VLUE · Expected Move
iShares MSCI USA Value Factor ETF · ETF
The expected move for VLUE 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).
VLUE 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 VLUE Expected Move
30-Day Straddle
$9.28
7-Day Straddle
$9.28
30-Day ATM IV
21.7%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to VLUE'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.
VLUE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $9.28 | $9.28 | 21.7% | 26% |
| 20261021 | $9.68 | $9.68 | 21.4% | 22% |
| 20261020 | $9.75 | $9.75 | 21.9% | 28% |
| 20261019 | $9.03 | $9.03 | 20.8% | 16% |
| 20261016 | $11.43 | $4.90 | 22.9% | 40% |
| 20261015 | $9.55 | $5.15 | 19.8% | 4% |
| 20261014 | $10.03 | $6.35 | 21.2% | 20% |
| 20261013 | $11.28 | $6.07 | 22.1% | 30% |
| 20261012 | $11.38 | $5.18 | 22.1% | 30% |
| 20261009 | $12.30 | $6.25 | 23.5% | 47% |
| 20261008 | $13.10 | $6.65 | 24.4% | 57% |
| 20261007 | $12.35 | $4.88 | 21.7% | 26% |
| 20261006 | $12.80 | $7.05 | 23.3% | 44% |
| 20261005 | $12.95 | $6.45 | 23.1% | 42% |
| 20261002 | $5.50 | $5.50 | 21.8% | 26% |
| 20261001 | $6.78 | $6.78 | 21.7% | 29% |
| 20260930 | $6.90 | $6.90 | 21.8% | 31% |
| 20260929 | $7.55 | $7.55 | 21.9% | 36% |
| 20260928 | $7.75 | $7.75 | 22.3% | 40% |
| 20260925 | $7.27 | $7.27 | 20.7% | 24% |
| 20260924 | $8.05 | $8.05 | 21.1% | 29% |
| 20260923 | $9.18 | $9.18 | 22.3% | 45% |
| 20260922 | $8.65 | $8.65 | 21.0% | 33% |
| 20260921 | $9.18 | $9.18 | 21.5% | 37% |
| 20260918 | $8.48 | $3.88 | 19.5% | 18% |
| 20260917 | $8.95 | $3.28 | 20.0% | 23% |
| 20260916 | $9.28 | $4.90 | 21.1% | 34% |
| 20260915 | $11.47 | $4.88 | 24.4% | 66% |
| 20260914 | $11.35 | $5.88 | 24.1% | 63% |
| 20260911 | $12.57 | $6.68 | 24.3% | 65% |
| 20260910 | $12.18 | $6.15 | 24.3% | 65% |
| 20260909 | $12.47 | $6.88 | 23.8% | 61% |
| 20260908 | $11.90 | $5.97 | 23.1% | 54% |
| 20260904 | $12.60 | $7.62 | 23.0% | 53% |
| 20260903 | $12.88 | $8.05 | 22.8% | 52% |
| 20260902 | $7.57 | $7.57 | 21.3% | 39% |
| 20260901 | $8.32 | $8.32 | 23.8% | 63% |
| 20260831 | $8.65 | $8.65 | 23.8% | 63% |
| 20260828 | $9.25 | $9.25 | 23.5% | 60% |
| 20260827 | $9.78 | $9.78 | 23.6% | 61% |
| 20260826 | $9.55 | $9.55 | 23.8% | 63% |
| 20260825 | $9.55 | $9.55 | 23.0% | 56% |
| 20260824 | $8.85 | $8.85 | 22.2% | 50% |
| 20260821 | $10.62 | $2.62 | 23.6% | 61% |
| 20260820 | $10.25 | $5.07 | 23.0% | 56% |
| 20260819 | $10.57 | $5.88 | 23.1% | 57% |
| 20260818 | $11.57 | $5.00 | 24.6% | 70% |
| 20260817 | $12.25 | $5.05 | 24.9% | 72% |
| 20260814 | $12.20 | $5.60 | 24.2% | 66% |
| 20260813 | $12.50 | $7.47 | 23.8% | 63% |
| 20260812 | $12.30 | $7.55 | 24.8% | 71% |
| 20260811 | $13.12 | $7.05 | 24.0% | 65% |
| 20260810 | $13.38 | $8.35 | 25.7% | 79% |
| 20260807 | — | — | 24.9% | 72% |
| 20260806 | $13.50 | $10.15 | 26.8% | 88% |
| 20260805 | $10.47 | $10.47 | 25.5% | 78% |
| 20260804 | $11.10 | $11.10 | 27.7% | 96% |
| 20260803 | $8.80 | $8.80 | 25.3% | 76% |
| 20260731 | $9.07 | $9.07 | 23.8% | 63% |
| 20260730 | $10.97 | $10.97 | 27.8% | 97% |
More on VLUE
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.