VTES · Expected Move
Vanguard Short-Term Tax-Exempt Bond ETF · ETF
The expected move for VTES 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).
VTES 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 VTES Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
15.2%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to VTES'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.
VTES Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 15.2% | 43% |
| 20261020 | $2.45 | $2.45 | 15.1% | 42% |
| 20261019 | $0.00 | $0.00 | 15.2% | 42% |
| 20261016 | $1.95 | $3.80 | 14.6% | 39% |
| 20261015 | $3.80 | $3.17 | 14.8% | 41% |
| 20261014 | $3.85 | $2.90 | 14.8% | 41% |
| 20261013 | $3.85 | $3.05 | 14.6% | 40% |
| 20261012 | $3.85 | $3.10 | 14.5% | 39% |
| 20261009 | $3.85 | $3.03 | 16.2% | 47% |
| 20261008 | $3.95 | $3.12 | 16.0% | 47% |
| 20261007 | $4.00 | $3.15 | 15.5% | 44% |
| 20261006 | $4.15 | $3.20 | 15.6% | 45% |
| 20261005 | $4.90 | $4.55 | 15.6% | 44% |
| 20261002 | $3.25 | $3.25 | 15.5% | 44% |
| 20261001 | $3.05 | $3.05 | 15.6% | 45% |
| 20260930 | $3.25 | $3.25 | 15.7% | 45% |
| 20260929 | $3.25 | $3.25 | 18.3% | 58% |
| 20260928 | $3.08 | $3.08 | 15.7% | 45% |
| 20260925 | $3.02 | $3.02 | 14.7% | 40% |
| 20260924 | $2.00 | $2.00 | 16.0% | 46% |
| 20260923 | $2.05 | $2.05 | 16.0% | 46% |
| 20260922 | $2.25 | $2.25 | 14.1% | 37% |
| 20260921 | $3.67 | $3.67 | 13.4% | 34% |
| 20260918 | $3.17 | $3.75 | 14.3% | 38% |
| 20260917 | $3.08 | $2.97 | 23.3% | 84% |
| 20260916 | $3.10 | $2.97 | 12.9% | 31% |
| 20260915 | $3.05 | $2.88 | 11.8% | 26% |
| 20260914 | $3.10 | $2.85 | 11.3% | 23% |
| 20260911 | $3.15 | $2.70 | 11.9% | 26% |
| 20260910 | $3.15 | $2.83 | 14.2% | 37% |
| 20260909 | $3.23 | $2.80 | 12.0% | 26% |
| 20260908 | $3.33 | $3.02 | 12.3% | 28% |
| 20260904 | $3.50 | $3.02 | 12.5% | 29% |
| 20260903 | $3.55 | $3.02 | 12.5% | 29% |
| 20260902 | $3.08 | $3.08 | 12.6% | 29% |
| 20260901 | $3.08 | $3.08 | 12.6% | 29% |
| 20260831 | $3.20 | $3.20 | 6.8% | 0% |
| 20260828 | $3.05 | $3.05 | 7.2% | 0% |
| 20260827 | $2.67 | $2.67 | 7.3% | 0% |
| 20260826 | $2.70 | $2.70 | 7.4% | 0% |
| 20260825 | $2.70 | $2.70 | 7.6% | 0% |
| 20260824 | $2.73 | $2.73 | 25.7% | 95% |
| 20260821 | $2.72 | $3.40 | 26.3% | 98% |
| 20260820 | $2.75 | $2.58 | 26.4% | 99% |
| 20260819 | $2.67 | $2.40 | 26.6% | 100% |
| 20260818 | $2.67 | $2.45 | 26.2% | 100% |
| 20260817 | $2.78 | $2.48 | 25.8% | 100% |
| 20260814 | $2.90 | $2.58 | 24.4% | 100% |
| 20260813 | $2.88 | $2.52 | 23.9% | 100% |
| 20260812 | $3.83 | $2.53 | 23.4% | 100% |
| 20260811 | $2.45 | $2.17 | 23.3% | 100% |
| 20260810 | $2.67 | $2.28 | 22.9% | 100% |
| 20260806 | $3.70 | $3.62 | 12.0% | 33% |
| 20260805 | $2.33 | $2.33 | 19.9% | 92% |
| 20260804 | $2.40 | $2.40 | 12.5% | 36% |
| 20260803 | $2.48 | $2.48 | 11.8% | 31% |
| 20260731 | $2.58 | $2.58 | 12.4% | 36% |
| 20260730 | $2.58 | $2.58 | 16.9% | 70% |
| 20260729 | $2.52 | $2.52 | 11.3% | 34% |
| 20260728 | $2.60 | $2.60 | 15.4% | 64% |
More on VTES
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.