VTEB · Expected Move
Vanguard Tax-Exempt Bond Index Fund · ETF
The expected move for VTEB 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).
VTEB 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 VTEB Expected Move
30-Day Straddle
$0.68
7-Day Straddle
$0.68
30-Day ATM IV
6.2%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to VTEB'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.
VTEB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.68 | $0.68 | 6.2% | 21% |
| 20261020 | $0.55 | $0.55 | 5.7% | 18% |
| 20261019 | $0.68 | $0.68 | 8.6% | 37% |
| 20261016 | $0.75 | $0.62 | 6.4% | 23% |
| 20261015 | $0.68 | $0.20 | 5.8% | 19% |
| 20261014 | $0.88 | $0.50 | 7.4% | 29% |
| 20261013 | $0.83 | $0.42 | 6.0% | 20% |
| 20261012 | $0.78 | $0.45 | 6.2% | 21% |
| 20261009 | $0.78 | $0.43 | 6.2% | 22% |
| 20261008 | $0.65 | $0.38 | 7.5% | 30% |
| 20261007 | $0.73 | $0.80 | 5.6% | 18% |
| 20261006 | $0.62 | $0.55 | 6.0% | 20% |
| 20261005 | $0.95 | $0.53 | 7.2% | 28% |
| 20261002 | $0.75 | $0.75 | 8.9% | 39% |
| 20261001 | $0.77 | $0.77 | 8.4% | 35% |
| 20260930 | $0.77 | $0.77 | 7.8% | 32% |
| 20260929 | $0.88 | $0.88 | 9.0% | 40% |
| 20260928 | $1.27 | $1.27 | 13.4% | 68% |
| 20260925 | $1.48 | $1.48 | 10.7% | 50% |
| 20260924 | $0.68 | $0.68 | 6.9% | 26% |
| 20260923 | $0.45 | $0.45 | 4.7% | 12% |
| 20260922 | $0.42 | $0.42 | 5.4% | 16% |
| 20260921 | $0.45 | $0.45 | 5.7% | 19% |
| 20260918 | $0.47 | $0.28 | 6.1% | 21% |
| 20260917 | $1.18 | $1.23 | 12.6% | 63% |
| 20260916 | $0.88 | $0.28 | 6.1% | 21% |
| 20260915 | $1.07 | $0.72 | 11.2% | 54% |
| 20260914 | $0.70 | $1.73 | 8.5% | 36% |
| 20260911 | $0.75 | $0.60 | 5.8% | 19% |
| 20260910 | $0.62 | $0.35 | 5.2% | 15% |
| 20260909 | $1.38 | $0.40 | 5.5% | 17% |
| 20260908 | $0.45 | $0.25 | 3.7% | 5% |
| 20260904 | $0.42 | $0.75 | 5.4% | 17% |
| 20260903 | $0.47 | $0.78 | 5.7% | 19% |
| 20260902 | $0.28 | $0.28 | 3.7% | 5% |
| 20260901 | $0.30 | $0.30 | 3.4% | 4% |
| 20260831 | $0.38 | $0.38 | 7.8% | 32% |
| 20260828 | $0.45 | $0.45 | 5.4% | 16% |
| 20260827 | $0.53 | $0.53 | 5.7% | 19% |
| 20260826 | $2.92 | $2.92 | 5.5% | 17% |
| 20260825 | $2.50 | $2.50 | 4.8% | 12% |
| 20260824 | $0.65 | $0.65 | 5.1% | 15% |
| 20260821 | $0.68 | $0.50 | 4.7% | 12% |
| 20260820 | $0.65 | $0.45 | 8.2% | 34% |
| 20260819 | $1.32 | $0.43 | — | — |
| 20260818 | $0.65 | $0.60 | 4.7% | 12% |
| 20260817 | $0.55 | $0.40 | 4.5% | 11% |
| 20260814 | $0.48 | $0.25 | 4.5% | 11% |
| 20260813 | $1.58 | $0.17 | 3.3% | 3% |
| 20260812 | $0.45 | $0.68 | 4.8% | 12% |
| 20260811 | $0.45 | $1.53 | 3.8% | 6% |
| 20260810 | $0.53 | $0.30 | 4.3% | 9% |
| 20260807 | — | — | 3.7% | 6% |
| 20260806 | $0.57 | $7.83 | 11.6% | 56% |
| 20260805 | $0.38 | $0.38 | 12.3% | 61% |
| 20260804 | $0.40 | $0.40 | 4.0% | 8% |
| 20260803 | $0.50 | $0.50 | 5.3% | 16% |
| 20260731 | $0.60 | $0.60 | 7.0% | 26% |
| 20260730 | $1.02 | $1.02 | 5.2% | 15% |
| 20260729 | $0.48 | $0.48 | 4.9% | 13% |
More on VTEB
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.