VXF · Expected Move
Vanguard Extended Market ETF · ETF
The expected move for VXF 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).
VXF 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 VXF Expected Move
30-Day Straddle
$10.50
7-Day Straddle
$10.50
30-Day ATM IV
20.3%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to VXF'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.
VXF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.50 | $10.50 | 20.3% | 54% |
| 20261021 | $10.72 | $10.72 | 19.3% | 39% |
| 20261020 | $10.40 | $10.40 | 19.4% | 41% |
| 20261019 | $11.22 | $11.22 | 19.5% | 33% |
| 20261016 | $11.45 | $2.12 | 19.8% | 36% |
| 20261015 | $10.65 | $2.27 | 18.3% | 20% |
| 20261014 | $11.20 | $3.90 | 19.1% | 29% |
| 20261013 | $11.25 | $4.40 | 18.7% | 24% |
| 20261012 | $11.50 | $3.58 | 19.0% | 27% |
| 20261009 | $12.20 | $4.30 | 19.0% | 28% |
| 20261008 | $12.45 | $5.12 | 19.4% | 32% |
| 20261007 | $12.55 | $5.72 | 19.4% | 32% |
| 20261006 | $12.95 | $5.88 | 18.6% | 23% |
| 20261005 | $13.50 | $6.62 | 19.0% | 28% |
| 20261002 | $6.38 | $6.38 | 18.9% | 27% |
| 20261001 | $7.67 | $7.67 | 20.3% | 41% |
| 20260930 | $8.20 | $8.20 | 19.9% | 37% |
| 20260929 | $8.23 | $8.23 | 19.5% | 32% |
| 20260928 | $7.55 | $7.55 | 19.3% | 30% |
| 20260925 | $7.97 | $7.97 | 18.5% | 22% |
| 20260924 | $8.55 | $8.55 | 19.0% | 27% |
| 20260923 | $8.72 | $8.72 | 18.6% | 24% |
| 20260922 | $8.18 | $8.18 | 17.1% | 8% |
| 20260921 | $8.88 | $8.88 | 17.0% | 7% |
| 20260918 | $9.00 | $1.60 | 17.3% | 10% |
| 20260917 | $9.70 | $2.93 | 16.9% | 5% |
| 20260916 | $9.80 | $4.15 | 18.4% | 21% |
| 20260915 | $10.20 | $4.55 | 18.6% | 24% |
| 20260914 | $10.88 | $5.08 | 18.4% | 22% |
| 20260911 | $10.65 | $5.18 | 18.3% | 20% |
| 20260910 | $11.65 | $6.28 | 19.4% | 32% |
| 20260909 | $11.15 | $6.43 | 18.6% | 23% |
| 20260908 | $11.40 | $6.25 | 17.8% | 14% |
| 20260904 | $11.02 | $6.05 | 16.4% | 0% |
| 20260903 | $11.65 | $7.03 | 16.7% | 2% |
| 20260902 | $7.22 | $7.22 | 17.8% | 13% |
| 20260901 | $8.20 | $8.20 | 18.4% | 19% |
| 20260831 | $7.62 | $7.62 | 17.2% | 7% |
| 20260828 | $8.07 | $8.07 | 16.6% | 1% |
| 20260827 | $8.05 | $8.05 | 16.7% | 2% |
| 20260826 | $8.45 | $8.45 | 17.5% | 11% |
| 20260825 | $8.62 | $8.62 | 17.4% | 9% |
| 20260824 | $9.15 | $9.15 | 17.8% | 14% |
| 20260821 | $9.32 | $2.77 | 17.0% | 5% |
| 20260820 | $9.65 | $2.48 | 17.9% | 14% |
| 20260819 | $10.07 | $2.80 | 17.1% | 6% |
| 20260818 | $10.18 | $3.35 | 17.3% | 8% |
| 20260817 | $10.05 | $3.00 | 17.1% | 5% |
| 20260814 | $10.45 | $3.55 | 16.5% | 0% |
| 20260813 | $10.75 | $4.15 | 17.0% | 0% |
| 20260812 | $11.00 | $4.67 | 17.1% | 1% |
| 20260811 | $12.00 | $6.20 | 17.9% | 8% |
| 20260810 | $12.12 | $6.15 | 17.9% | 7% |
| 20260807 | — | — | 17.0% | 0% |
| 20260806 | $12.15 | $6.65 | 17.8% | 0% |
| 20260805 | $7.20 | $7.20 | 18.4% | 0% |
| 20260804 | $7.45 | $7.45 | 19.2% | 3% |
| 20260803 | $7.75 | $7.75 | 18.7% | 0% |
| 20260731 | $8.78 | $8.78 | 18.9% | 2% |
| 20260730 | $9.45 | $9.45 | 19.3% | 4% |
More on VXF
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.