VTEC · Expected Move
Vanguard California Tax-Exempt Bond ETF · ETF
The expected move for VTEC 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).
VTEC 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 VTEC Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$1.60
30-Day ATM IV
17.3%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to VTEC'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.
VTEC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.60 | $1.60 | 17.3% | 82% |
| 20261020 | $0.00 | $0.00 | 17.1% | 81% |
| 20261019 | $0.00 | $0.00 | 16.9% | 79% |
| 20261016 | $3.55 | $3.48 | 16.2% | 74% |
| 20261015 | $3.65 | $2.67 | 15.9% | 73% |
| 20261014 | $3.55 | $2.67 | 15.8% | 72% |
| 20261013 | $3.65 | $2.72 | 15.6% | 71% |
| 20261012 | $3.80 | $2.77 | 15.4% | 69% |
| 20261009 | $3.80 | $2.85 | 17.2% | 81% |
| 20261008 | $3.75 | $2.72 | 16.8% | 79% |
| 20261007 | $3.90 | $2.83 | 16.5% | 76% |
| 20261006 | $4.00 | $2.92 | 17.0% | 80% |
| 20261005 | $4.90 | $4.15 | 16.8% | 79% |
| 20261002 | $2.97 | $2.97 | 16.6% | 77% |
| 20261001 | $3.15 | $3.15 | 17.2% | 81% |
| 20260930 | $3.10 | $3.10 | 16.6% | 78% |
| 20260929 | $3.23 | $3.23 | 18.7% | 92% |
| 20260928 | $2.58 | $2.58 | 16.4% | 76% |
| 20260925 | $2.67 | $2.67 | 19.9% | 100% |
| 20260924 | $2.60 | $2.60 | 14.1% | 64% |
| 20260923 | $1.88 | $1.88 | 15.0% | 70% |
| 20260922 | $2.73 | $2.73 | 15.0% | 70% |
| 20260921 | $1.80 | $1.80 | 13.8% | 61% |
| 20260918 | $2.40 | $3.12 | 14.7% | 68% |
| 20260917 | $2.48 | $2.12 | 14.3% | 65% |
| 20260916 | $2.42 | $2.08 | 13.6% | 60% |
| 20260915 | $2.50 | $2.08 | 19.0% | 100% |
| 20260914 | $2.52 | $2.20 | 13.4% | 66% |
| 20260911 | $2.55 | $2.20 | 12.3% | 57% |
| 20260910 | $2.65 | $2.17 | 17.5% | 100% |
| 20260909 | $2.50 | $2.02 | 14.5% | 100% |
| 20260908 | $2.62 | $2.23 | 10.5% | 69% |
| 20260904 | $2.75 | $2.30 | 10.9% | 75% |
| 20260903 | $2.73 | $1.55 | 12.7% | 100% |
| 20260902 | $1.62 | $1.62 | 10.9% | 81% |
| 20260901 | $1.68 | $1.68 | 12.3% | 100% |
| 20260831 | $1.48 | $1.48 | 10.4% | 100% |
| 20260828 | $1.50 | $1.50 | 9.5% | 100% |
| 20260827 | $1.60 | $1.60 | 9.3% | 100% |
| 20260826 | $1.07 | $1.07 | 9.0% | 100% |
| 20260825 | $1.80 | $1.80 | 8.9% | 96% |
| 20260824 | $1.88 | $1.88 | 8.9% | 97% |
| 20260821 | $1.85 | $3.38 | 8.9% | 97% |
| 20260820 | $2.50 | $2.25 | 8.6% | 90% |
| 20260819 | $2.50 | $2.12 | 7.9% | 70% |
| 20260818 | $2.45 | $1.23 | 8.5% | 85% |
| 20260817 | $2.48 | $1.98 | 7.7% | 57% |
| 20260814 | $2.62 | $2.17 | 7.5% | 54% |
| 20260813 | $2.78 | $2.30 | 8.1% | 68% |
| 20260812 | $2.88 | $2.33 | 7.5% | 54% |
| 20260811 | $2.70 | $2.28 | 7.3% | 50% |
| 20260810 | $2.95 | $2.38 | 7.1% | 42% |
| 20260807 | — | — | 6.9% | 38% |
| 20260806 | $3.05 | $2.48 | 6.6% | 31% |
| 20260805 | $1.70 | $1.70 | 6.6% | 30% |
| 20260804 | $2.45 | $2.45 | 6.9% | 38% |
| 20260803 | $2.62 | $2.62 | 7.6% | 55% |
| 20260731 | $2.70 | $2.70 | 6.8% | 35% |
| 20260730 | $2.62 | $2.62 | 6.6% | 31% |
| 20260729 | $2.62 | $2.62 | 6.2% | 22% |
More on VTEC
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.