VO · Expected Move
Vanguard Morningstar Mid-Cap ETF · ETF
The expected move for VO 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).
VO 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 VO Expected Move
30-Day Straddle
$3.23
7-Day Straddle
$3.23
30-Day ATM IV
17.4%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to VO'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.
VO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.23 | $3.23 | 17.4% | 40% |
| 20261021 | $3.10 | $3.10 | 16.3% | 33% |
| 20261020 | $2.90 | $2.90 | 15.4% | 25% |
| 20261019 | $3.02 | $3.02 | 15.9% | 29% |
| 20261016 | $3.60 | $1.23 | 16.2% | 31% |
| 20261015 | $3.30 | $2.40 | 16.1% | 31% |
| 20261014 | $3.33 | $1.40 | 16.1% | 31% |
| 20261013 | $3.50 | $1.38 | 16.9% | 37% |
| 20261012 | $3.17 | $2.05 | 15.2% | 24% |
| 20261009 | $4.20 | $1.02 | 17.6% | 42% |
| 20261008 | $3.95 | $2.05 | 17.2% | 39% |
| 20261007 | $3.20 | $1.15 | 14.3% | 17% |
| 20261006 | $3.23 | $1.52 | 14.2% | 17% |
| 20261005 | $3.17 | $2.15 | 14.4% | 18% |
| 20261002 | $1.67 | $1.67 | 14.1% | 16% |
| 20261001 | $1.82 | $1.82 | 14.7% | 20% |
| 20260930 | $2.00 | $2.00 | 15.7% | 28% |
| 20260929 | $2.23 | $2.23 | 15.3% | 25% |
| 20260928 | $2.33 | $2.33 | 15.3% | 25% |
| 20260925 | $2.50 | $2.50 | 16.0% | 30% |
| 20260924 | $2.02 | $2.02 | 14.4% | 18% |
| 20260923 | $2.38 | $2.38 | 14.3% | 17% |
| 20260922 | $2.30 | $2.30 | 14.3% | 17% |
| 20260921 | $2.38 | $2.38 | 14.5% | 18% |
| 20260918 | $2.25 | $0.47 | 12.8% | 6% |
| 20260917 | $2.83 | $2.00 | 15.6% | 27% |
| 20260916 | $2.55 | $1.02 | 14.0% | 15% |
| 20260915 | $2.75 | $1.85 | 15.0% | 22% |
| 20260914 | $3.05 | $1.20 | 15.1% | 24% |
| 20260911 | $2.80 | $1.23 | 14.9% | 21% |
| 20260910 | $3.20 | $1.52 | 16.2% | 31% |
| 20260909 | $3.08 | $1.32 | 15.0% | 22% |
| 20260908 | $3.00 | $1.35 | 14.2% | 16% |
| 20260904 | $3.03 | $1.68 | 13.4% | 11% |
| 20260903 | $2.90 | $2.15 | 13.3% | 10% |
| 20260902 | $1.88 | $1.88 | 20.9% | 67% |
| 20260901 | $2.85 | $2.85 | 15.9% | 29% |
| 20260831 | $2.75 | $2.75 | 16.5% | 34% |
| 20260828 | $2.20 | $2.20 | 12.8% | 6% |
| 20260827 | $1.97 | $1.97 | 12.9% | 7% |
| 20260826 | $2.08 | $2.08 | 14.0% | 15% |
| 20260825 | $2.48 | $2.48 | 14.7% | 20% |
| 20260824 | $3.05 | $3.05 | 16.2% | 32% |
| 20260821 | $2.40 | $1.30 | 13.4% | 11% |
| 20260820 | $2.55 | $0.73 | 13.2% | 9% |
| 20260819 | $2.60 | $0.90 | 13.5% | 11% |
| 20260818 | $2.67 | $1.60 | 13.7% | 12% |
| 20260817 | $2.40 | $0.90 | 12.2% | 1% |
| 20260814 | $2.67 | $1.30 | 12.9% | 7% |
| 20260813 | $3.47 | $1.55 | 15.7% | 27% |
| 20260812 | $2.97 | $1.95 | 14.4% | 18% |
| 20260811 | $2.42 | $1.70 | 12.0% | 0% |
| 20260810 | $3.70 | $2.15 | 17.4% | 40% |
| 20260807 | — | — | 13.4% | 9% |
| 20260806 | $3.75 | $1.95 | 15.2% | 23% |
| 20260805 | $1.97 | $1.97 | 17.7% | 42% |
| 20260804 | $2.85 | $2.85 | 16.3% | 32% |
| 20260803 | $2.12 | $2.12 | 16.3% | 31% |
| 20260731 | $2.73 | $2.73 | 17.2% | 39% |
| 20260730 | $2.55 | $2.55 | 16.6% | 34% |
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.