VONE · Expected Move

Vanguard Russell 1000 ETF · ETF

The expected move for VONE 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).

VONE straddle price & implied vol

60 sessions

Bars: 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 VONE Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
13.7%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to VONE'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.
VONE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 13.7% 42%
20261020 $7.70 $7.70 14.0% 48%
20261019 $0.00 $0.00 13.8% 42%
20261016 $12.40 $1.85 14.6% 58%
20261015 $11.20 $2.90 12.9% 26%
20261014 $12.20 $3.60 13.1% 29%
20261013 $11.80 $3.30 12.5% 19%
20261012 $12.00 $3.77 12.5% 19%
20261009 $12.50 $4.12 12.4% 16%
20261008 $12.75 $4.88 13.1% 30%
20261007 $13.00 $4.90 12.8% 25%
20261006 $13.75 $5.88 12.9% 27%
20261005 $13.35 $5.55 13.1% 29%
20261002 $6.60 $6.60 13.1% 30%
20261001 $7.30 $7.30 13.9% 45%
20260930 $7.50 $7.50 13.8% 43%
20260929 $7.53 $7.53 13.5% 36%
20260928 $8.12 $8.12 13.6% 38%
20260925 $7.10 $7.10 12.0% 10%
20260924 $9.07 $9.07 13.0% 27%
20260923 $9.22 $9.22 12.8% 24%
20260922 $7.78 $7.78 11.5% 0%
20260921 $8.75 $8.75 12.3% 13%
20260918 $9.02 $4.40 11.8% 4%
20260917 $9.40 $2.27 12.1% 9%
20260916 $11.30 $3.83 14.0% 45%
20260915 $10.62 $4.62 13.5% 37%
20260914 $10.35 $4.38 12.9% 25%
20260911 $11.05 $5.05 12.7% 21%
20260910 $11.85 $6.00 14.1% 47%
20260909 $11.55 $5.95 13.2% 31%
20260908 $11.75 $6.40 12.6% 19%
20260904 $11.15 $5.78 11.6% 0%
20260903 $11.55 $6.62 12.0% 2%
20260902 $7.35 $7.35 12.5% 13%
20260901 $7.93 $7.93 13.0% 23%
20260831 $7.85 $7.85 12.3% 8%
20260828 $7.75 $7.75 11.9% 0%
20260827 $7.92 $7.92 12.1% 0%
20260826 $9.25 $9.25 12.6% 8%
20260825 $9.40 $9.40 12.7% 10%
20260824 $9.57 $9.57 13.0% 17%
20260821 $10.22 $4.92 12.5% 7%
20260820 $9.75 $2.27 12.4% 3%
20260819 $9.80 $3.07 12.2% 0%
20260818 $10.15 $3.45 12.9% 15%
20260817 $10.40 $3.25 12.5% 6%
20260814 $11.30 $4.28 12.2% 0%
20260813 $11.70 $4.80 12.3% 0%
20260812 $11.35 $4.58 12.6% 0%
20260811 $11.80 $5.35 13.1% 3%
20260810 $12.70 $6.60 13.8% 13%
20260807 — — 13.5% 6%
20260806 $13.50 $7.50 13.9% 9%
20260805 $7.80 $7.80 14.1% 10%
20260804 $7.45 $7.45 12.8% 0%
20260803 $5.67 $5.67 13.1% 0%
20260731 $9.10 $9.10 14.2% 9%
20260730 $9.90 $9.90 15.2% 18%
20260729 $11.05 $11.05 16.4% 28%

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.