VTIP · Expected Move
Vanguard Short-Term Inflation-Protected Securities Index Fund · ETF
The expected move for VTIP 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).
VTIP 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 VTIP Expected Move
30-Day Straddle
$0.78
7-Day Straddle
$0.78
30-Day ATM IV
11.1%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to VTIP'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.
VTIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.78 | $0.78 | 11.1% | 56% |
| 20261020 | $0.38 | $0.38 | 7.9% | 35% |
| 20261019 | $0.53 | $0.53 | 6.0% | 22% |
| 20261016 | $0.52 | $1.25 | 5.9% | 21% |
| 20261015 | $0.55 | $0.45 | 5.9% | 21% |
| 20261014 | $0.80 | $1.77 | 6.8% | 27% |
| 20261013 | $1.48 | $0.53 | 5.4% | 18% |
| 20261012 | $0.80 | $0.55 | 13.7% | 74% |
| 20261009 | $0.78 | $0.53 | 7.7% | 34% |
| 20261008 | $2.08 | $2.08 | 11.7% | 61% |
| 20261007 | $0.88 | $0.55 | 11.0% | 56% |
| 20261006 | $0.78 | $0.50 | 10.8% | 54% |
| 20261005 | $1.00 | $0.53 | 8.7% | 40% |
| 20261002 | $1.32 | $1.32 | 9.0% | 42% |
| 20261001 | $1.52 | $1.52 | 11.9% | 62% |
| 20260930 | $0.97 | $0.97 | 11.6% | 60% |
| 20260929 | $0.43 | $0.43 | 5.5% | 19% |
| 20260928 | $1.55 | $1.55 | 9.6% | 46% |
| 20260925 | $0.50 | $0.50 | 6.9% | 28% |
| 20260924 | $0.55 | $0.55 | 9.4% | 45% |
| 20260923 | $0.53 | $0.53 | 5.9% | 21% |
| 20260922 | $0.53 | $0.53 | 7.5% | 32% |
| 20260921 | $1.65 | $1.65 | 17.5% | 100% |
| 20260918 | $2.53 | $3.27 | 9.3% | 48% |
| 20260917 | $0.62 | $0.90 | 9.2% | 48% |
| 20260916 | $0.60 | $1.47 | 9.2% | 47% |
| 20260915 | $0.72 | $0.55 | 9.5% | 50% |
| 20260914 | $0.70 | $1.60 | 9.3% | 48% |
| 20260911 | $0.67 | $0.55 | 12.2% | 70% |
| 20260910 | $0.82 | $1.40 | 8.6% | 43% |
| 20260909 | $3.15 | $0.33 | 8.2% | 40% |
| 20260908 | $0.67 | $0.30 | 9.0% | 46% |
| 20260904 | $2.92 | $1.30 | 9.6% | 51% |
| 20260903 | $0.70 | $0.28 | 5.2% | 18% |
| 20260902 | $1.38 | $1.38 | 9.6% | 50% |
| 20260901 | $0.35 | $0.35 | 7.8% | 37% |
| 20260831 | $2.83 | $2.83 | 15.6% | 95% |
| 20260828 | $1.30 | $1.30 | 11.3% | 63% |
| 20260827 | $0.30 | $0.30 | 4.7% | 14% |
| 20260826 | $0.33 | $0.33 | 3.9% | 9% |
| 20260825 | $0.30 | $0.30 | 3.7% | 6% |
| 20260824 | $0.33 | $0.33 | 4.7% | 14% |
| 20260821 | $0.33 | $0.23 | 7.1% | 32% |
| 20260820 | $0.30 | $0.17 | 2.8% | 0% |
| 20260819 | $0.25 | $1.70 | 5.0% | 15% |
| 20260818 | $1.33 | $1.73 | 3.0% | 0% |
| 20260817 | $0.40 | $0.33 | 8.0% | 37% |
| 20260814 | $0.40 | $0.30 | 8.7% | 43% |
| 20260813 | $0.75 | $0.30 | 8.7% | 43% |
| 20260812 | $0.43 | $0.35 | 5.2% | 16% |
| 20260811 | $1.30 | $0.38 | 10.7% | 58% |
| 20260810 | $0.43 | $0.38 | 5.2% | 16% |
| 20260807 | — | — | 8.3% | 39% |
| 20260806 | $0.50 | $0.40 | 7.2% | 32% |
| 20260805 | $0.38 | $0.38 | 5.4% | 18% |
| 20260804 | $0.38 | $0.38 | 5.6% | 20% |
| 20260803 | $0.25 | $0.25 | 7.6% | 35% |
| 20260731 | $0.40 | $0.40 | 10.1% | 53% |
| 20260730 | $0.38 | $0.38 | 7.4% | 33% |
| 20260729 | $0.38 | $0.38 | 8.2% | 39% |
More on VTIP
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.