VMBS · Expected Move
Vanguard Mortgage-Backed Securities ETF · ETF
The expected move for VMBS 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).
VMBS 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 VMBS Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$1.12
30-Day ATM IV
7.6%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to VMBS'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.
VMBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.12 | $1.12 | 7.6% | 23% |
| 20261020 | $0.82 | $0.82 | 7.9% | 25% |
| 20261019 | $1.23 | $1.23 | 8.4% | 28% |
| 20261016 | $1.20 | $0.20 | 12.0% | 52% |
| 20261015 | $0.82 | $0.25 | 7.4% | 21% |
| 20261014 | $0.90 | $0.40 | 7.9% | 25% |
| 20261013 | $1.25 | $0.83 | 7.8% | 24% |
| 20261012 | $0.93 | $0.40 | 7.6% | 23% |
| 20261009 | $0.95 | $0.95 | 8.0% | 26% |
| 20261008 | $1.45 | $1.05 | 9.9% | 38% |
| 20261007 | $1.23 | $0.90 | 10.5% | 42% |
| 20261006 | $1.60 | $1.23 | 12.9% | 58% |
| 20261005 | $1.10 | $0.50 | 8.6% | 29% |
| 20261002 | $1.05 | $1.05 | 10.1% | 40% |
| 20261001 | $0.55 | $0.55 | 10.9% | 44% |
| 20260930 | $1.23 | $1.23 | 10.8% | 44% |
| 20260929 | $1.25 | $1.25 | 12.1% | 52% |
| 20260928 | $1.27 | $1.27 | 10.3% | 41% |
| 20260925 | $0.70 | $0.70 | 10.6% | 43% |
| 20260924 | $1.42 | $1.42 | 7.3% | 21% |
| 20260923 | $0.97 | $0.97 | 10.1% | 40% |
| 20260922 | $0.53 | $0.53 | 6.7% | 17% |
| 20260921 | $0.93 | $0.93 | 8.8% | 31% |
| 20260918 | $0.90 | $2.17 | 6.3% | 14% |
| 20260917 | $0.70 | $0.55 | 6.5% | 16% |
| 20260916 | $0.68 | $0.30 | 6.5% | 16% |
| 20260915 | $0.72 | $0.38 | 6.9% | 18% |
| 20260914 | $0.65 | $0.45 | 6.2% | 13% |
| 20260911 | $0.70 | $0.42 | 6.5% | 15% |
| 20260910 | $0.70 | $0.47 | 6.7% | 16% |
| 20260909 | $0.50 | $0.42 | 5.8% | 10% |
| 20260908 | $0.45 | $0.28 | 5.4% | 8% |
| 20260904 | $0.93 | $1.12 | 6.5% | 15% |
| 20260903 | $0.47 | $0.30 | 4.1% | 0% |
| 20260902 | $0.75 | $0.75 | 8.5% | 27% |
| 20260901 | $0.75 | $0.75 | 5.8% | 10% |
| 20260831 | $0.78 | $0.78 | 4.7% | 3% |
| 20260828 | $0.33 | $0.33 | 4.3% | 0% |
| 20260827 | $1.02 | $1.02 | 5.4% | 3% |
| 20260826 | $0.97 | $0.97 | 5.0% | 0% |
| 20260825 | $0.60 | $0.60 | 5.4% | 0% |
| 20260824 | $1.43 | $1.43 | 12.6% | 26% |
| 20260821 | $1.40 | $4.40 | 10.3% | 9% |
| 20260820 | $1.35 | $1.15 | 10.2% | 8% |
| 20260819 | $3.02 | $1.18 | 12.9% | 29% |
| 20260818 | $1.40 | $1.12 | 9.8% | 5% |
| 20260817 | $1.43 | $1.18 | 9.4% | 2% |
| 20260814 | $1.50 | $1.23 | 9.9% | 6% |
| 20260813 | $3.25 | $2.92 | 9.8% | 4% |
| 20260812 | $1.43 | $1.18 | 9.9% | 6% |
| 20260811 | $1.42 | $1.20 | 10.1% | 7% |
| 20260810 | $1.65 | $0.90 | 12.1% | 22% |
| 20260807 | — | — | 12.6% | 26% |
| 20260806 | $3.22 | $1.05 | 12.5% | 26% |
| 20260805 | $1.05 | $1.05 | 11.5% | 14% |
| 20260804 | $1.05 | $1.05 | 11.9% | 15% |
| 20260803 | $0.92 | $0.92 | 12.5% | 19% |
| 20260731 | $1.12 | $1.12 | 12.7% | 20% |
| 20260730 | $1.20 | $1.20 | 11.4% | 13% |
| 20260729 | $1.20 | $1.20 | 10.8% | 10% |
More on VMBS
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.