VIX · Expected Move
CBOE Volatility Index · Index
The expected move for VIX 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).
VIX 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 VIX Expected Move
30-Day Straddle
$4.21
7-Day Straddle
$2.50
30-Day ATM IV
95.1%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to VIX'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.
VIX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.21 | $2.50 | 95.1% | 82% |
| 20261015 | $3.27 | $1.25 | 80.8% | 39% |
| 20261014 | $3.58 | $1.46 | 86.7% | 57% |
| 20261013 | $3.20 | $1.33 | 72.7% | 15% |
| 20261012 | $3.04 | $1.39 | 71.2% | 11% |
| 20261009 | $3.62 | $0.91 | 77.3% | 27% |
| 20261008 | $3.16 | $1.27 | 79.6% | 31% |
| 20261007 | $2.47 | $1.10 | 70.5% | 7% |
| 20261006 | $2.52 | $1.17 | 69.2% | 4% |
| 20261005 | $2.94 | $1.58 | 67.7% | 0% |
| 20261002 | $3.42 | $1.19 | 76.9% | 22% |
| 20261001 | $3.03 | $1.34 | 79.9% | 30% |
| 20260930 | $3.03 | $1.49 | 76.8% | 21% |
| 20260929 | $3.24 | $1.71 | 79.1% | 27% |
| 20260928 | $3.32 | $1.72 | 82.8% | 37% |
| 20260925 | $3.25 | $1.04 | 73.6% | 13% |
| 20260924 | $3.06 | $1.46 | 80.0% | 30% |
| 20260923 | $2.80 | $1.38 | 75.2% | 17% |
| 20260922 | $2.71 | $1.27 | 68.9% | 0% |
| 20260921 | $3.00 | $1.71 | 73.2% | 1% |
| 20260918 | $3.16 | $1.04 | 73.9% | 3% |
| 20260917 | $3.02 | $1.13 | 75.4% | 8% |
| 20260916 | $3.68 | $2.07 | 84.8% | 36% |
| 20260915 | $3.23 | $1.79 | 81.9% | 27% |
| 20260914 | $3.26 | $1.88 | 82.0% | 28% |
| 20260911 | $3.15 | $1.11 | 76.2% | 10% |
| 20260910 | $3.58 | $2.02 | 91.9% | 58% |
| 20260909 | $3.09 | $1.59 | 78.7% | 18% |
| 20260908 | $3.05 | $1.46 | 76.0% | 10% |
| 20260904 | $3.23 | $1.03 | 75.8% | 9% |
| 20260903 | $2.75 | $1.09 | 75.9% | 9% |
| 20260902 | $3.20 | $1.12 | 78.7% | 18% |
| 20260901 | $3.25 | $1.65 | 82.2% | 28% |
| 20260831 | $3.29 | $1.35 | 80.0% | 22% |
| 20260828 | $3.65 | $0.88 | 81.8% | 27% |
| 20260827 | $2.51 | $1.21 | 73.3% | 1% |
| 20260826 | $2.99 | $1.22 | 74.4% | 5% |
| 20260825 | $3.00 | $1.67 | 75.0% | 7% |
| 20260824 | $3.05 | $1.69 | 77.0% | 13% |
| 20260821 | $3.19 | $1.02 | 74.1% | 4% |
| 20260820 | $2.96 | $1.45 | 75.8% | 9% |
| 20260819 | $2.72 | $1.28 | 72.8% | 0% |
| 20260818 | $3.09 | $1.71 | 78.7% | 15% |
| 20260817 | $3.24 | $1.75 | 79.8% | 18% |
| 20260814 | $3.21 | $0.81 | 75.4% | 4% |
| 20260813 | $3.03 | $1.08 | 77.2% | 10% |
| 20260812 | $3.12 | $1.11 | 77.9% | 12% |
| 20260811 | $3.08 | $1.63 | 78.1% | 13% |
| 20260810 | $3.12 | $1.71 | 78.4% | 14% |
| 20260807 | $3.33 | $1.18 | 78.0% | 13% |
| 20260806 | $3.00 | $1.21 | 79.9% | 18% |
| 20260805 | $3.05 | $1.32 | 78.6% | 14% |
| 20260804 | $3.58 | $1.71 | 82.7% | 27% |
| 20260803 | $3.56 | $1.79 | 80.3% | 20% |
| 20260731 | $3.54 | $1.21 | 78.8% | 15% |
| 20260730 | $3.40 | $1.56 | 82.3% | 30% |
| 20260729 | $4.08 | $2.48 | 95.5% | 68% |
| 20260728 | $3.58 | $2.28 | 85.1% | 38% |
| 20260727 | $3.78 | $2.50 | 89.2% | 50% |
| 20260724 | $4.33 | $1.71 | 90.7% | 35% |
More on VIX
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.