VXUS · Expected Move

Vanguard Total International Stock ETF · ETF

The expected move for VXUS 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).

VXUS 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 VXUS Expected Move
30-Day Straddle
$2.95
7-Day Straddle
$1.85
30-Day ATM IV
17.0%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to VXUS'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.
VXUS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $2.95 $1.85 17.0% 25%
20261022 $3.17 $1.62 17.2% 27%
20261021 $3.25 $1.30 17.0% 25%
20261020 $3.20 $1.62 16.8% 24%
20261019 $3.20 $1.20 16.3% 20%
20261016 $3.70 $1.65 16.8% 24%
20261015 $3.25 $1.50 16.3% 20%
20261014 $3.78 $2.10 18.2% 34%
20261013 $3.10 $1.65 14.5% 6%
20261012 $3.55 $1.48 15.4% 13%
20261009 $2.25 $1.40 14.9% 9%
20261008 $3.10 $1.68 17.4% 28%
20261007 $2.90 $1.65 17.3% 27%
20261006 $2.65 $1.88 16.2% 19%
20261005 $3.23 $1.00 18.1% 33%
20261002 $3.35 $1.20 17.7% 30%
20261001 $3.95 $1.90 19.0% 40%
20260930 $3.55 $1.73 18.6% 37%
20260929 $3.38 $2.30 17.0% 25%
20260928 $3.85 $1.40 17.6% 29%
20260925 $3.20 $1.23 23.4% 73%
20260924 $3.48 $1.90 17.8% 31%
20260923 $3.35 $2.10 17.1% 26%
20260922 $2.95 $2.08 14.5% 6%
20260921 $3.42 $1.52 16.1% 18%
20260918 $2.95 $1.35 16.4% 21%
20260917 $3.20 $1.42 15.6% 15%
20260916 $3.08 $1.97 15.4% 13%
20260915 $3.55 $2.22 17.5% 29%
20260914 $3.68 $1.50 18.4% 36%
20260911 $2.67 $1.65 14.0% 2%
20260910 $4.17 $1.88 19.7% 45%
20260909 $3.33 $2.28 16.9% 24%
20260908 $2.98 $1.80 14.9% 9%
20260904 $2.70 $1.30 14.0% 3%
20260903 $3.12 $1.40 15.6% 15%
20260902 $3.10 $1.32 15.3% 12%
20260901 $3.45 $1.38 17.0% 25%
20260831 $3.58 $1.40 17.0% 25%
20260828 $2.92 $1.50 15.8% 16%
20260827 $3.08 $1.38 26.9% 100%
20260826 $3.42 $1.70 17.1% 29%
20260825 $3.27 $1.50 15.6% 18%
20260824 $3.28 $1.25 22.3% 68%
20260821 $2.85 $1.83 15.1% 15%
20260820 $2.80 $1.60 14.7% 12%
20260819 $2.80 $1.55 14.2% 8%
20260818 $3.60 $2.10 17.0% 29%
20260817 $3.60 $1.00 16.2% 23%
20260814 $3.08 $1.02 15.4% 17%
20260813 $2.92 $1.05 15.1% 14%
20260812 $3.27 $1.43 16.4% 24%
20260811 $4.22 $1.50 21.1% 59%
20260810 $4.10 $1.12 20.3% 53%
20260807 — — 20.7% 47%
20260806 $4.47 $2.80 26.6% 84%
20260805 $4.35 $2.38 22.1% 55%
20260804 $4.50 $1.98 22.7% 59%
20260803 $4.45 $1.78 22.5% 58%
20260731 $3.95 $1.70 21.0% 49%

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.