VOE · Expected Move
Vanguard Morningstar Mid-Cap Value ETF · ETF
The expected move for VOE 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).
VOE 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 VOE Expected Move
30-Day Straddle
$6.70
7-Day Straddle
$6.70
30-Day ATM IV
14.3%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to VOE'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.
VOE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.70 | $6.70 | 14.3% | 52% |
| 20261022 | $7.20 | $7.20 | 15.0% | 66% |
| 20261021 | $6.45 | $6.45 | 13.3% | 31% |
| 20261020 | $6.80 | $6.80 | 14.6% | 52% |
| 20261019 | $6.95 | $6.95 | 14.5% | 48% |
| 20261016 | $7.05 | $4.90 | 13.4% | 28% |
| 20261015 | $7.60 | $4.90 | 14.7% | 52% |
| 20261014 | $7.10 | $5.15 | 13.9% | 37% |
| 20261013 | $6.95 | $4.90 | 13.6% | 31% |
| 20261012 | $7.35 | $5.10 | 14.1% | 41% |
| 20261009 | $8.20 | $5.15 | 14.0% | 38% |
| 20261008 | $8.00 | $4.90 | 14.3% | 44% |
| 20261007 | $7.78 | $5.15 | 14.2% | 42% |
| 20261006 | $8.25 | $5.03 | 15.1% | 57% |
| 20261005 | $7.85 | $5.15 | 13.6% | 31% |
| 20261002 | $5.20 | $5.20 | 15.0% | 56% |
| 20261001 | $5.30 | $5.30 | 14.7% | 51% |
| 20260930 | $5.47 | $5.47 | 15.2% | 60% |
| 20260929 | $5.55 | $5.55 | 15.5% | 64% |
| 20260928 | $5.35 | $5.35 | 14.6% | 48% |
| 20260925 | $5.78 | $5.78 | 14.1% | 40% |
| 20260924 | $5.17 | $5.17 | 13.4% | 27% |
| 20260923 | $5.65 | $5.65 | 14.0% | 37% |
| 20260922 | $6.15 | $6.15 | 14.4% | 46% |
| 20260921 | $6.82 | $6.82 | 14.7% | 50% |
| 20260918 | $6.90 | $3.38 | 14.8% | 52% |
| 20260917 | $6.60 | $4.90 | 14.4% | 46% |
| 20260916 | $7.15 | $5.45 | 15.1% | 57% |
| 20260915 | $6.20 | $4.80 | 13.1% | 23% |
| 20260914 | $6.17 | $4.82 | 13.0% | 20% |
| 20260911 | $6.53 | $4.90 | 13.1% | 23% |
| 20260910 | $7.03 | $4.90 | 14.6% | 48% |
| 20260909 | $6.88 | $5.15 | 13.3% | 26% |
| 20260908 | $7.67 | $6.45 | 14.1% | 39% |
| 20260904 | $6.90 | $5.25 | 12.3% | 8% |
| 20260903 | $6.98 | $5.25 | 11.9% | 2% |
| 20260902 | $5.90 | $5.90 | 11.8% | 0% |
| 20260901 | $5.60 | $5.60 | 13.0% | 20% |
| 20260831 | $4.95 | $4.95 | 13.9% | 36% |
| 20260828 | $5.45 | $5.45 | 12.7% | 16% |
| 20260827 | $5.55 | $5.55 | 12.9% | 18% |
| 20260826 | $5.25 | $5.25 | 12.5% | 12% |
| 20260825 | $5.12 | $5.12 | 12.3% | 7% |
| 20260824 | $5.45 | $5.45 | 12.6% | 13% |
| 20260821 | $5.80 | $2.60 | 12.9% | 18% |
| 20260820 | $5.90 | $4.80 | 13.4% | 27% |
| 20260819 | $5.90 | $4.80 | 12.7% | 15% |
| 20260818 | $6.30 | $4.80 | 13.1% | 23% |
| 20260817 | $6.15 | $5.12 | 12.5% | 12% |
| 20260814 | $6.30 | $4.80 | 11.9% | 0% |
| 20260813 | $7.05 | $4.82 | 13.3% | 14% |
| 20260812 | $6.15 | $3.55 | 12.3% | 0% |
| 20260811 | $6.55 | $3.88 | 12.8% | 0% |
| 20260810 | $6.85 | $3.53 | 12.9% | 0% |
| 20260807 | — | — | 13.0% | 0% |
| 20260806 | $8.60 | $6.40 | 13.2% | 0% |
| 20260805 | $4.65 | $4.65 | 13.7% | 0% |
| 20260804 | $5.80 | $5.80 | 14.0% | 2% |
| 20260803 | $5.40 | $5.40 | 14.2% | 4% |
| 20260731 | $5.75 | $5.75 | 14.5% | 7% |
More on VOE
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.