VV · Expected Move

Vanguard Morningstar Large-Cap ETF · ETF

The expected move for VV 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).

VV straddle price & implied vol

60 sessions

Bars: 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 VV Expected Move
30-Day Straddle
$11.45
7-Day Straddle
$11.45
30-Day ATM IV
13.4%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to VV'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.
VV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $11.45 $11.45 13.4% 24%
20261020 $11.50 $11.50 14.0% 34%
20261019 $11.50 $11.50 14.1% 35%
20261016 $14.15 $2.77 15.3% 55%
20261015 $12.15 $2.70 13.2% 21%
20261014 $12.45 $3.38 13.8% 31%
20261013 $11.30 $3.17 12.4% 8%
20261012 $11.95 $3.35 12.8% 15%
20261009 $12.55 $3.88 12.7% 14%
20261008 $13.80 $5.40 13.1% 20%
20261007 $13.05 $5.12 12.9% 17%
20261006 $13.70 $5.38 13.3% 23%
20261005 $13.40 $5.60 13.1% 20%
20261002 $6.80 $6.80 13.8% 31%
20261001 $7.88 $7.88 14.1% 36%
20260930 $8.38 $8.38 14.2% 37%
20260929 $8.93 $8.93 14.0% 34%
20260928 $7.95 $7.95 13.9% 32%
20260925 $8.15 $8.15 12.4% 8%
20260924 $8.80 $8.80 13.3% 23%
20260923 $8.90 $8.90 13.0% 18%
20260922 $8.25 $8.25 11.9% 0%
20260921 $8.47 $8.47 12.1% 4%
20260918 $10.62 $3.55 12.6% 11%
20260917 $10.65 $3.30 12.8% 15%
20260916 $11.55 $4.88 14.6% 44%
20260915 $11.35 $4.88 14.1% 35%
20260914 $11.70 $4.97 13.7% 29%
20260911 $12.00 $5.97 12.9% 17%
20260910 $13.00 $6.45 14.9% 48%
20260909 $12.95 $6.67 13.8% 30%
20260908 $11.60 $5.65 13.0% 17%
20260904 $12.00 $6.25 12.2% 6%
20260903 $12.25 $7.22 12.3% 6%
20260902 $8.30 $8.30 13.1% 20%
20260901 $8.32 $8.32 13.6% 28%
20260831 $7.68 $7.68 12.9% 16%
20260828 $7.28 $7.28 11.9% 0%
20260827 $8.30 $8.30 12.5% 0%
20260826 $8.80 $8.80 13.0% 8%
20260825 $9.45 $9.45 13.4% 14%
20260824 $10.22 $10.22 13.4% 14%
20260821 $9.70 $2.65 12.8% 5%
20260820 $10.60 $2.53 13.1% 9%
20260819 $10.40 $2.35 13.0% 7%
20260818 $10.80 $3.15 13.3% 14%
20260817 $11.43 $3.60 13.1% 10%
20260814 $11.10 $4.15 12.6% 0%
20260813 $11.55 $4.60 12.8% 0%
20260812 $12.15 $4.90 13.0% 0%
20260811 $12.65 $5.58 13.7% 4%
20260810 $13.45 $7.40 14.1% 9%
20260807 — — 13.3% 0%
20260806 $14.20 $7.65 14.3% 7%
20260805 $8.60 $8.60 14.7% 10%
20260804 $9.20 $9.20 15.0% 12%
20260803 $7.10 $7.10 13.8% 3%
20260731 $8.70 $8.70 14.2% 6%
20260730 $10.30 $10.30 15.1% 12%
20260729 $12.60 $12.60 18.1% 34%

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.