VIOV · Expected Move

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

The expected move for VIOV 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).

VIOV 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 VIOV Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VIOV'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.
VIOV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20250718 $0.00 $0.00 — —
20250717 $0.00 $0.00 — —
20250716 $0.00 $0.00 — —
20250715 $0.00 $0.00 — —
20250714 $0.00 $0.00 — —
20250711 $0.00 $0.00 — —
20250710 $0.00 $0.00 — —
20250709 $0.00 $0.00 — —
20250708 $0.00 $0.00 — —
20250707 $0.00 $0.00 — —
20250703 $0.00 $0.00 — —
20250702 $0.00 $0.00 — —
20250701 $0.00 $0.00 — —
20250630 $0.00 $0.00 — —
20250627 $0.00 $0.00 — —
20250626 $0.00 $0.00 — —
20250625 $0.00 $0.00 — —
20250624 $0.00 $0.00 46.5% 100%
20250623 $0.00 $0.00 43.9% 91%
20250620 $0.00 $0.00 39.6% 77%
20250618 $0.00 $0.00 38.2% 72%
20250617 $0.00 $0.00 — —
20250616 $0.00 $0.00 38.5% 73%
20250613 $0.00 $0.00 35.0% 61%
20250612 $0.00 $0.00 37.6% 70%
20250611 $0.00 $0.00 37.5% 70%
20250610 $0.00 $0.00 37.7% 70%
20250609 $0.00 $0.00 36.3% 66%
20250606 $0.00 $0.00 33.4% 56%
20250605 $0.00 $0.00 30.6% 47%
20250604 $0.00 $0.00 30.5% 48%
20250603 $0.00 $0.00 30.8% 49%
20250602 $0.00 $0.00 23.9% 27%
20250530 $0.00 $0.00 26.8% 36%
20250529 $0.00 $0.00 28.1% 40%
20250528 $0.00 $0.00 26.5% 35%
20250527 $0.00 $0.00 28.7% 42%
20250523 $0.00 $0.00 26.4% 35%
20250522 $4.75 $4.75 25.3% 31%
20250521 $4.72 $4.72 25.0% 30%
20250520 $5.50 $5.50 24.4% 28%
20250519 $5.78 $5.78 25.5% 32%
20250516 $6.17 $1.45 25.6% 32%
20250515 $6.10 $1.77 25.2% 31%
20250514 $5.17 $1.90 22.2% 21%
20250513 $6.50 $2.12 26.7% 36%
20250512 $6.43 $2.33 25.8% 33%
20250509 $5.95 $3.62 27.8% 39%
20250508 $5.47 $3.15 25.5% 32%
20250507 $6.25 $3.15 28.2% 40%
20250506 $6.25 $3.15 28.6% 42%
20250505 $6.38 $3.25 28.5% 41%
20250502 $5.55 $5.55 30.3% 47%
20250501 $5.00 $5.00 29.8% 46%
20250430 $5.00 $5.00 29.4% 44%
20250429 $5.00 $5.00 27.5% 38%
20250428 $5.00 $5.00 28.2% 40%
20250425 $4.42 $4.42 29.2% 44%
20250424 $4.78 $4.78 30.4% 48%
20250423 $5.12 $5.12 32.6% 55%

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.