VOO · Expected Move

Vanguard S&P 500 ETF · ETF

The expected move for VOO 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).

VOO 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 VOO Expected Move
30-Day Straddle
$20.80
7-Day Straddle
$9.10
30-Day ATM IV
13.1%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to VOO'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.
VOO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261008 $20.80 $9.10 13.1% 24%
20261007 $21.35 $9.70 13.0% 23%
20261006 $21.70 $10.50 12.8% 19%
20261005 $22.95 $6.75 13.4% 29%
20261002 $20.55 $7.88 13.2% 26%
20261001 $22.35 $10.60 14.2% 41%
20260930 $22.95 $11.90 14.0% 38%
20260929 $22.75 $11.85 13.7% 34%
20260928 $23.25 $8.00 13.5% 30%
20260925 $19.00 $8.85 12.0% 7%
20260924 $19.55 $9.85 12.5% 15%
20260923 $19.95 $10.40 12.3% 11%
20260922 $19.75 $10.30 11.8% 3%
20260921 $20.65 $6.45 12.2% 10%
20260918 $18.90 $7.75 11.9% 5%
20260917 $19.75 $10.65 12.4% 13%
20260916 $21.90 $13.20 13.9% 37%
20260915 $22.40 $12.85 13.7% 33%
20260914 $22.25 $9.35 13.4% 29%
20260911 $19.75 $9.80 12.7% 18%
20260910 $22.80 $12.50 14.5% 46%
20260909 $21.85 $12.10 13.3% 28%
20260908 $20.50 $11.65 12.7% 18%
20260904 $17.85 $7.43 11.6% 0%
20260903 $18.95 $8.65 11.9% 5%
20260902 $20.05 $9.95 12.3% 11%
20260901 $22.40 $11.35 13.6% 32%
20260831 $19.95 $7.17 12.0% 6%
20260828 $17.80 $8.15 11.6% 0%
20260827 $19.85 $9.05 12.2% 3%
20260826 $20.65 $10.60 12.9% 15%
20260825 $21.45 $10.95 13.1% 18%
20260824 $21.40 $7.85 13.0% 17%
20260821 $19.65 $9.15 12.8% 13%
20260820 $21.75 $11.05 13.4% 24%
20260819 $20.45 $10.25 12.3% 4%
20260818 $21.90 $11.25 13.2% 20%
20260817 $22.40 $5.97 13.0% 16%
20260814 $19.30 $7.00 12.0% 0%
20260813 $20.20 $8.45 12.6% 4%
20260812 $19.95 $8.95 12.2% 0%
20260811 $21.55 $10.60 13.0% 2%
20260810 $21.70 $7.47 12.9% 1%
20260807 — — 12.8% 0%
20260806 $21.75 $11.00 13.5% 4%
20260805 $22.30 $11.35 13.8% 6%
20260804 $22.95 $13.10 13.9% 7%
20260803 $22.10 $6.30 13.4% 3%
20260731 $21.00 $9.00 13.9% 6%
20260730 $22.60 $11.45 14.7% 12%
20260729 $26.25 $16.50 17.2% 29%
20260728 $25.10 $14.85 15.6% 18%
20260727 $25.10 $11.20 15.8% 20%
20260724 $23.55 $12.10 15.8% 19%
20260723 $24.60 $14.75 16.2% 22%
20260722 $22.10 $12.25 14.0% 7%
20260721 $22.35 $13.10 13.9% 7%
20260720 $25.60 $9.45 15.9% 21%
20260716 $21.55 $9.45 13.8% 6%
20260715 $21.25 $9.15 13.1% 1%

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.