VTWV · Expected Move
Vanguard Russell 2000 Value ETF · ETF
The expected move for VTWV 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).
VTWV 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 VTWV Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$3.25
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to VTWV'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.
VTWV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $3.25 | $3.25 | — | — |
| 20251016 | $3.73 | $3.73 | — | — |
| 20251015 | $6.95 | $6.95 | — | — |
| 20251014 | $6.45 | $6.45 | — | — |
| 20251013 | $4.10 | $4.10 | — | — |
| 20251010 | $3.95 | $3.95 | 23.6% | 51% |
| 20251009 | $5.33 | $5.33 | 28.9% | 86% |
| 20251008 | $6.35 | $6.35 | 28.4% | 83% |
| 20251007 | $5.38 | $5.38 | 24.7% | 58% |
| 20251006 | $7.45 | $7.45 | 31.0% | 100% |
| 20251003 | $7.27 | $7.27 | 27.1% | 74% |
| 20251002 | $5.70 | $5.70 | 20.0% | 27% |
| 20251001 | $5.90 | $5.90 | 21.3% | 36% |
| 20250930 | $5.72 | $5.72 | 20.2% | 28% |
| 20250929 | $5.62 | $5.62 | 19.6% | 20% |
| 20250926 | $5.65 | $5.65 | 18.0% | 11% |
| 20250925 | $6.12 | $6.12 | 19.8% | 20% |
| 20250924 | $6.88 | $6.88 | 20.9% | 27% |
| 20250923 | $8.45 | $8.45 | 24.4% | 23% |
| 20250922 | $6.45 | $6.45 | 16.8% | 2% |
| 20250919 | $7.90 | $7.90 | 23.2% | 20% |
| 20250918 | $6.85 | $6.85 | 22.3% | 17% |
| 20250917 | $6.80 | $6.80 | 18.3% | 6% |
| 20250916 | $7.25 | $7.25 | 19.4% | 10% |
| 20250915 | $7.17 | $7.17 | 18.6% | 7% |
| 20250912 | $7.12 | $7.12 | 18.0% | 6% |
| 20250911 | $7.07 | $7.07 | 16.0% | 0% |
| 20250910 | $7.30 | $7.30 | 18.4% | 3% |
| 20250909 | $7.35 | $7.35 | 18.3% | 3% |
| 20250908 | $7.53 | $7.53 | 17.9% | 2% |
| 20250905 | $7.95 | $7.95 | 18.2% | 3% |
| 20250904 | $7.98 | $7.98 | 18.4% | 3% |
| 20250903 | $8.10 | $8.10 | 19.1% | 5% |
| 20250902 | $8.27 | $8.27 | 19.4% | 6% |
| 20250829 | $8.23 | $8.23 | 18.3% | 3% |
| 20250828 | $8.25 | $8.25 | 18.1% | 2% |
| 20250827 | $8.62 | $8.62 | 18.6% | 4% |
| 20250826 | $8.47 | $8.47 | 18.5% | 3% |
| 20250825 | $8.43 | $8.43 | 18.3% | 3% |
| 20250822 | $8.88 | $8.88 | 18.6% | 4% |
| 20250821 | $9.03 | $9.03 | 19.6% | 7% |
| 20250820 | $8.85 | $8.85 | 19.0% | 5% |
| 20250819 | $8.88 | $8.88 | 18.8% | 4% |
| 20250818 | $8.75 | $8.75 | 18.2% | 3% |
| 20250815 | $9.10 | $9.10 | — | — |
| 20250814 | $9.18 | $9.18 | — | — |
| 20250813 | $8.55 | $8.55 | — | — |
| 20250812 | $9.15 | $9.15 | — | — |
| 20250811 | $9.40 | $9.40 | — | — |
| 20250808 | $9.53 | $9.53 | — | — |
| 20250807 | $9.65 | $9.65 | — | — |
| 20250806 | $9.90 | $9.90 | — | — |
| 20250805 | $10.07 | $10.07 | — | — |
| 20250804 | $10.00 | $10.00 | — | — |
| 20250801 | $10.80 | $10.80 | — | — |
| 20250731 | $10.02 | $10.02 | — | — |
| 20250730 | $9.90 | $9.90 | — | — |
| 20250729 | $10.10 | $10.10 | — | — |
| 20250728 | $10.07 | $10.07 | — | — |
| 20250725 | $10.12 | $10.12 | — | — |
More on VTWV
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.