VUG · Expected Move
Vanguard Morningstar Growth ETF · ETF
The expected move for VUG 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).
VUG 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 VUG Expected Move
30-Day Straddle
$4.67
7-Day Straddle
$1.80
30-Day ATM IV
18.3%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to VUG'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.
VUG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $4.67 | $1.80 | 18.3% | 19% |
| 20261007 | $4.62 | $1.90 | 17.8% | 15% |
| 20261006 | $4.67 | $2.12 | 17.9% | 16% |
| 20261005 | $4.55 | $1.93 | 17.1% | 11% |
| 20261002 | $2.25 | $2.25 | 18.8% | 22% |
| 20261001 | $2.58 | $2.58 | 18.8% | 22% |
| 20260930 | $2.62 | $2.62 | 19.9% | 30% |
| 20260929 | $2.65 | $2.65 | 18.6% | 21% |
| 20260928 | $2.65 | $2.65 | 18.1% | 18% |
| 20260925 | $3.02 | $3.02 | 17.6% | 15% |
| 20260924 | $3.00 | $3.00 | 17.0% | 10% |
| 20260923 | $2.55 | $2.55 | 16.1% | 4% |
| 20260922 | $3.27 | $3.27 | 17.2% | 12% |
| 20260921 | $3.02 | $3.02 | 16.5% | 7% |
| 20260918 | $2.95 | $0.55 | 15.5% | 0% |
| 20260917 | $3.45 | $1.35 | 15.6% | 1% |
| 20260916 | $3.27 | $1.35 | 16.5% | 7% |
| 20260915 | $3.33 | $1.73 | 16.3% | 5% |
| 20260914 | $3.55 | $1.62 | 17.2% | 11% |
| 20260911 | $3.42 | $1.25 | 15.8% | 2% |
| 20260910 | $3.88 | $2.12 | 17.9% | 16% |
| 20260909 | $3.80 | $1.93 | 17.0% | 10% |
| 20260908 | $3.85 | $1.88 | 16.7% | 8% |
| 20260904 | $3.77 | $2.02 | 15.5% | 0% |
| 20260903 | $3.97 | $2.15 | 16.2% | 3% |
| 20260902 | $2.35 | $2.35 | 15.8% | 0% |
| 20260901 | $2.48 | $2.48 | 17.2% | 6% |
| 20260831 | $2.62 | $2.62 | 16.7% | 2% |
| 20260828 | $2.83 | $2.83 | 17.4% | 7% |
| 20260827 | $2.67 | $2.67 | 16.4% | 0% |
| 20260826 | $2.90 | $2.90 | 16.8% | 0% |
| 20260825 | $2.97 | $2.97 | 17.2% | 0% |
| 20260824 | $3.10 | $3.10 | 18.0% | 7% |
| 20260821 | $3.40 | $0.53 | 17.8% | 5% |
| 20260820 | $3.65 | $0.70 | 19.6% | 19% |
| 20260819 | $3.70 | $0.90 | 18.8% | 13% |
| 20260818 | $3.83 | $0.95 | 18.3% | 9% |
| 20260817 | $3.60 | $1.10 | 17.3% | 2% |
| 20260814 | $3.78 | $1.23 | 17.1% | 0% |
| 20260813 | $4.05 | $1.55 | 17.5% | 0% |
| 20260812 | $4.28 | $1.70 | 18.5% | 3% |
| 20260811 | $4.15 | $1.80 | 18.2% | 0% |
| 20260810 | $4.85 | $2.05 | 20.4% | 14% |
| 20260807 | — | — | 19.9% | 10% |
| 20260806 | $5.50 | $2.85 | 21.5% | 23% |
| 20260805 | $3.22 | $3.22 | 21.2% | 21% |
| 20260804 | $3.08 | $3.08 | 21.0% | 20% |
| 20260803 | $2.92 | $2.92 | 20.9% | 18% |
| 20260731 | $4.22 | $4.22 | 23.7% | 42% |
| 20260730 | $3.95 | $3.95 | 24.1% | 45% |
| 20260729 | $4.67 | $4.67 | 26.1% | 63% |
| 20260728 | $4.03 | $4.03 | 25.3% | 56% |
| 20260727 | $3.98 | $3.98 | 23.2% | 38% |
| 20260724 | $4.30 | $4.30 | 23.0% | 37% |
| 20260723 | $4.38 | $4.38 | 23.3% | 39% |
| 20260722 | $4.17 | $4.17 | 21.8% | 26% |
| 20260721 | $4.08 | $4.08 | 20.4% | 14% |
| 20260720 | $4.45 | $4.45 | 21.4% | 23% |
| 20260716 | $5.03 | $0.80 | 23.1% | 37% |
| 20260715 | $4.80 | $1.10 | 21.5% | 24% |
More on VUG
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