VTEI · Expected Move
Vanguard Intermediate-Term Tax-Exempt Bond ETF · ETF
The expected move for VTEI 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).
VTEI 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 VTEI Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
15.9%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to VTEI'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.
VTEI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 15.9% | 68% |
| 20261020 | $1.60 | $1.60 | 15.8% | 68% |
| 20261019 | $1.60 | $1.60 | 15.6% | 66% |
| 20261016 | $3.30 | $3.33 | 14.8% | 62% |
| 20261015 | $3.25 | $2.42 | 14.6% | 61% |
| 20261014 | $3.35 | $2.33 | 14.9% | 63% |
| 20261013 | $3.35 | $2.45 | 14.7% | 62% |
| 20261012 | $3.45 | $2.58 | 14.6% | 61% |
| 20261009 | $3.55 | $2.58 | 16.8% | 73% |
| 20261008 | $3.55 | $2.50 | 16.1% | 70% |
| 20261007 | $3.60 | $2.58 | 15.9% | 68% |
| 20261006 | $3.70 | $2.70 | 16.9% | 74% |
| 20261005 | $4.75 | $3.85 | 16.9% | 74% |
| 20261002 | $2.83 | $2.83 | 16.8% | 73% |
| 20261001 | $2.90 | $2.90 | 17.1% | 75% |
| 20260930 | $2.83 | $2.83 | 16.5% | 72% |
| 20260929 | $2.92 | $2.92 | 15.7% | 67% |
| 20260928 | $2.55 | $2.55 | 15.5% | 66% |
| 20260925 | $2.65 | $2.65 | 15.2% | 64% |
| 20260924 | $2.65 | $2.65 | 14.3% | 59% |
| 20260923 | $2.58 | $2.58 | 16.0% | 69% |
| 20260922 | $2.75 | $2.75 | 15.6% | 67% |
| 20260921 | $2.72 | $2.72 | 15.9% | 68% |
| 20260918 | $2.83 | $3.77 | 17.2% | 76% |
| 20260917 | $2.83 | $2.45 | 17.1% | 75% |
| 20260916 | $2.88 | $2.52 | 16.2% | 70% |
| 20260915 | $2.92 | $2.55 | 16.0% | 69% |
| 20260914 | $3.00 | $2.53 | 14.1% | 59% |
| 20260911 | $3.05 | $2.58 | 15.9% | 68% |
| 20260910 | $3.05 | $2.58 | 21.7% | 100% |
| 20260909 | $2.98 | $2.55 | 14.5% | 100% |
| 20260908 | $3.10 | $2.60 | 11.8% | 100% |
| 20260904 | $3.25 | $2.70 | 11.2% | 100% |
| 20260903 | $3.30 | $2.73 | 10.3% | 96% |
| 20260902 | $2.73 | $2.73 | 10.6% | 100% |
| 20260901 | $2.73 | $2.73 | 10.4% | 100% |
| 20260831 | $2.88 | $2.88 | 9.5% | 100% |
| 20260828 | $2.73 | $2.73 | 7.6% | 99% |
| 20260827 | $2.40 | $2.40 | 6.4% | 69% |
| 20260826 | $2.45 | $2.45 | 6.3% | 67% |
| 20260825 | $2.53 | $2.53 | 6.3% | 69% |
| 20260824 | $2.50 | $2.50 | 6.2% | 65% |
| 20260821 | $2.55 | $2.27 | 5.6% | 50% |
| 20260820 | $2.58 | $2.25 | 5.1% | 40% |
| 20260819 | $2.65 | $2.35 | 4.8% | 32% |
| 20260818 | $2.65 | $2.30 | 4.8% | 32% |
| 20260817 | $2.78 | $2.45 | 4.7% | 28% |
| 20260814 | $2.75 | $2.40 | 4.7% | 29% |
| 20260813 | $2.70 | $2.38 | 4.8% | 32% |
| 20260812 | $2.92 | $2.48 | 5.3% | 43% |
| 20260811 | $2.65 | $2.28 | 4.9% | 34% |
| 20260810 | $2.88 | $2.38 | 4.6% | 27% |
| 20260807 | — | — | 5.0% | 36% |
| 20260806 | $3.02 | $3.75 | 4.4% | 21% |
| 20260805 | $2.47 | $2.47 | 4.4% | 22% |
| 20260804 | $2.50 | $2.50 | 4.3% | 19% |
| 20260803 | $2.50 | $2.50 | 4.3% | 7% |
| 20260731 | $2.60 | $2.60 | 4.1% | 6% |
| 20260730 | $2.58 | $2.58 | 4.1% | 6% |
| 20260729 | $2.00 | $2.00 | 4.2% | 6% |
More on VTEI
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.