VTC · Expected Move

Vanguard Total Corporate Bond ETF · ETF

The expected move for VTC 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).

VTC 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 VTC Expected Move
30-Day Straddle
$1.07
7-Day Straddle
$1.07
30-Day ATM IV
6.5%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to VTC'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.
VTC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.07 $1.07 6.5% 10%
20261020 $2.35 $2.35 10.6% 33%
20261019 $1.23 $1.23 6.9% 12%
20261016 $1.27 $0.58 6.8% 12%
20261015 $1.20 $0.55 9.5% 27%
20261014 $1.27 $0.43 6.9% 12%
20261013 $2.45 $0.48 13.2% 48%
20261012 $2.35 $0.43 13.7% 51%
20261009 $2.52 $1.55 13.3% 49%
20261008 $1.48 $0.68 7.4% 16%
20261007 $1.02 $0.75 8.3% 20%
20261006 $1.40 $0.62 8.9% 24%
20261005 $1.35 $1.80 11.7% 40%
20261002 $1.80 $1.80 12.8% 46%
20261001 $0.77 $0.77 7.0% 13%
20260930 $1.73 $1.73 9.9% 30%
20260929 $1.68 $1.68 13.4% 49%
20260928 $2.27 $2.27 12.3% 43%
20260925 $0.70 $0.70 11.6% 39%
20260924 $1.85 $1.85 11.6% 39%
20260923 $1.95 $1.95 10.0% 30%
20260922 $0.60 $0.60 8.2% 20%
20260921 $0.60 $0.60 10.1% 30%
20260918 $2.80 $2.20 10.8% 34%
20260917 $0.55 $1.60 7.6% 17%
20260916 $1.88 $1.35 11.0% 36%
20260915 $0.98 $1.58 6.0% 7%
20260914 $0.82 $0.40 5.7% 6%
20260911 $3.08 $0.42 11.4% 38%
20260910 $3.23 $1.00 11.3% 37%
20260909 $1.27 $1.53 7.0% 13%
20260908 $1.93 $1.47 10.7% 33%
20260904 $1.02 $0.68 5.0% 2%
20260903 $3.35 $1.88 14.9% 55%
20260902 $1.57 $1.57 8.3% 19%
20260901 $0.85 $0.85 5.3% 3%
20260831 $1.60 $1.60 8.1% 18%
20260828 $2.77 $2.77 12.3% 41%
20260827 $0.83 $0.83 7.7% 16%
20260826 $1.00 $1.00 5.3% 3%
20260825 $0.85 $0.85 5.2% 5%
20260824 $1.83 $1.83 7.2% 16%
20260821 $1.85 $0.12 6.1% 10%
20260820 $0.90 $1.32 5.1% 5%
20260819 $1.75 $1.60 8.4% 22%
20260818 $0.93 $1.38 5.3% 6%
20260817 $1.92 $0.45 10.6% 34%
20260814 $2.02 $0.28 6.3% 11%
20260813 $2.02 $0.55 10.3% 32%
20260812 $2.27 $0.55 11.6% 39%
20260811 $1.05 $0.47 5.5% 7%
20260810 $5.05 $0.43 13.7% 50%
20260807 — — 11.7% 40%
20260806 $1.23 $0.47 8.7% 24%
20260805 $4.75 $4.75 8.0% 20%
20260804 $2.70 $2.70 8.6% 23%
20260803 $0.75 $0.75 10.7% 34%
20260731 $0.77 $0.77 10.4% 33%
20260730 $0.83 $0.83 5.4% 6%
20260729 $1.67 $1.67 6.8% 14%

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.