VPLS · Expected Move
Vanguard Core Plus Bond ETF · ETF
The expected move for VPLS 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).
VPLS 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 VPLS Expected Move
30-Day Straddle
$2.23
7-Day Straddle
$2.23
30-Day ATM IV
17.2%
IV Rank
99%
Implied one-standard-deviation move through the next 30 days. Compare to VPLS'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.
VPLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.23 | $2.23 | 17.2% | 99% |
| 20261020 | $2.30 | $2.30 | 16.9% | 95% |
| 20261019 | $2.27 | $2.27 | 16.6% | 91% |
| 20261016 | $2.35 | $3.55 | 15.9% | 79% |
| 20261015 | $2.42 | $1.98 | 15.7% | 76% |
| 20261014 | $2.30 | $1.80 | 15.5% | 72% |
| 20261013 | $2.38 | $1.88 | 15.3% | 69% |
| 20261012 | $2.42 | $1.92 | 15.1% | 66% |
| 20261009 | $2.48 | $1.92 | 16.9% | 95% |
| 20261008 | $2.42 | $1.93 | 16.8% | 93% |
| 20261007 | $2.50 | $1.95 | 15.5% | 65% |
| 20261006 | $2.55 | $2.00 | 15.7% | 68% |
| 20261005 | $2.58 | $2.05 | 14.4% | 49% |
| 20261002 | $1.95 | $1.95 | 15.1% | 59% |
| 20261001 | $2.00 | $2.00 | 15.4% | 64% |
| 20260930 | $2.05 | $2.05 | 15.6% | 66% |
| 20260929 | $2.10 | $2.10 | 17.2% | 88% |
| 20260928 | $2.12 | $2.12 | 17.0% | 86% |
| 20260925 | $2.27 | $2.27 | 16.7% | 81% |
| 20260924 | $2.17 | $2.17 | 14.8% | 54% |
| 20260923 | $1.95 | $1.95 | 14.4% | 48% |
| 20260922 | $2.12 | $2.12 | 14.5% | 50% |
| 20260921 | $2.17 | $2.17 | 14.9% | 55% |
| 20260918 | $2.28 | $2.08 | 16.7% | 79% |
| 20260917 | $2.30 | $2.12 | 15.0% | 47% |
| 20260916 | $2.28 | $2.02 | 15.1% | 48% |
| 20260915 | $2.35 | $2.05 | 15.4% | 52% |
| 20260914 | $2.30 | $2.03 | 14.9% | 46% |
| 20260911 | $2.75 | $2.12 | 15.0% | 47% |
| 20260910 | $2.45 | $2.12 | 14.4% | 41% |
| 20260909 | $2.33 | $2.00 | 11.1% | 2% |
| 20260908 | $2.35 | $2.02 | 12.5% | 18% |
| 20260904 | $2.47 | $2.10 | 12.4% | 17% |
| 20260903 | $2.48 | $2.12 | 13.1% | 26% |
| 20260902 | $2.12 | $2.12 | 12.0% | 13% |
| 20260901 | $2.08 | $2.08 | 13.3% | 28% |
| 20260831 | $2.15 | $2.15 | 12.7% | 20% |
| 20260828 | $2.25 | $2.25 | 11.3% | 5% |
| 20260827 | $3.35 | $3.35 | 10.9% | 0% |
| 20260826 | $1.82 | $1.82 | 11.0% | 0% |
| 20260825 | $2.17 | $2.17 | 15.2% | 46% |
| 20260824 | $2.33 | $2.33 | 14.8% | 42% |
| 20260821 | $2.20 | $3.15 | 14.3% | 36% |
| 20260820 | $2.25 | $2.12 | 14.4% | 36% |
| 20260819 | $2.25 | $2.08 | 14.8% | 41% |
| 20260818 | $2.23 | $3.40 | 14.2% | 34% |
| 20260817 | $2.25 | $2.05 | 13.5% | 25% |
| 20260814 | $2.35 | $2.15 | 14.0% | 31% |
| 20260813 | $2.35 | $2.08 | 13.7% | 27% |
| 20260812 | $2.42 | $2.15 | 13.1% | 20% |
| 20260811 | $2.45 | $2.17 | 13.8% | 28% |
| 20260810 | $2.72 | $2.35 | 14.3% | 35% |
| 20260807 | — | — | 14.6% | 38% |
| 20260806 | $3.20 | $2.42 | 14.4% | 37% |
| 20260805 | $2.42 | $2.42 | 14.3% | 35% |
| 20260804 | $2.45 | $2.45 | 14.3% | 35% |
| 20260803 | $4.80 | $4.80 | 16.2% | 59% |
| 20260731 | $2.50 | $2.50 | 16.2% | 58% |
| 20260730 | $2.53 | $2.53 | 14.7% | 41% |
| 20260729 | $3.70 | $3.70 | 15.2% | 46% |
More on VPLS
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.