VIS · Expected Move
Vanguard Industrials ETF · ETF
The expected move for VIS 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).
VIS 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 VIS Expected Move
30-Day Straddle
$16.30
7-Day Straddle
$16.30
30-Day ATM IV
22.7%
IV Rank
91%
Implied one-standard-deviation move through the next 30 days. Compare to VIS'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.
VIS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $16.30 | $16.30 | 22.7% | 91% |
| 20261021 | $15.10 | $15.10 | 20.2% | 50% |
| 20261020 | $15.65 | $15.65 | 21.0% | 59% |
| 20261019 | $14.75 | $14.75 | 20.0% | 43% |
| 20261016 | $16.85 | $4.45 | 21.2% | 62% |
| 20261015 | $17.45 | $3.85 | 21.3% | 63% |
| 20261014 | $17.15 | $5.20 | 21.1% | 60% |
| 20261013 | $17.05 | $5.42 | 20.7% | 54% |
| 20261012 | $17.05 | $5.65 | 20.2% | 46% |
| 20261009 | $17.75 | $6.38 | 20.0% | 43% |
| 20261008 | $17.75 | $7.90 | 20.2% | 46% |
| 20261007 | $18.50 | $8.50 | 20.1% | 45% |
| 20261006 | $17.90 | $8.03 | 19.2% | 31% |
| 20261005 | $19.55 | $8.60 | 20.0% | 44% |
| 20261002 | $10.60 | $10.60 | 20.4% | 50% |
| 20261001 | $10.32 | $10.32 | 20.2% | 47% |
| 20260930 | $9.90 | $9.90 | 19.5% | 35% |
| 20260929 | $10.80 | $10.80 | 19.9% | 41% |
| 20260928 | $11.50 | $11.50 | 20.2% | 47% |
| 20260925 | $11.60 | $11.60 | 18.6% | 22% |
| 20260924 | $11.70 | $11.70 | 19.0% | 28% |
| 20260923 | $12.62 | $12.62 | 19.1% | 29% |
| 20260922 | $12.20 | $12.20 | 18.5% | 20% |
| 20260921 | $13.25 | $13.25 | 18.7% | 23% |
| 20260918 | $12.95 | $4.15 | 17.9% | 11% |
| 20260917 | $13.95 | $3.73 | 19.1% | 30% |
| 20260916 | $14.75 | $5.57 | 19.9% | 42% |
| 20260915 | $15.30 | $5.50 | 20.2% | 47% |
| 20260914 | $14.95 | $6.08 | 19.3% | 33% |
| 20260911 | $15.60 | $7.00 | 18.9% | 26% |
| 20260910 | $16.65 | $7.88 | 20.0% | 44% |
| 20260909 | $15.95 | $8.48 | 19.1% | 29% |
| 20260908 | $17.25 | $8.93 | 19.9% | 41% |
| 20260904 | $17.00 | $9.38 | 18.0% | 13% |
| 20260903 | $15.60 | $9.82 | 17.3% | 1% |
| 20260902 | $10.03 | $10.03 | 18.0% | 13% |
| 20260901 | $10.25 | $10.25 | 18.1% | 14% |
| 20260831 | $10.52 | $10.52 | 17.7% | 7% |
| 20260828 | $10.85 | $10.85 | 17.2% | 0% |
| 20260827 | $11.75 | $11.75 | 17.7% | 6% |
| 20260826 | $12.65 | $12.65 | 18.6% | 19% |
| 20260825 | $12.60 | $12.60 | 17.8% | 7% |
| 20260824 | $12.50 | $12.50 | 17.7% | 5% |
| 20260821 | $13.65 | $3.30 | 17.8% | 7% |
| 20260820 | $14.20 | $3.27 | 18.4% | 16% |
| 20260819 | $13.90 | $3.70 | 17.4% | 0% |
| 20260818 | $15.75 | $6.00 | 18.4% | 6% |
| 20260817 | $15.35 | $5.57 | 18.1% | 0% |
| 20260814 | $16.40 | $6.20 | 18.3% | 0% |
| 20260813 | $17.15 | $8.00 | 19.1% | 0% |
| 20260812 | $17.50 | $8.45 | 19.2% | 0% |
| 20260811 | $18.15 | $9.05 | 19.5% | 4% |
| 20260810 | $17.75 | $9.75 | 19.2% | 0% |
| 20260807 | — | — | 19.7% | 3% |
| 20260806 | $20.00 | $11.50 | 20.1% | 6% |
| 20260805 | $12.05 | $12.05 | 20.9% | 14% |
| 20260804 | $12.95 | $12.95 | 21.9% | 22% |
| 20260803 | $12.75 | $12.75 | 20.5% | 10% |
| 20260731 | $13.55 | $13.55 | 20.7% | 12% |
| 20260730 | $15.05 | $15.05 | 21.7% | 21% |
More on VIS
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.