VNQ · Expected Move
Vanguard Real Estate ETF · ETF
The expected move for VNQ 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).
VNQ 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 VNQ Expected Move
30-Day Straddle
$3.23
7-Day Straddle
$3.23
30-Day ATM IV
15.5%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to VNQ'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.
VNQ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.23 | $3.23 | 15.5% | 50% |
| 20261021 | $3.95 | $3.95 | 19.1% | 100% |
| 20261020 | $3.38 | $3.38 | 16.1% | 81% |
| 20261019 | $3.55 | $3.55 | 16.3% | 86% |
| 20261016 | $3.15 | $0.52 | 14.5% | 51% |
| 20261015 | $3.60 | $0.77 | 15.2% | 64% |
| 20261014 | $3.55 | $0.85 | 15.1% | 62% |
| 20261013 | $3.73 | $1.02 | 15.8% | 75% |
| 20261012 | $3.40 | $1.02 | 14.8% | 57% |
| 20261009 | $3.88 | $1.40 | 15.3% | 66% |
| 20261008 | $3.95 | $1.45 | 15.5% | 69% |
| 20261007 | $3.92 | $1.72 | 17.1% | 100% |
| 20261006 | $3.77 | $1.75 | 15.1% | 62% |
| 20261005 | $3.90 | $2.10 | 15.7% | 73% |
| 20261002 | $2.58 | $2.58 | 16.0% | 79% |
| 20261001 | $2.33 | $2.33 | 15.6% | 72% |
| 20260930 | $2.38 | $2.38 | 15.1% | 62% |
| 20260929 | $2.22 | $2.22 | 14.5% | 50% |
| 20260928 | $2.35 | $2.35 | 15.2% | 64% |
| 20260925 | $2.42 | $2.42 | 14.6% | 53% |
| 20260924 | $2.22 | $2.22 | 13.3% | 28% |
| 20260923 | $2.90 | $2.90 | 14.6% | 53% |
| 20260922 | $2.48 | $2.48 | 13.0% | 23% |
| 20260921 | $2.27 | $2.27 | 11.9% | 2% |
| 20260918 | $2.52 | $0.60 | 12.4% | 11% |
| 20260917 | $2.95 | $0.85 | 14.0% | 42% |
| 20260916 | $3.23 | $1.75 | 14.2% | 46% |
| 20260915 | $3.12 | $1.27 | 14.2% | 46% |
| 20260914 | $3.12 | $2.22 | 13.5% | 33% |
| 20260911 | $3.30 | $1.70 | 14.3% | 47% |
| 20260910 | $3.17 | $2.10 | 13.7% | 23% |
| 20260909 | $3.40 | $1.88 | 14.3% | 30% |
| 20260908 | $3.10 | $1.73 | 12.8% | 12% |
| 20260904 | $3.33 | $2.12 | 13.2% | 17% |
| 20260903 | $3.42 | $1.85 | 12.6% | 10% |
| 20260902 | $2.17 | $2.17 | 13.3% | 18% |
| 20260901 | $2.22 | $2.22 | 13.2% | 17% |
| 20260831 | $2.45 | $2.45 | 13.7% | 23% |
| 20260828 | $2.70 | $2.70 | 13.9% | 25% |
| 20260827 | $2.25 | $2.25 | 12.1% | 4% |
| 20260826 | $2.58 | $2.58 | 13.0% | 14% |
| 20260825 | $2.65 | $2.65 | 13.0% | 14% |
| 20260824 | $2.95 | $2.95 | 14.1% | 28% |
| 20260821 | $2.70 | $0.72 | 12.4% | 8% |
| 20260820 | $2.77 | $1.12 | 12.8% | 12% |
| 20260819 | $2.75 | $0.95 | 12.2% | 6% |
| 20260818 | $2.50 | $0.60 | 11.8% | 0% |
| 20260817 | $2.92 | $1.15 | 12.7% | 5% |
| 20260814 | $3.35 | $1.30 | 13.4% | 14% |
| 20260813 | $3.47 | $1.90 | 14.2% | 24% |
| 20260812 | $3.55 | $1.73 | 14.3% | 25% |
| 20260811 | $3.43 | $1.98 | 13.9% | 19% |
| 20260810 | $3.88 | $2.08 | 15.1% | 35% |
| 20260807 | — | — | 13.2% | 9% |
| 20260806 | $4.33 | $2.72 | 16.0% | 35% |
| 20260805 | $2.60 | $2.60 | 14.5% | 21% |
| 20260804 | $2.48 | $2.48 | 14.7% | 23% |
| 20260803 | $2.65 | $2.65 | 15.3% | 29% |
| 20260731 | $2.85 | $2.85 | 16.6% | 42% |
| 20260730 | $2.80 | $2.80 | 15.2% | 28% |
More on VNQ
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.