VTI · Expected Move
Vanguard Morningstar Total Stock Market ETF · ETF
The expected move for VTI 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).
VTI 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 VTI Expected Move
30-Day Straddle
$14.10
7-Day Straddle
$5.00
30-Day ATM IV
13.4%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to VTI'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.
VTI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $14.10 | $5.00 | 13.4% | 23% |
| 20261007 | $14.65 | $5.85 | 13.3% | 21% |
| 20261006 | $13.35 | $5.62 | 12.5% | 10% |
| 20261005 | $14.80 | $6.07 | 13.1% | 19% |
| 20261002 | $6.77 | $6.77 | 13.2% | 20% |
| 20261001 | $8.15 | $8.15 | 14.0% | 32% |
| 20260930 | $9.35 | $9.35 | 14.9% | 44% |
| 20260929 | $8.30 | $8.30 | 13.9% | 30% |
| 20260928 | $8.95 | $8.95 | 13.7% | 28% |
| 20260925 | $8.55 | $8.55 | 12.5% | 10% |
| 20260924 | $9.00 | $9.00 | 13.0% | 17% |
| 20260923 | $8.90 | $8.90 | 12.5% | 11% |
| 20260922 | $9.45 | $9.45 | 12.5% | 10% |
| 20260921 | $9.60 | $9.60 | 12.3% | 8% |
| 20260918 | $10.00 | $0.62 | 11.9% | 2% |
| 20260917 | $10.60 | $2.40 | 12.4% | 10% |
| 20260916 | $12.15 | $4.00 | 14.0% | 32% |
| 20260915 | $11.60 | $4.90 | 13.9% | 31% |
| 20260914 | $11.95 | $5.15 | 13.5% | 25% |
| 20260911 | $12.30 | $5.68 | 12.7% | 13% |
| 20260910 | $13.00 | $6.28 | 14.2% | 35% |
| 20260909 | $13.75 | $6.72 | 14.2% | 34% |
| 20260908 | $12.20 | $6.70 | 12.7% | 14% |
| 20260904 | $12.40 | $6.20 | 11.8% | 0% |
| 20260903 | $12.75 | $7.27 | 11.9% | 0% |
| 20260902 | $8.20 | $8.20 | 12.6% | 9% |
| 20260901 | $8.50 | $8.50 | 13.3% | 19% |
| 20260831 | $8.00 | $8.00 | 12.4% | 6% |
| 20260828 | $8.10 | $8.10 | 12.1% | 2% |
| 20260827 | $8.60 | $8.60 | 12.0% | 0% |
| 20260826 | $9.30 | $9.30 | 12.8% | 9% |
| 20260825 | $10.00 | $10.00 | 13.1% | 13% |
| 20260824 | $10.85 | $10.85 | 13.2% | 15% |
| 20260821 | $9.90 | $2.02 | 12.3% | 0% |
| 20260820 | $11.95 | $2.88 | 13.3% | 17% |
| 20260819 | $11.35 | $2.38 | 13.1% | 12% |
| 20260818 | $12.10 | $3.45 | 13.8% | 23% |
| 20260817 | $12.30 | $4.17 | 12.6% | 5% |
| 20260814 | $11.80 | $3.70 | 12.2% | 0% |
| 20260813 | $12.25 | $4.60 | 12.6% | 0% |
| 20260812 | $13.85 | $5.45 | 13.3% | 7% |
| 20260811 | $13.35 | $6.18 | 13.3% | 7% |
| 20260810 | $13.75 | $6.50 | 13.1% | 4% |
| 20260807 | — | — | 12.7% | 0% |
| 20260806 | $14.60 | $7.70 | 13.6% | 5% |
| 20260805 | $8.55 | $8.55 | 14.0% | 8% |
| 20260804 | $9.22 | $9.22 | 14.3% | 10% |
| 20260803 | $7.55 | $7.55 | 13.2% | 2% |
| 20260731 | $9.10 | $9.10 | 13.6% | 5% |
| 20260730 | $10.50 | $10.50 | 14.8% | 14% |
| 20260729 | $13.60 | $13.60 | 18.0% | 38% |
| 20260728 | $11.95 | $11.95 | 16.0% | 23% |
| 20260727 | $12.35 | $12.35 | 16.0% | 23% |
| 20260724 | $12.20 | $12.20 | 15.1% | 16% |
| 20260723 | $13.05 | $13.05 | 16.0% | 23% |
| 20260722 | $11.55 | $11.55 | 14.1% | 9% |
| 20260721 | $11.65 | $11.65 | 13.7% | 5% |
| 20260720 | $13.80 | $13.80 | 15.4% | 19% |
| 20260716 | $13.10 | $2.70 | 13.5% | 4% |
| 20260715 | $13.20 | $4.00 | 13.1% | 2% |
More on VTI
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.