VUSB · Expected Move
Vanguard Ultra-Short Bond ETF · ETF
The expected move for VUSB 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).
VUSB 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 VUSB Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
4.7%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to VUSB'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.
VUSB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 4.7% | 2% |
| 20261020 | $1.07 | $1.07 | 18.4% | 28% |
| 20261019 | $0.00 | $0.00 | 4.2% | 1% |
| 20261016 | $0.62 | $2.00 | 4.4% | 2% |
| 20261015 | $0.65 | $0.40 | 4.2% | 1% |
| 20261014 | $1.67 | $1.50 | 4.1% | 1% |
| 20261013 | $0.65 | $0.55 | 4.0% | 1% |
| 20261012 | $0.65 | $2.98 | 3.6% | 0% |
| 20261009 | $0.65 | $0.58 | 3.8% | 0% |
| 20261008 | $2.60 | $2.30 | 20.8% | 32% |
| 20261007 | $0.68 | $0.60 | 3.8% | 0% |
| 20261006 | $0.65 | $0.58 | 5.5% | 3% |
| 20261005 | $0.62 | $0.55 | 4.7% | 1% |
| 20261002 | $0.55 | $0.55 | 18.0% | 27% |
| 20261001 | $0.55 | $0.55 | 13.3% | 18% |
| 20260930 | $1.43 | $1.43 | 4.1% | 0% |
| 20260929 | $0.78 | $0.78 | 4.4% | 1% |
| 20260928 | $0.70 | $0.70 | 4.9% | 1% |
| 20260925 | $0.45 | $0.45 | 4.1% | 0% |
| 20260924 | $0.40 | $0.40 | 4.4% | 0% |
| 20260923 | $0.68 | $0.68 | 6.9% | 0% |
| 20260922 | $4.45 | $4.45 | 46.2% | 77% |
| 20260921 | $1.75 | $1.75 | 24.8% | 30% |
| 20260918 | $1.80 | $3.35 | 19.1% | 17% |
| 20260917 | $1.80 | $2.88 | 19.0% | 17% |
| 20260916 | $1.80 | $2.83 | 18.7% | 16% |
| 20260915 | $1.77 | $2.27 | 17.8% | 14% |
| 20260914 | $3.02 | $2.88 | 17.8% | 14% |
| 20260911 | $1.85 | $2.88 | 21.5% | 22% |
| 20260910 | $3.77 | $2.20 | 20.2% | 19% |
| 20260909 | $3.15 | $1.73 | 19.3% | 17% |
| 20260908 | $3.15 | $2.35 | 18.8% | 16% |
| 20260904 | $6.45 | $2.35 | 34.0% | 50% |
| 20260903 | $3.85 | $2.20 | 18.3% | 15% |
| 20260902 | $2.27 | $2.27 | 19.5% | 18% |
| 20260901 | $2.02 | $2.02 | 20.0% | 19% |
| 20260831 | $2.40 | $2.40 | 19.1% | 17% |
| 20260828 | $2.92 | $2.92 | 54.7% | 97% |
| 20260827 | $2.45 | $2.45 | 56.2% | 100% |
| 20260826 | $2.52 | $2.52 | 20.7% | 32% |
| 20260825 | $2.38 | $2.38 | 17.8% | 22% |
| 20260824 | $2.70 | $2.70 | 21.5% | 35% |
| 20260821 | $1.28 | $3.67 | 17.5% | 21% |
| 20260820 | $3.00 | $1.78 | 21.3% | 34% |
| 20260819 | $3.77 | $2.15 | 20.7% | 32% |
| 20260818 | $3.10 | $1.82 | 21.4% | 34% |
| 20260817 | $3.10 | $1.85 | 21.3% | 34% |
| 20260814 | $3.15 | $2.33 | 20.0% | 29% |
| 20260813 | $3.20 | $2.12 | 20.1% | 30% |
| 20260812 | $3.05 | $2.23 | 15.8% | 15% |
| 20260811 | $2.12 | $2.52 | 16.0% | 15% |
| 20260810 | $2.33 | $1.73 | 13.9% | 8% |
| 20260806 | $2.35 | $3.52 | 12.5% | 3% |
| 20260805 | $1.50 | $1.50 | 11.6% | 0% |
| 20260804 | $1.73 | $1.73 | 12.2% | 0% |
| 20260803 | $2.10 | $2.10 | 18.2% | 22% |
| 20260731 | $2.17 | $2.17 | 13.3% | 4% |
| 20260730 | $2.20 | $2.20 | 13.8% | 6% |
| 20260729 | $2.23 | $2.23 | 13.6% | 5% |
| 20260728 | $1.35 | $1.35 | 14.4% | 8% |
More on VUSB
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.