VONV · Expected Move
Vanguard Russell 1000 Value ETF · ETF
The expected move for VONV 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).
VONV 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 VONV Expected Move
30-Day Straddle
$5.62
7-Day Straddle
$5.62
30-Day ATM IV
17.2%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to VONV'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.
VONV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.62 | $5.62 | 17.2% | 61% |
| 20261023 | $5.88 | $5.88 | 21.4% | 100% |
| 20261022 | $3.50 | $3.50 | 11.8% | 18% |
| 20261021 | $4.00 | $4.00 | 13.0% | 31% |
| 20261020 | $4.10 | $4.10 | 15.7% | 64% |
| 20261019 | $4.00 | $4.00 | 14.6% | 51% |
| 20261016 | $4.50 | $5.00 | 15.8% | 65% |
| 20261015 | $4.58 | $1.48 | 15.5% | 62% |
| 20261014 | $4.50 | $1.80 | 14.9% | 55% |
| 20261013 | $3.50 | $2.00 | 13.4% | 36% |
| 20261012 | $4.00 | $2.60 | 10.3% | 0% |
| 20261009 | $5.10 | $3.85 | 17.0% | 79% |
| 20261008 | $3.50 | $2.67 | 11.7% | 18% |
| 20261007 | $5.45 | $1.98 | 17.2% | 84% |
| 20261006 | $4.50 | $2.00 | 13.8% | 48% |
| 20261005 | $5.00 | $2.75 | 11.3% | 22% |
| 20261002 | $3.50 | $3.50 | 12.2% | 31% |
| 20261001 | $3.00 | $3.00 | 15.6% | 67% |
| 20260930 | $3.00 | $3.00 | 14.7% | 58% |
| 20260929 | $3.67 | $3.67 | 16.8% | 80% |
| 20260928 | $2.45 | $2.45 | 11.7% | 25% |
| 20260925 | $3.70 | $3.70 | 15.2% | 62% |
| 20260924 | $3.00 | $3.00 | 14.6% | 56% |
| 20260923 | $4.20 | $4.20 | 16.2% | 73% |
| 20260922 | $4.45 | $4.45 | 15.0% | 61% |
| 20260921 | $2.38 | $2.38 | 10.5% | 13% |
| 20260918 | $3.10 | $5.00 | 13.7% | 47% |
| 20260917 | $2.95 | $2.00 | 10.8% | 16% |
| 20260916 | $4.00 | $2.50 | 13.4% | 44% |
| 20260915 | $5.05 | $3.00 | 15.9% | 70% |
| 20260914 | $3.00 | $2.00 | 13.0% | 40% |
| 20260911 | $3.50 | $1.70 | 11.4% | 22% |
| 20260910 | $3.50 | $1.88 | 14.7% | 57% |
| 20260909 | $3.50 | $3.70 | 13.5% | 44% |
| 20260908 | $3.50 | $1.90 | 12.8% | 37% |
| 20260904 | $5.05 | $4.85 | 16.0% | 71% |
| 20260903 | $4.50 | $3.00 | 13.0% | 39% |
| 20260902 | $3.50 | $3.50 | 14.2% | 52% |
| 20260901 | $2.30 | $2.30 | 12.7% | 36% |
| 20260831 | $3.00 | $3.00 | 13.1% | 40% |
| 20260828 | $3.02 | $3.02 | 13.8% | 48% |
| 20260827 | $4.00 | $4.00 | 13.3% | 43% |
| 20260826 | $3.50 | $3.50 | 12.8% | 37% |
| 20260825 | $4.00 | $4.00 | 13.2% | 41% |
| 20260824 | $3.70 | $3.70 | 13.9% | 49% |
| 20260821 | $3.00 | $5.00 | 13.6% | 46% |
| 20260820 | $4.50 | $4.00 | 14.0% | 50% |
| 20260819 | $3.00 | $2.50 | 11.6% | 24% |
| 20260818 | $3.50 | $2.00 | 12.6% | 35% |
| 20260817 | $3.08 | $2.25 | 14.6% | 55% |
| 20260814 | $3.17 | $2.73 | 12.2% | 26% |
| 20260813 | $3.50 | $3.90 | 12.0% | 19% |
| 20260812 | $2.88 | $1.93 | 11.2% | 14% |
| 20260811 | $4.10 | $4.85 | 14.5% | 36% |
| 20260810 | $4.25 | $3.00 | 11.4% | 15% |
| 20260806 | $4.95 | $3.00 | 14.8% | 38% |
| 20260805 | $3.00 | $3.00 | 14.6% | 37% |
| 20260804 | $4.60 | $4.60 | 16.6% | 46% |
| 20260803 | $3.50 | $3.50 | 14.2% | 31% |
| 20260731 | $5.05 | $5.05 | 16.4% | 38% |
More on VONV
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.