VIOO · Expected Move
Vanguard S&P Small-Cap 600 ETF · ETF
The expected move for VIOO 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).
VIOO 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 VIOO Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VIOO'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.
VIOO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $1.35 | $1.35 | — | — |
| 20251016 | $1.80 | $1.80 | — | — |
| 20251015 | $1.75 | $1.75 | — | — |
| 20251014 | $2.23 | $2.23 | — | — |
| 20251013 | $2.30 | $2.30 | — | — |
| 20251010 | $2.62 | $2.62 | 24.0% | 51% |
| 20251009 | $2.12 | $2.12 | 18.5% | 19% |
| 20251008 | $2.35 | $2.35 | 19.3% | 23% |
| 20251007 | $2.52 | $2.52 | 17.4% | 12% |
| 20251006 | $2.58 | $2.58 | 19.5% | 25% |
| 20251003 | $2.83 | $2.83 | 16.7% | 9% |
| 20251002 | $3.10 | $3.10 | 16.8% | 7% |
| 20251001 | $3.25 | $3.25 | 17.4% | 9% |
| 20250930 | $3.30 | $3.30 | 17.2% | 8% |
| 20250929 | $3.60 | $3.60 | 18.2% | 12% |
| 20250926 | $3.65 | $3.65 | 17.2% | 6% |
| 20250925 | $4.05 | $4.05 | 18.8% | 12% |
| 20250924 | $5.00 | $5.00 | 15.8% | 2% |
| 20250923 | $4.38 | $4.38 | 19.1% | 11% |
| 20250922 | $4.30 | $4.30 | 18.2% | 6% |
| 20250919 | $4.25 | $4.25 | 17.4% | 5% |
| 20250918 | $4.38 | $4.38 | 17.2% | 4% |
| 20250917 | $4.70 | $4.70 | 18.8% | 8% |
| 20250916 | $5.08 | $5.08 | 19.7% | 10% |
| 20250915 | $4.93 | $4.93 | 19.0% | 8% |
| 20250912 | $5.12 | $5.12 | 18.7% | 8% |
| 20250911 | $4.92 | $4.92 | 17.3% | 4% |
| 20250910 | $5.33 | $5.33 | 19.2% | 9% |
| 20250909 | $5.30 | $5.30 | 18.5% | 7% |
| 20250908 | $5.40 | $5.40 | 18.8% | 8% |
| 20250905 | $5.25 | $5.25 | 17.3% | 4% |
| 20250904 | $5.47 | $5.47 | 17.9% | 6% |
| 20250903 | $5.82 | $5.82 | 19.0% | 8% |
| 20250902 | $5.00 | $5.00 | 15.3% | 0% |
| 20250829 | $5.90 | $5.90 | 18.2% | 4% |
| 20250828 | $5.95 | $5.95 | 18.3% | 4% |
| 20250827 | $6.17 | $6.17 | 18.9% | 5% |
| 20250826 | $6.28 | $6.28 | 19.0% | 5% |
| 20250825 | $6.25 | $6.25 | 18.9% | 5% |
| 20250822 | $6.42 | $6.42 | 18.7% | 5% |
| 20250821 | $6.55 | $6.55 | 19.8% | 7% |
| 20250820 | $6.50 | $6.50 | 19.4% | 6% |
| 20250819 | $6.62 | $6.62 | 18.9% | 5% |
| 20250818 | $6.47 | $6.47 | 18.7% | 5% |
| 20250815 | $6.65 | $6.65 | — | — |
| 20250814 | $6.75 | $6.75 | — | — |
| 20250813 | $6.93 | $6.93 | — | — |
| 20250812 | $6.70 | $6.70 | — | — |
| 20250811 | $6.95 | $6.95 | — | — |
| 20250808 | $6.97 | $6.97 | — | — |
| 20250807 | $7.17 | $7.17 | — | — |
| 20250806 | $7.25 | $7.25 | — | — |
| 20250805 | $7.47 | $7.47 | — | — |
| 20250804 | $7.42 | $7.42 | — | — |
| 20250801 | $7.90 | $7.90 | — | — |
| 20250731 | $7.60 | $7.60 | — | — |
| 20250730 | $7.38 | $7.38 | — | — |
| 20250729 | $7.40 | $7.40 | — | — |
| 20250728 | $7.38 | $7.38 | — | — |
| 20250725 | $7.45 | $7.45 | — | — |
More on VIOO
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.