VTWG · Expected Move
Vanguard Russell 2000 Growth ETF · ETF
The expected move for VTWG 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).
VTWG 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 VTWG Expected Move
30-Day Straddle
$15.60
7-Day Straddle
$9.02
30-Day ATM IV
22.5%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to VTWG'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.
VTWG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $15.60 | $9.02 | 22.5% | 50% |
| 20261106 | $0.00 | $0.00 | 24.7% | 75% |
| 20261105 | $0.00 | $0.00 | 26.9% | 100% |
| 20261104 | $0.00 | $0.00 | 20.2% | 33% |
| 20261103 | $0.00 | $0.00 | 23.6% | 77% |
| 20261102 | $0.00 | $0.00 | 23.6% | 73% |
| 20261030 | $0.00 | $0.00 | 24.7% | 85% |
| 20261029 | $0.00 | $0.00 | 19.6% | 20% |
| 20261028 | $0.00 | $0.00 | 18.5% | 6% |
| 20261027 | $0.00 | $0.00 | 22.4% | 56% |
| 20261026 | $0.00 | $0.00 | 20.3% | 30% |
| 20261023 | $0.00 | $0.00 | 21.7% | 48% |
| 20261022 | $0.00 | $0.00 | 22.4% | 56% |
| 20261021 | $5.45 | $5.45 | 19.8% | 23% |
| 20261020 | $0.00 | $0.00 | 18.8% | 10% |
| 20261019 | $6.50 | $6.50 | 21.0% | 30% |
| 20261016 | $13.70 | $4.68 | 21.6% | 35% |
| 20261015 | $13.05 | $3.03 | 20.6% | 26% |
| 20261014 | $14.00 | $4.10 | 21.9% | 38% |
| 20261013 | $13.90 | $4.20 | 20.6% | 26% |
| 20261012 | $13.90 | $4.45 | 20.7% | 27% |
| 20261009 | $14.65 | $5.08 | 20.5% | 24% |
| 20261008 | $15.05 | $6.28 | 21.0% | 29% |
| 20261007 | $15.45 | $6.55 | 21.4% | 33% |
| 20261006 | $15.65 | $7.38 | 20.9% | 28% |
| 20261005 | $16.55 | $7.25 | 21.4% | 33% |
| 20261002 | $7.80 | $7.80 | 20.6% | 25% |
| 20261001 | $8.93 | $8.93 | 22.5% | 44% |
| 20260930 | $9.57 | $9.57 | 21.7% | 36% |
| 20260929 | $9.50 | $9.50 | 21.4% | 33% |
| 20260928 | $10.30 | $10.30 | 21.1% | 31% |
| 20260925 | $9.90 | $9.90 | 20.6% | 26% |
| 20260924 | $10.35 | $10.35 | 20.2% | 22% |
| 20260923 | $10.70 | $10.70 | 20.2% | 22% |
| 20260922 | $9.55 | $9.55 | 18.0% | 1% |
| 20260921 | $10.73 | $10.73 | 18.8% | 8% |
| 20260918 | $11.05 | $4.80 | 18.8% | 8% |
| 20260917 | $11.53 | $2.95 | 18.7% | 7% |
| 20260916 | $12.60 | $4.03 | 20.8% | 28% |
| 20260915 | $12.75 | $5.83 | 20.9% | 28% |
| 20260914 | $13.40 | $6.28 | 20.3% | 23% |
| 20260911 | $13.35 | $6.22 | 20.4% | 23% |
| 20260910 | $14.50 | $7.82 | 21.3% | 33% |
| 20260909 | $13.50 | $7.20 | 19.6% | 16% |
| 20260908 | $13.60 | $7.23 | 19.1% | 11% |
| 20260904 | $13.75 | $7.45 | 18.0% | 0% |
| 20260903 | $14.30 | $8.30 | 18.9% | 9% |
| 20260902 | $8.80 | $8.80 | 19.2% | 12% |
| 20260901 | $10.02 | $10.02 | 20.3% | 23% |
| 20260831 | $9.20 | $9.20 | 18.9% | 9% |
| 20260828 | $10.03 | $10.03 | 18.5% | 5% |
| 20260827 | $9.93 | $9.93 | 18.2% | 2% |
| 20260826 | $10.82 | $10.82 | 19.0% | 10% |
| 20260825 | $11.23 | $11.23 | 19.1% | 11% |
| 20260824 | $11.40 | $11.40 | 19.8% | 17% |
| 20260821 | $11.60 | $4.40 | 19.1% | 11% |
| 20260820 | $12.00 | $3.12 | 19.2% | 12% |
| 20260819 | $12.20 | $3.30 | 18.8% | 8% |
| 20260818 | $12.10 | $4.15 | 18.5% | 4% |
| 20260817 | $12.45 | $4.28 | 18.3% | 2% |
More on VTWG
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.