VSS · Expected Move
Vanguard FTSE All-World EX-US Small-Cap Index Fund · ETF
The expected move for VSS 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).
VSS 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 VSS Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$2.45
30-Day ATM IV
19.0%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to VSS'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.
VSS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.45 | $2.45 | 19.0% | 31% |
| 20261020 | $2.45 | $2.45 | 18.3% | 22% |
| 20261019 | $0.00 | $0.00 | 20.6% | 48% |
| 20261016 | $6.18 | $4.90 | 18.7% | 26% |
| 20261015 | $7.10 | $4.40 | 18.5% | 24% |
| 20261014 | $6.50 | $4.70 | 20.8% | 50% |
| 20261013 | $7.35 | $4.75 | 18.4% | 24% |
| 20261012 | $6.43 | $4.90 | 18.6% | 26% |
| 20261009 | $7.65 | $4.90 | 20.5% | 46% |
| 20261008 | $7.75 | $4.90 | 20.2% | 44% |
| 20261007 | $8.03 | $4.90 | 21.6% | 59% |
| 20261006 | $8.05 | $4.90 | 20.9% | 52% |
| 20261005 | $8.10 | $4.90 | 21.3% | 56% |
| 20261002 | $4.90 | $4.90 | 21.3% | 56% |
| 20261001 | $4.90 | $4.90 | 21.6% | 59% |
| 20260930 | $5.97 | $5.97 | 21.9% | 62% |
| 20260929 | $4.90 | $4.90 | 21.4% | 57% |
| 20260928 | $4.80 | $4.80 | 21.6% | 59% |
| 20260925 | $4.45 | $4.45 | 20.8% | 50% |
| 20260924 | $4.80 | $4.80 | 21.5% | 58% |
| 20260923 | $5.92 | $5.92 | 22.3% | 67% |
| 20260922 | $5.57 | $5.57 | 20.6% | 48% |
| 20260921 | $5.97 | $5.97 | 21.5% | 58% |
| 20260918 | $6.17 | $4.95 | 21.2% | 55% |
| 20260917 | $7.10 | $4.80 | 20.8% | 51% |
| 20260916 | $7.35 | $4.80 | 20.7% | 49% |
| 20260915 | $6.12 | $4.80 | 16.3% | 0% |
| 20260914 | $6.22 | $5.38 | 20.3% | 35% |
| 20260911 | $6.32 | $5.62 | 20.1% | 32% |
| 20260910 | $7.95 | $4.80 | 21.3% | 48% |
| 20260909 | $7.97 | $5.62 | 20.9% | 43% |
| 20260908 | $7.97 | $4.80 | 19.9% | 30% |
| 20260904 | $8.03 | $4.35 | 18.0% | 5% |
| 20260903 | $6.47 | $5.72 | 19.9% | 30% |
| 20260902 | $5.67 | $5.67 | 21.0% | 45% |
| 20260901 | $5.53 | $5.53 | 20.6% | 39% |
| 20260831 | $5.62 | $5.62 | 20.2% | 33% |
| 20260828 | $5.45 | $5.45 | 19.1% | 19% |
| 20260827 | $5.67 | $5.67 | 18.8% | 16% |
| 20260826 | $6.58 | $6.58 | 19.7% | 27% |
| 20260825 | $5.82 | $5.82 | 19.5% | 25% |
| 20260824 | $6.80 | $6.80 | 20.0% | 31% |
| 20260821 | $6.72 | $4.80 | 19.0% | 19% |
| 20260820 | $6.82 | $4.55 | 18.8% | 16% |
| 20260819 | $6.88 | $4.60 | 18.9% | 17% |
| 20260818 | $6.40 | $6.05 | 19.3% | 20% |
| 20260817 | $6.67 | $4.70 | 17.6% | 0% |
| 20260814 | $6.90 | $4.80 | 19.1% | 4% |
| 20260813 | $6.97 | $4.80 | 19.2% | 6% |
| 20260812 | $7.10 | $4.80 | 19.4% | 6% |
| 20260811 | $7.00 | $5.32 | 19.5% | 7% |
| 20260810 | $7.85 | $5.88 | 20.7% | 18% |
| 20260807 | — | — | 20.7% | 18% |
| 20260806 | $8.10 | $4.85 | 20.1% | 12% |
| 20260805 | $4.95 | $4.95 | 20.0% | 12% |
| 20260804 | $5.10 | $5.10 | 19.4% | 6% |
| 20260803 | $6.65 | $6.65 | 20.4% | 16% |
| 20260731 | $5.92 | $5.92 | 20.7% | 18% |
| 20260730 | $5.57 | $5.57 | 19.7% | 8% |
| 20260729 | $6.28 | $6.28 | 22.3% | 33% |
More on VSS
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.