VLU · Expected Move
State Street SPDR S&P 1500 Value Tilt ETF · ETF
The expected move for VLU 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).
VLU 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 VLU Expected Move
30-Day Straddle
$7.93
7-Day Straddle
$7.93
30-Day ATM IV
13.1%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to VLU'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.
VLU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.93 | $7.93 | 13.1% | 74% |
| 20261021 | $7.50 | $7.50 | 12.1% | 50% |
| 20261020 | $7.95 | $7.95 | 12.6% | 57% |
| 20261019 | $7.33 | $7.33 | 12.8% | 53% |
| 20261016 | $8.15 | $5.00 | 13.5% | 64% |
| 20261015 | $7.67 | $2.00 | 11.9% | 37% |
| 20261014 | $7.60 | $2.92 | 12.3% | 44% |
| 20261013 | $7.82 | $2.20 | 12.2% | 43% |
| 20261012 | $7.60 | $2.45 | 12.0% | 39% |
| 20261009 | $7.95 | $2.67 | 12.2% | 41% |
| 20261008 | $8.50 | $3.62 | 13.1% | 58% |
| 20261007 | $9.43 | $4.47 | 12.9% | 54% |
| 20261006 | $8.40 | $3.73 | 12.6% | 49% |
| 20261005 | $9.93 | $4.85 | 13.1% | 57% |
| 20261002 | $4.62 | $4.62 | 12.8% | 53% |
| 20261001 | $4.85 | $4.85 | 13.4% | 62% |
| 20260930 | $4.47 | $4.47 | 12.6% | 49% |
| 20260929 | $5.07 | $5.07 | 12.8% | 53% |
| 20260928 | $5.55 | $5.55 | 12.7% | 50% |
| 20260925 | $4.80 | $4.80 | 11.8% | 35% |
| 20260924 | $6.15 | $6.15 | 12.0% | 38% |
| 20260923 | $6.50 | $6.50 | 11.7% | 33% |
| 20260922 | $5.10 | $5.10 | 11.1% | 22% |
| 20260921 | $5.60 | $5.60 | 11.6% | 32% |
| 20260918 | $5.20 | $3.90 | 9.8% | 0% |
| 20260917 | $5.70 | $2.20 | 10.3% | 0% |
| 20260916 | $6.97 | $2.58 | 12.5% | 37% |
| 20260915 | $6.75 | $3.40 | 11.4% | 13% |
| 20260914 | $7.18 | $3.60 | 11.6% | 17% |
| 20260911 | $7.42 | $4.03 | 11.5% | 16% |
| 20260910 | $7.83 | $3.83 | 12.7% | 42% |
| 20260909 | $8.02 | $4.15 | 12.4% | 35% |
| 20260908 | $8.23 | $4.80 | 12.0% | 26% |
| 20260904 | $7.35 | $3.67 | 10.7% | 0% |
| 20260903 | $7.65 | $4.22 | 11.0% | 1% |
| 20260902 | $4.32 | $4.32 | 11.3% | 7% |
| 20260901 | $4.95 | $4.95 | 12.3% | 30% |
| 20260831 | $5.55 | $5.55 | 11.7% | 15% |
| 20260828 | $4.75 | $4.75 | 10.9% | 0% |
| 20260827 | $5.20 | $5.20 | 11.2% | 4% |
| 20260826 | $5.28 | $5.28 | 11.3% | 5% |
| 20260825 | $5.72 | $5.72 | 11.7% | 14% |
| 20260824 | $5.90 | $5.90 | 11.9% | 18% |
| 20260821 | $6.10 | $4.58 | 11.7% | 14% |
| 20260820 | $6.90 | $2.77 | 11.6% | 12% |
| 20260819 | $6.35 | $2.80 | 11.5% | 10% |
| 20260818 | $6.35 | $2.80 | 11.6% | 11% |
| 20260817 | $6.40 | $2.67 | 11.0% | 0% |
| 20260814 | $7.12 | $2.73 | 11.1% | 0% |
| 20260813 | $7.18 | $2.88 | 11.2% | 0% |
| 20260812 | $7.18 | $3.00 | 11.7% | 7% |
| 20260811 | $7.47 | $3.77 | 12.5% | 16% |
| 20260810 | $7.50 | $3.83 | 11.9% | 8% |
| 20260807 | — | — | 12.0% | 7% |
| 20260806 | $10.00 | $6.25 | 13.4% | 19% |
| 20260805 | $5.30 | $5.30 | 12.8% | 14% |
| 20260804 | $5.03 | $5.03 | 12.8% | 13% |
| 20260803 | $5.17 | $5.17 | 12.0% | 7% |
| 20260731 | $5.55 | $5.55 | 12.6% | 12% |
| 20260730 | $7.33 | $7.33 | 13.7% | 21% |
More on VLU
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.