VOX · Expected Move
Vanguard Communication Services ETF · ETF
The expected move for VOX 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).
VOX 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 VOX Expected Move
30-Day Straddle
$9.00
7-Day Straddle
$9.00
30-Day ATM IV
21.1%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to VOX'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.
VOX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $9.00 | $9.00 | 21.1% | 67% |
| 20261020 | $9.02 | $9.02 | 20.6% | 60% |
| 20261019 | $9.10 | $9.10 | 20.4% | 48% |
| 20261016 | $10.05 | $2.42 | 21.6% | 62% |
| 20261015 | $9.90 | $2.97 | 20.7% | 51% |
| 20261014 | $9.52 | $3.45 | 19.6% | 39% |
| 20261013 | $9.38 | $3.48 | 18.7% | 27% |
| 20261012 | $8.85 | $3.58 | 17.9% | 18% |
| 20261009 | $9.75 | $4.28 | 18.7% | 28% |
| 20261008 | $9.82 | $4.30 | 18.6% | 26% |
| 20261007 | $10.02 | $4.45 | 18.7% | 28% |
| 20261006 | $10.22 | $4.93 | 19.0% | 31% |
| 20261005 | $10.00 | $5.07 | 18.3% | 23% |
| 20261002 | $5.62 | $5.62 | 19.1% | 32% |
| 20261001 | $5.78 | $5.78 | 19.9% | 42% |
| 20260930 | $6.20 | $6.20 | 19.3% | 35% |
| 20260929 | $5.92 | $5.92 | 18.2% | 22% |
| 20260928 | $6.65 | $6.65 | 19.5% | 37% |
| 20260925 | $6.75 | $6.75 | 18.1% | 20% |
| 20260924 | $7.47 | $7.47 | 18.9% | 30% |
| 20260923 | $7.20 | $7.20 | 18.6% | 26% |
| 20260922 | $6.70 | $6.70 | 17.5% | 13% |
| 20260921 | $7.62 | $7.62 | 18.2% | 22% |
| 20260918 | $6.83 | $4.80 | 16.4% | 0% |
| 20260917 | $7.47 | $3.10 | 17.2% | 8% |
| 20260916 | $8.10 | $3.25 | 17.7% | 13% |
| 20260915 | $8.18 | $3.55 | 18.1% | 19% |
| 20260914 | $7.78 | $3.35 | 16.8% | 3% |
| 20260911 | $8.15 | $3.92 | 17.4% | 10% |
| 20260910 | $8.85 | $4.55 | 18.8% | 27% |
| 20260909 | $8.50 | $4.47 | 17.9% | 16% |
| 20260908 | $8.50 | $4.55 | 17.4% | 11% |
| 20260904 | $8.43 | $4.97 | 16.6% | 0% |
| 20260903 | $9.12 | $5.38 | 17.2% | 0% |
| 20260902 | $5.78 | $5.78 | 18.2% | 13% |
| 20260901 | $5.68 | $5.68 | 17.5% | 4% |
| 20260831 | $5.95 | $5.95 | 17.2% | 0% |
| 20260828 | $6.32 | $6.32 | 17.3% | 0% |
| 20260827 | $6.58 | $6.58 | 17.7% | 5% |
| 20260826 | $7.40 | $7.40 | 19.3% | 27% |
| 20260825 | $6.97 | $6.97 | 18.4% | 14% |
| 20260824 | $8.00 | $8.00 | 19.4% | 28% |
| 20260821 | $7.47 | $4.40 | 18.4% | 14% |
| 20260820 | $8.05 | $3.05 | 19.0% | 22% |
| 20260819 | $8.07 | $3.42 | 18.7% | 18% |
| 20260818 | $8.38 | $3.80 | 19.2% | 25% |
| 20260817 | $8.82 | $4.22 | 20.1% | 37% |
| 20260814 | $8.55 | $3.83 | 18.1% | 10% |
| 20260813 | $8.62 | $4.12 | 18.1% | 10% |
| 20260812 | $8.90 | $4.00 | 18.7% | 18% |
| 20260811 | $9.18 | $4.78 | 19.2% | 25% |
| 20260810 | $9.53 | $5.07 | 19.4% | 28% |
| 20260807 | — | — | 19.6% | 24% |
| 20260806 | $10.40 | $5.97 | 20.1% | 30% |
| 20260805 | $6.45 | $6.45 | 20.5% | 35% |
| 20260804 | $6.90 | $6.90 | 20.3% | 32% |
| 20260803 | $7.70 | $7.70 | 21.5% | 46% |
| 20260731 | $6.80 | $6.80 | 20.6% | 36% |
| 20260730 | $7.92 | $7.92 | 22.1% | 52% |
| 20260729 | $8.70 | $8.70 | 23.4% | 66% |
More on VOX
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.