VTV · Expected Move
Vanguard Morningstar Value ETF · ETF
The expected move for VTV 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).
VTV 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 VTV Expected Move
30-Day Straddle
$6.17
7-Day Straddle
$6.17
30-Day ATM IV
12.4%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to VTV'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.
VTV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.17 | $6.17 | 12.4% | 69% |
| 20261022 | $6.65 | $6.65 | 12.4% | 69% |
| 20261021 | $5.72 | $5.72 | 11.1% | 45% |
| 20261020 | $6.38 | $6.38 | 12.3% | 51% |
| 20261019 | $7.45 | $7.45 | 12.3% | 52% |
| 20261016 | $5.88 | $1.80 | 11.5% | 38% |
| 20261015 | $6.22 | $2.75 | 11.4% | 37% |
| 20261014 | $6.45 | $1.80 | 11.1% | 32% |
| 20261013 | $6.12 | $2.10 | 10.5% | 24% |
| 20261012 | $6.97 | $2.17 | 11.4% | 37% |
| 20261009 | $6.82 | $1.98 | 11.1% | 33% |
| 20261008 | $7.00 | $2.72 | 11.5% | 38% |
| 20261007 | $6.75 | $2.75 | 11.5% | 38% |
| 20261006 | $7.17 | $2.58 | 11.4% | 37% |
| 20261005 | $6.55 | $3.92 | 10.9% | 30% |
| 20261002 | $4.40 | $4.40 | 11.4% | 37% |
| 20261001 | $4.28 | $4.28 | 11.9% | 44% |
| 20260930 | $4.70 | $4.70 | 12.0% | 46% |
| 20260929 | $4.10 | $4.10 | 10.9% | 30% |
| 20260928 | $4.20 | $4.20 | 11.6% | 40% |
| 20260925 | $4.30 | $4.30 | 10.9% | 29% |
| 20260924 | $4.40 | $4.40 | 10.8% | 29% |
| 20260923 | $4.53 | $4.53 | 10.4% | 23% |
| 20260922 | $4.55 | $4.55 | 10.1% | 19% |
| 20260921 | $5.12 | $5.12 | 10.6% | 26% |
| 20260918 | $5.30 | $1.27 | 10.6% | 26% |
| 20260917 | $5.83 | $2.30 | 11.1% | 32% |
| 20260916 | $6.40 | $2.42 | 12.4% | 51% |
| 20260915 | $5.68 | $3.67 | 10.2% | 19% |
| 20260914 | $5.50 | $2.85 | 10.9% | 30% |
| 20260911 | $5.85 | $2.65 | 10.5% | 24% |
| 20260910 | $6.85 | $4.25 | 11.2% | 34% |
| 20260909 | $5.95 | $2.85 | 10.7% | 27% |
| 20260908 | $5.35 | $3.00 | 9.4% | 9% |
| 20260904 | $6.47 | $3.03 | 9.5% | 10% |
| 20260903 | $6.40 | $3.28 | 9.3% | 8% |
| 20260902 | $3.55 | $3.55 | 9.4% | 9% |
| 20260901 | $3.03 | $3.03 | 9.4% | 8% |
| 20260831 | $2.90 | $2.90 | 9.1% | 4% |
| 20260828 | $3.62 | $3.62 | 9.8% | 14% |
| 20260827 | $3.35 | $3.35 | 8.8% | 0% |
| 20260826 | $4.38 | $4.38 | 9.9% | 7% |
| 20260825 | $4.60 | $4.60 | 9.5% | 1% |
| 20260824 | $4.75 | $4.75 | 9.4% | 0% |
| 20260821 | $5.50 | $1.52 | 10.4% | 14% |
| 20260820 | $5.35 | $0.93 | 10.5% | 16% |
| 20260819 | $6.45 | $2.08 | 10.3% | 14% |
| 20260818 | $5.72 | $1.77 | 9.8% | 6% |
| 20260817 | $6.03 | $2.30 | 10.6% | 19% |
| 20260814 | $5.47 | $3.07 | 10.1% | 9% |
| 20260813 | $6.30 | $2.88 | 9.8% | 5% |
| 20260812 | $7.00 | $2.67 | 11.3% | 25% |
| 20260811 | $5.58 | $2.42 | 9.4% | 0% |
| 20260810 | $6.05 | $2.60 | 10.1% | 7% |
| 20260807 | — | — | 9.5% | 0% |
| 20260806 | $7.25 | $2.95 | 11.4% | 11% |
| 20260805 | $3.38 | $3.38 | 11.3% | 11% |
| 20260804 | $3.58 | $3.58 | 10.9% | 7% |
| 20260803 | $4.35 | $4.35 | 11.6% | 13% |
| 20260731 | $4.62 | $4.62 | 11.7% | 14% |
More on VTV
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.