VTWO · Expected Move
Vanguard Russell 2000 ETF · ETF
The expected move for VTWO 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).
VTWO 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 VTWO Expected Move
30-Day Straddle
$5.12
7-Day Straddle
$5.12
30-Day ATM IV
20.7%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to VTWO'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.
VTWO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.12 | $5.12 | 20.7% | 58% |
| 20261021 | $5.03 | $5.03 | 19.7% | 47% |
| 20261020 | $5.15 | $5.15 | 19.6% | 46% |
| 20261019 | $5.18 | $5.18 | 20.4% | 42% |
| 20261016 | $5.18 | $1.07 | 19.1% | 31% |
| 20261015 | $5.55 | $1.23 | 19.8% | 37% |
| 20261014 | $5.70 | $1.97 | 20.4% | 42% |
| 20261013 | $5.70 | $1.75 | 19.8% | 37% |
| 20261012 | $5.40 | $1.45 | 18.6% | 26% |
| 20261009 | $5.55 | $2.12 | 19.6% | 35% |
| 20261008 | $6.15 | $2.40 | 19.8% | 37% |
| 20261007 | $6.30 | $2.75 | 20.0% | 39% |
| 20261006 | $6.32 | $2.30 | 19.6% | 35% |
| 20261005 | $6.30 | $2.60 | 20.0% | 38% |
| 20261002 | $3.22 | $3.22 | 18.8% | 28% |
| 20261001 | $3.62 | $3.62 | 20.2% | 40% |
| 20260930 | $4.00 | $4.00 | 19.7% | 36% |
| 20260929 | $3.85 | $3.85 | 20.2% | 40% |
| 20260928 | $3.72 | $3.72 | 19.8% | 36% |
| 20260925 | $4.15 | $4.15 | 19.5% | 34% |
| 20260924 | $4.10 | $4.10 | 19.1% | 31% |
| 20260923 | $3.75 | $3.75 | 17.9% | 21% |
| 20260922 | $3.62 | $3.62 | 15.5% | 0% |
| 20260921 | $4.07 | $4.07 | 17.0% | 10% |
| 20260918 | $4.30 | $0.82 | 17.1% | 10% |
| 20260917 | $4.20 | $1.12 | 16.4% | 4% |
| 20260916 | $5.12 | $2.03 | 19.5% | 32% |
| 20260915 | $5.05 | $2.42 | 18.8% | 26% |
| 20260914 | $5.55 | $2.27 | 19.1% | 29% |
| 20260911 | $4.95 | $3.12 | 17.7% | 16% |
| 20260910 | $5.68 | $3.00 | 19.8% | 35% |
| 20260909 | $5.12 | $3.35 | 17.6% | 15% |
| 20260908 | $5.58 | $2.85 | 18.1% | 20% |
| 20260904 | $5.38 | $3.08 | 16.8% | 8% |
| 20260903 | $6.25 | $3.45 | 18.5% | 23% |
| 20260902 | $3.65 | $3.65 | 17.5% | 15% |
| 20260901 | $4.45 | $4.45 | 19.0% | 27% |
| 20260831 | $3.35 | $3.35 | 16.1% | 2% |
| 20260828 | $3.70 | $3.70 | 17.0% | 9% |
| 20260827 | $4.28 | $4.28 | 16.3% | 4% |
| 20260826 | $4.10 | $4.10 | 17.1% | 11% |
| 20260825 | $4.62 | $4.62 | 17.9% | 17% |
| 20260824 | $4.62 | $4.62 | 18.1% | 19% |
| 20260821 | $4.60 | $0.72 | 16.3% | 4% |
| 20260820 | $5.40 | $1.32 | 19.5% | 32% |
| 20260819 | $4.85 | $1.07 | 15.9% | 0% |
| 20260818 | $5.80 | $1.12 | 18.6% | 23% |
| 20260817 | $5.00 | $1.68 | 17.2% | 10% |
| 20260814 | $5.00 | $1.65 | 16.1% | 0% |
| 20260813 | $5.25 | $2.05 | 16.5% | 0% |
| 20260812 | $5.92 | $2.33 | 16.7% | 1% |
| 20260811 | $5.60 | $2.65 | 16.5% | 0% |
| 20260810 | $6.47 | $3.12 | 19.1% | 9% |
| 20260807 | — | — | 18.0% | 0% |
| 20260806 | $6.58 | $3.12 | 18.4% | 2% |
| 20260805 | $3.75 | $3.75 | 19.7% | 9% |
| 20260804 | $4.88 | $4.88 | 20.9% | 16% |
| 20260803 | $3.40 | $3.40 | 18.1% | 0% |
| 20260731 | $4.78 | $4.78 | 20.1% | 7% |
| 20260730 | $4.85 | $4.85 | 20.8% | 12% |
More on VTWO
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.