VTHR · Expected Move
Vanguard Russell 3000 ETF · ETF
The expected move for VTHR 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).
VTHR 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 VTHR Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$4.10
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VTHR'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.
VTHR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $4.10 | $4.10 | — | — |
| 20251016 | $4.65 | $4.65 | — | — |
| 20251015 | $4.30 | $4.30 | — | — |
| 20251014 | $4.85 | $4.85 | — | — |
| 20251013 | $5.10 | $5.10 | — | — |
| 20251010 | $5.15 | $5.15 | 17.9% | 63% |
| 20251009 | $5.35 | $5.35 | 17.6% | 61% |
| 20251008 | $4.80 | $4.80 | 24.3% | 100% |
| 20251007 | $5.40 | $5.40 | 15.9% | 45% |
| 20251006 | $5.00 | $5.00 | 13.3% | 31% |
| 20251003 | $5.05 | $5.05 | 12.6% | 27% |
| 20251002 | $5.00 | $5.00 | 12.2% | 25% |
| 20251001 | $5.00 | $5.00 | 11.9% | 24% |
| 20250930 | $5.90 | $5.90 | 12.0% | 24% |
| 20250929 | $5.05 | $5.05 | 10.3% | 16% |
| 20250926 | $5.90 | $5.90 | 10.1% | 15% |
| 20250925 | $6.10 | $6.10 | 10.8% | 18% |
| 20250924 | $7.00 | $7.00 | 10.2% | 15% |
| 20250923 | $6.20 | $6.20 | 10.6% | 11% |
| 20250922 | $5.20 | $5.20 | 8.2% | 4% |
| 20250919 | $5.10 | $5.10 | 7.9% | 3% |
| 20250918 | $5.70 | $5.70 | 8.9% | 6% |
| 20250917 | $6.80 | $6.80 | 9.5% | 7% |
| 20250916 | $6.25 | $6.25 | 8.1% | 3% |
| 20250915 | $6.35 | $6.35 | 7.9% | 3% |
| 20250912 | $5.90 | $5.90 | 8.0% | 3% |
| 20250911 | $5.35 | $5.35 | 6.9% | 0% |
| 20250910 | $5.30 | $5.30 | 8.0% | 0% |
| 20250909 | $6.10 | $6.10 | 8.2% | 1% |
| 20250908 | $7.10 | $7.10 | 11.2% | 10% |
| 20250905 | $7.90 | $7.90 | 9.6% | 5% |
| 20250904 | $6.50 | $6.50 | 8.5% | 2% |
| 20250903 | $6.60 | $6.60 | 8.4% | 1% |
| 20250902 | $7.30 | $7.30 | 8.7% | 2% |
| 20250829 | $6.60 | $6.60 | 8.1% | 1% |
| 20250828 | $7.00 | $7.00 | 8.1% | 1% |
| 20250827 | $6.90 | $6.90 | 7.9% | 0% |
| 20250826 | $6.90 | $6.90 | 7.9% | 0% |
| 20250825 | $7.10 | $7.10 | 8.5% | 0% |
| 20250822 | $8.20 | $8.20 | 9.0% | 1% |
| 20250821 | $8.10 | $8.10 | 9.0% | 0% |
| 20250820 | $8.50 | $8.50 | 8.9% | 0% |
| 20250819 | $9.60 | $9.60 | 10.1% | 3% |
| 20250818 | $8.00 | $8.00 | 9.0% | 0% |
| 20250815 | $11.00 | $11.00 | — | — |
| 20250814 | $10.85 | $10.85 | — | — |
| 20250813 | $8.60 | $8.60 | — | — |
| 20250812 | $8.80 | $8.80 | — | — |
| 20250811 | $9.60 | $9.60 | — | — |
| 20250808 | $12.40 | $12.40 | — | — |
| 20250807 | $11.20 | $11.20 | — | — |
| 20250806 | $9.80 | $9.80 | — | — |
| 20250805 | $11.50 | $11.50 | — | — |
| 20250804 | $10.10 | $10.10 | — | — |
| 20250801 | $14.10 | $14.10 | — | — |
| 20250731 | $12.40 | $12.40 | — | — |
| 20250730 | $10.90 | $10.90 | — | — |
| 20250729 | $11.40 | $11.40 | — | — |
| 20250728 | $11.30 | $11.30 | — | — |
| 20250725 | $11.20 | $11.20 | — | — |
More on VTHR
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.