VNQI · Expected Move
Vanguard Global ex-U.S. Real Estate ETF · ETF
The expected move for VNQI 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).
VNQI 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 VNQI Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.90
30-Day ATM IV
20.1%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to VNQI'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.
VNQI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.90 | $1.90 | 20.1% | 36% |
| 20261021 | $1.00 | $1.00 | 19.2% | 30% |
| 20261020 | $1.85 | $1.85 | 18.3% | 23% |
| 20261019 | $0.80 | $0.80 | 17.7% | 19% |
| 20261016 | $2.05 | $1.55 | 17.7% | 19% |
| 20261015 | $2.00 | $1.52 | 16.8% | 13% |
| 20261014 | $1.88 | $1.50 | 18.5% | 25% |
| 20261013 | $1.90 | $1.10 | 18.1% | 22% |
| 20261012 | $1.90 | $1.52 | 18.8% | 27% |
| 20261009 | $1.98 | $1.60 | 19.1% | 29% |
| 20261008 | $1.90 | $1.55 | 17.6% | 19% |
| 20261007 | $1.97 | $1.62 | 18.0% | 21% |
| 20261006 | $2.10 | $1.62 | 19.6% | 32% |
| 20261005 | $2.10 | $1.65 | 19.0% | 28% |
| 20261002 | $1.68 | $1.68 | 18.8% | 27% |
| 20261001 | $1.73 | $1.73 | 18.7% | 26% |
| 20260930 | $1.73 | $1.73 | 19.5% | 32% |
| 20260929 | $1.65 | $1.65 | 19.0% | 28% |
| 20260928 | $1.68 | $1.68 | 20.4% | 38% |
| 20260925 | $1.73 | $1.73 | 18.0% | 21% |
| 20260924 | $1.75 | $1.75 | 16.7% | 13% |
| 20260923 | $1.45 | $1.45 | 17.8% | 20% |
| 20260922 | $1.62 | $1.62 | 18.4% | 24% |
| 20260921 | $1.77 | $1.77 | 19.3% | 30% |
| 20260918 | $2.12 | $1.65 | 29.3% | 100% |
| 20260917 | $1.90 | $1.57 | 22.4% | 62% |
| 20260916 | $2.10 | $1.75 | 27.0% | 100% |
| 20260915 | $1.90 | $1.77 | 24.2% | 100% |
| 20260914 | $1.90 | $1.67 | 18.5% | 46% |
| 20260911 | $1.97 | $1.70 | 18.8% | 50% |
| 20260910 | $2.05 | $1.70 | 19.3% | 56% |
| 20260909 | $2.02 | $1.77 | 19.2% | 55% |
| 20260908 | $2.00 | $1.80 | 18.8% | 50% |
| 20260904 | $2.08 | $1.80 | 20.2% | 67% |
| 20260903 | $2.10 | $1.82 | 20.7% | 74% |
| 20260902 | $1.85 | $1.85 | 20.6% | 73% |
| 20260901 | $1.88 | $1.88 | 20.2% | 67% |
| 20260831 | $1.38 | $1.38 | 20.7% | 74% |
| 20260828 | $1.38 | $1.38 | 22.7% | 100% |
| 20260827 | $1.65 | $1.65 | 21.1% | 81% |
| 20260826 | $1.80 | $1.80 | 21.7% | 90% |
| 20260825 | $1.90 | $1.90 | 21.6% | 88% |
| 20260824 | $1.30 | $1.30 | 18.1% | 42% |
| 20260821 | $1.90 | $3.22 | 21.3% | 85% |
| 20260820 | $1.88 | $1.65 | 21.4% | 85% |
| 20260819 | $2.22 | $1.77 | 20.5% | 64% |
| 20260818 | $2.15 | $1.68 | 22.5% | 77% |
| 20260817 | $2.25 | $1.77 | 20.9% | 54% |
| 20260814 | $2.33 | $1.90 | 19.9% | 45% |
| 20260813 | $2.25 | $1.57 | 20.2% | 48% |
| 20260812 | $2.25 | $1.62 | 19.0% | 37% |
| 20260811 | $1.82 | $1.32 | 18.2% | 30% |
| 20260810 | $1.93 | $1.38 | 18.6% | 34% |
| 20260807 | — | — | 19.2% | 37% |
| 20260806 | $2.12 | $1.62 | 19.5% | 40% |
| 20260805 | $1.65 | $1.65 | 19.5% | 39% |
| 20260804 | $1.62 | $1.62 | 18.7% | 32% |
| 20260803 | $1.73 | $1.73 | 19.3% | 38% |
| 20260731 | $1.50 | $1.50 | 18.3% | 29% |
| 20260730 | $1.48 | $1.48 | 17.4% | 21% |
More on VNQI
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.