VPU · Expected Move
Vanguard Utilities ETF · ETF
The expected move for VPU 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).
VPU 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 VPU Expected Move
30-Day Straddle
$7.53
7-Day Straddle
$7.53
30-Day ATM IV
17.9%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to VPU'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.
VPU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.53 | $7.53 | 17.9% | 51% |
| 20261021 | $7.42 | $7.42 | 17.9% | 51% |
| 20261020 | $7.45 | $7.45 | 17.8% | 49% |
| 20261019 | $7.35 | $7.35 | 17.5% | 44% |
| 20261016 | $7.78 | $2.27 | 17.2% | 41% |
| 20261015 | $7.97 | $2.30 | 17.7% | 49% |
| 20261014 | $8.28 | $2.67 | 18.3% | 57% |
| 20261013 | $8.32 | $3.12 | 17.9% | 51% |
| 20261012 | $8.52 | $2.97 | 18.3% | 56% |
| 20261009 | $9.05 | $3.65 | 18.7% | 63% |
| 20261008 | $8.75 | $4.08 | 18.1% | 54% |
| 20261007 | $9.10 | $4.28 | 18.5% | 59% |
| 20261006 | $8.70 | $4.42 | 17.8% | 49% |
| 20261005 | $9.20 | $4.93 | 19.2% | 69% |
| 20261002 | $5.65 | $5.65 | 20.4% | 86% |
| 20261001 | $5.50 | $5.50 | 21.3% | 100% |
| 20260930 | $5.80 | $5.80 | 19.8% | 100% |
| 20260929 | $5.62 | $5.62 | 18.8% | 90% |
| 20260928 | $6.05 | $6.05 | 19.2% | 98% |
| 20260925 | $6.05 | $6.05 | 18.4% | 82% |
| 20260924 | $5.78 | $5.78 | 17.6% | 65% |
| 20260923 | $6.70 | $6.70 | 17.2% | 58% |
| 20260922 | $5.32 | $5.32 | 15.5% | 22% |
| 20260921 | $6.62 | $6.62 | 17.2% | 55% |
| 20260918 | $6.05 | $2.05 | 15.5% | 21% |
| 20260917 | $7.07 | $2.25 | 17.0% | 51% |
| 20260916 | $5.88 | $2.23 | 14.4% | 0% |
| 20260915 | $6.47 | $2.72 | 15.2% | 0% |
| 20260914 | $6.60 | $2.73 | 15.6% | 1% |
| 20260911 | $7.12 | $3.67 | 16.0% | 12% |
| 20260910 | $7.80 | $4.70 | 17.3% | 45% |
| 20260909 | $7.85 | $3.95 | 16.7% | 30% |
| 20260908 | $7.88 | $4.68 | 16.7% | 29% |
| 20260904 | $8.80 | $4.72 | 17.1% | 39% |
| 20260903 | $9.00 | $4.22 | 17.0% | 36% |
| 20260902 | $4.78 | $4.78 | 16.4% | 20% |
| 20260901 | $5.30 | $5.30 | 16.9% | 32% |
| 20260831 | $5.50 | $5.50 | 16.3% | 20% |
| 20260828 | $6.40 | $6.40 | 17.3% | 42% |
| 20260827 | $6.25 | $6.25 | 17.2% | 38% |
| 20260826 | $6.60 | $6.60 | 17.0% | 34% |
| 20260825 | $6.28 | $6.28 | 16.3% | 19% |
| 20260824 | $6.68 | $6.68 | 17.4% | 44% |
| 20260821 | $6.38 | $2.23 | 16.0% | 12% |
| 20260820 | $7.08 | $2.65 | 16.5% | 23% |
| 20260819 | $7.10 | $2.97 | 16.3% | 19% |
| 20260818 | $6.97 | $3.02 | 15.5% | 0% |
| 20260817 | $7.62 | $3.68 | 17.0% | 31% |
| 20260814 | $8.18 | $3.83 | 17.2% | 23% |
| 20260813 | $8.40 | $4.05 | 17.5% | 27% |
| 20260812 | $8.80 | $3.75 | 18.1% | 34% |
| 20260811 | $8.23 | $4.55 | 17.2% | 20% |
| 20260810 | $9.35 | $5.00 | 19.3% | 50% |
| 20260807 | — | — | 16.9% | 14% |
| 20260806 | $8.78 | $5.95 | 17.6% | 22% |
| 20260805 | $5.47 | $5.47 | 16.3% | 7% |
| 20260804 | $5.80 | $5.80 | 17.2% | 18% |
| 20260803 | $5.93 | $5.93 | 17.6% | 23% |
| 20260731 | $6.62 | $6.62 | 17.8% | 25% |
| 20260730 | $6.70 | $6.70 | 17.2% | 17% |
More on VPU
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.