VNLA · Expected Move
Janus Henderson Short Duration Income ETF · ETF
The expected move for VNLA 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).
VNLA 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 VNLA Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
21.2%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to VNLA'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.
VNLA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.20 | $2.20 | 21.2% | 52% |
| 20261020 | $5.00 | $5.00 | 20.5% | 49% |
| 20261019 | $2.25 | $2.25 | 19.9% | 46% |
| 20261016 | $2.25 | $1.40 | 18.8% | 40% |
| 20261015 | $2.30 | $2.08 | 18.2% | 38% |
| 20261014 | $2.33 | $2.12 | 19.3% | 43% |
| 20261013 | $2.30 | $2.10 | 18.8% | 40% |
| 20261012 | $2.33 | $2.10 | 17.7% | 35% |
| 20261009 | $2.38 | $2.10 | 22.8% | 60% |
| 20261008 | $2.40 | $2.12 | 21.9% | 55% |
| 20261007 | $2.42 | $2.12 | 21.2% | 52% |
| 20261006 | $2.45 | $2.12 | 20.4% | 48% |
| 20261005 | $2.48 | $2.15 | 26.3% | 77% |
| 20261002 | $2.12 | $2.12 | 27.6% | 84% |
| 20261001 | $2.15 | $2.15 | 24.7% | 69% |
| 20260930 | $1.45 | $1.45 | 31.0% | 100% |
| 20260929 | $2.20 | $2.20 | 22.0% | 82% |
| 20260928 | $2.20 | $2.20 | 18.1% | 54% |
| 20260925 | $2.12 | $2.12 | 24.5% | 100% |
| 20260924 | $2.17 | $2.17 | 21.8% | 94% |
| 20260923 | $2.20 | $2.20 | 21.0% | 87% |
| 20260922 | $2.20 | $2.20 | 21.3% | 90% |
| 20260921 | $2.20 | $2.20 | 21.1% | 89% |
| 20260918 | $2.20 | $2.10 | 21.3% | 91% |
| 20260917 | $2.23 | $2.10 | 20.5% | 84% |
| 20260916 | $2.23 | $2.10 | 20.2% | 81% |
| 20260915 | $2.25 | $2.12 | 19.7% | 77% |
| 20260914 | $2.25 | $2.10 | 19.3% | 74% |
| 20260911 | $3.52 | $2.10 | 14.9% | 38% |
| 20260910 | $2.30 | $2.10 | 14.3% | 34% |
| 20260909 | $2.28 | $2.08 | 17.5% | 60% |
| 20260908 | $2.30 | $2.08 | 17.8% | 62% |
| 20260904 | $2.38 | $2.08 | 21.3% | 90% |
| 20260903 | $2.38 | $2.08 | 21.1% | 88% |
| 20260902 | $2.10 | $2.10 | 14.7% | 37% |
| 20260901 | $2.10 | $2.10 | 18.2% | 65% |
| 20260831 | $2.10 | $2.10 | 15.8% | 46% |
| 20260828 | $2.12 | $2.12 | 14.6% | 36% |
| 20260827 | $2.12 | $2.12 | 14.3% | 34% |
| 20260826 | $2.15 | $2.15 | 18.2% | 65% |
| 20260825 | $2.15 | $2.15 | 18.9% | 71% |
| 20260824 | $2.15 | $2.15 | 18.3% | 66% |
| 20260821 | $2.17 | $2.00 | 19.0% | 52% |
| 20260820 | $2.17 | $2.00 | 13.8% | 22% |
| 20260819 | $2.12 | $1.95 | 19.3% | 54% |
| 20260818 | $2.17 | $2.00 | 18.9% | 28% |
| 20260817 | $2.17 | $2.00 | 17.5% | 23% |
| 20260814 | $2.25 | $2.00 | 18.6% | 27% |
| 20260813 | $2.25 | $2.02 | 19.9% | 31% |
| 20260812 | $2.25 | $2.00 | 17.0% | 22% |
| 20260811 | $2.02 | $1.70 | 10.8% | 2% |
| 20260810 | $2.05 | $1.75 | 12.6% | 8% |
| 20260806 | $2.05 | $1.80 | 11.5% | 4% |
| 20260805 | $1.82 | $1.82 | 13.0% | 9% |
| 20260804 | $1.82 | $1.82 | 13.1% | 9% |
| 20260803 | $1.85 | $1.85 | 15.4% | 17% |
| 20260731 | $1.88 | $1.88 | 14.2% | 13% |
| 20260730 | $1.93 | $1.93 | 13.8% | 12% |
| 20260729 | $1.92 | $1.92 | 13.1% | 9% |
| 20260728 | $1.95 | $1.95 | 11.8% | 5% |
More on VNLA
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.