 18.7% 5%
20260730 $5.32 $5.32 19.1% 7%
20260729 $6.45 $6.45 21.7% 23%

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.