VWOB · Expected Move
Vanguard Emerging Markets Government Bond ETF · ETF
The expected move for VWOB 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).
VWOB 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 VWOB Expected Move
30-Day Straddle
$4.00
7-Day Straddle
$4.00
30-Day ATM IV
14.6%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to VWOB'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.
VWOB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.00 | $4.00 | 14.6% | 21% |
| 20261020 | $2.98 | $2.98 | 12.7% | 14% |
| 20261019 | $1.88 | $1.88 | 11.6% | 9% |
| 20261016 | $3.05 | $3.23 | 19.0% | 40% |
| 20261015 | $2.10 | $3.68 | 18.3% | 37% |
| 20261014 | $2.38 | $2.40 | 23.8% | 61% |
| 20261013 | $2.40 | $3.88 | 22.9% | 57% |
| 20261012 | $3.95 | $3.80 | 25.3% | 67% |
| 20261009 | $3.25 | $2.58 | 25.2% | 67% |
| 20261008 | $3.20 | $2.50 | 25.2% | 67% |
| 20261007 | $3.25 | $2.48 | 24.3% | 63% |
| 20261006 | $3.35 | $2.58 | 17.8% | 35% |
| 20261005 | $3.40 | $2.58 | 25.4% | 68% |
| 20261002 | $2.62 | $2.62 | 23.2% | 59% |
| 20261001 | $2.60 | $2.60 | 22.7% | 56% |
| 20260930 | $2.70 | $2.70 | 24.2% | 63% |
| 20260929 | $2.80 | $2.80 | 24.9% | 65% |
| 20260928 | $2.80 | $2.80 | 25.5% | 68% |
| 20260925 | $2.85 | $2.85 | 22.5% | 55% |
| 20260924 | $2.90 | $2.90 | 19.2% | 41% |
| 20260923 | $1.98 | $1.98 | 19.4% | 42% |
| 20260922 | $2.92 | $2.92 | 21.5% | 51% |
| 20260921 | $2.98 | $2.98 | 20.9% | 49% |
| 20260918 | $2.95 | $2.65 | 18.4% | 38% |
| 20260917 | $3.00 | $2.58 | 18.2% | 37% |
| 20260916 | $2.15 | $1.93 | 17.7% | 35% |
| 20260915 | $3.08 | $2.70 | 17.1% | 32% |
| 20260914 | $3.10 | $2.65 | 15.3% | 25% |
| 20260911 | $3.15 | $2.65 | 16.0% | 28% |
| 20260910 | $3.20 | $2.67 | 16.1% | 28% |
| 20260909 | $3.20 | $2.12 | 16.7% | 30% |
| 20260908 | $3.20 | $2.70 | 17.5% | 34% |
| 20260904 | $3.90 | $2.72 | 18.2% | 37% |
| 20260903 | $3.35 | $2.73 | 18.2% | 37% |
| 20260902 | $2.88 | $2.88 | 17.8% | 35% |
| 20260901 | $2.88 | $2.88 | 17.8% | 35% |
| 20260831 | $2.88 | $2.88 | 17.6% | 35% |
| 20260828 | $2.85 | $2.85 | 18.3% | 37% |
| 20260827 | $2.95 | $2.95 | 18.4% | 38% |
| 20260826 | $3.10 | $3.10 | 18.4% | 37% |
| 20260825 | $2.05 | $2.05 | 18.3% | 37% |
| 20260824 | $3.10 | $3.10 | 17.9% | 35% |
| 20260821 | $3.10 | $2.23 | 17.5% | 33% |
| 20260820 | $3.10 | $0.33 | 23.1% | 57% |
| 20260819 | $2.95 | $0.30 | 23.2% | 57% |
| 20260818 | $3.02 | $0.38 | 22.8% | 56% |
| 20260817 | $3.12 | $0.38 | 25.4% | 66% |
| 20260814 | $3.25 | $0.38 | 24.2% | 60% |
| 20260813 | $3.20 | $1.67 | 26.3% | 68% |
| 20260812 | $3.05 | $0.57 | 18.3% | 36% |
| 20260811 | $3.15 | $1.55 | 23.2% | 56% |
| 20260810 | $4.80 | $0.60 | 21.9% | 50% |
| 20260807 | — | — | 20.7% | 46% |
| 20260806 | $10.00 | $2.92 | 23.9% | 58% |
| 20260805 | $0.65 | $0.65 | 19.5% | 40% |
| 20260804 | $0.85 | $0.85 | 18.8% | 37% |
| 20260803 | $0.88 | $0.88 | 17.9% | 34% |
| 20260731 | $0.95 | $0.95 | 16.1% | 27% |
| 20260730 | $0.98 | $0.98 | 15.5% | 24% |
| 20260729 | $1.02 | $1.02 | 15.7% | 25% |
More on VWOB
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.