VOT · Expected Move

Vanguard Morningstar Mid-Cap Growth ETF · ETF

The expected move for VOT 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).

VOT 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 VOT Expected Move
30-Day Straddle
$11.80
7-Day Straddle
$11.80
30-Day ATM IV
18.2%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to VOT'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.
VOT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $11.80 $11.80 18.2% 62%
20261021 $11.80 $11.80 17.6% 54%
20261020 $12.95 $12.95 18.4% 64%
20261019 $12.20 $12.20 18.1% 51%
20261016 $13.20 $3.23 18.3% 53%
20261015 $12.05 $4.72 16.3% 30%
20261014 $14.30 $5.05 19.0% 61%
20261013 $12.75 $5.22 16.6% 33%
20261012 $13.65 $5.35 17.3% 42%
20261009 $14.05 $6.75 16.2% 29%
20261008 $13.80 $6.70 17.2% 40%
20261007 $14.55 $6.25 17.3% 41%
20261006 $14.20 $6.72 16.7% 35%
20261005 $14.75 $7.47 17.4% 43%
20261002 $7.28 $7.28 16.8% 35%
20261001 $8.45 $8.45 18.0% 49%
20260930 $9.05 $9.05 17.7% 46%
20260929 $8.57 $8.57 17.3% 41%
20260928 $8.88 $8.88 17.5% 43%
20260925 $9.80 $9.80 16.4% 31%
20260924 $10.00 $10.00 17.2% 40%
20260923 $9.65 $9.65 16.3% 30%
20260922 $9.53 $9.53 15.8% 24%
20260921 $9.68 $9.68 16.3% 29%
20260918 $10.93 $4.55 16.2% 29%
20260917 $11.10 $3.53 16.4% 31%
20260916 $12.15 $5.30 18.3% 52%
20260915 $11.75 $5.55 17.4% 43%
20260914 $11.45 $4.95 16.6% 33%
20260911 $11.85 $5.95 16.3% 30%
20260910 $12.55 $6.68 17.6% 45%
20260909 $12.50 $6.75 16.3% 30%
20260908 $11.80 $6.40 15.5% 21%
20260904 $12.25 $6.40 14.7% 12%
20260903 $12.95 $7.15 15.5% 21%
20260902 $8.40 $8.40 15.7% 23%
20260901 $8.70 $8.70 16.1% 28%
20260831 $8.35 $8.35 15.2% 18%
20260828 $8.55 $8.55 15.0% 15%
20260827 $8.95 $8.95 14.4% 8%
20260826 $9.70 $9.70 15.8% 24%
20260825 $9.95 $9.95 15.9% 25%
20260824 $10.50 $10.50 15.4% 19%
20260821 $11.00 $3.75 16.0% 26%
20260820 $11.25 $3.45 15.9% 25%
20260819 $10.90 $3.55 15.2% 17%
20260818 $10.95 $4.17 14.8% 12%
20260817 $10.90 $5.75 13.7% 0%
20260814 $11.50 $5.60 14.6% 0%
20260813 $11.75 $4.95 14.7% 0%
20260812 $11.70 $5.60 14.8% 0%
20260811 $12.85 $6.88 15.5% 4%
20260810 $13.00 $7.03 15.8% 7%
20260807 — — 15.1% 0%
20260806 $13.25 $7.75 15.8% 0%
20260805 $8.30 $8.30 16.2% 0%
20260804 $9.45 $9.45 16.4% 0%
20260803 $8.88 $8.88 16.4% 0%
20260731 $9.82 $9.82 17.5% 7%
20260730 $9.18 $9.18 17.2% 5%

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.