VXX · Expected Move
iPath Series B S&P 500 VIX Short-Term Futures ETN · ETF
The expected move for VXX 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).
VXX 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 VXX Expected Move
30-Day Straddle
$3.52
7-Day Straddle
$1.27
30-Day ATM IV
77.4%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to VXX'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.
VXX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.52 | $1.27 | 77.4% | 40% |
| 20261106 | $5.50 | $3.15 | 112.1% | 82% |
| 20261105 | $6.21 | $4.53 | 126.7% | 100% |
| 20261104 | $2.46 | $1.27 | 63.5% | 40% |
| 20261103 | $3.63 | $2.17 | 81.5% | 78% |
| 20261102 | $3.82 | $1.73 | 82.2% | 80% |
| 20261030 | $3.70 | $2.15 | 87.2% | 90% |
| 20261029 | $2.52 | $1.27 | 64.9% | 43% |
| 20261028 | $2.90 | $1.50 | 67.0% | 47% |
| 20261027 | $2.74 | $1.70 | 67.2% | 48% |
| 20261026 | $3.08 | $1.08 | 71.2% | 56% |
| 20261023 | $3.37 | $1.62 | 79.9% | 75% |
| 20261022 | $3.48 | $1.73 | 82.7% | 81% |
| 20261021 | $2.71 | $1.36 | 68.4% | 50% |
| 20261020 | $2.72 | $1.62 | 68.8% | 51% |
| 20261019 | $3.09 | $1.15 | 71.5% | 57% |
| 20261016 | $3.82 | $1.94 | 91.9% | 100% |
| 20261015 | $2.13 | $0.91 | 56.8% | 39% |
| 20261014 | $2.17 | $0.86 | 52.5% | 25% |
| 20261013 | $1.84 | $0.79 | 49.0% | 14% |
| 20261012 | $2.05 | $0.45 | 51.7% | 23% |
| 20261009 | $1.83 | $0.60 | 50.4% | 18% |
| 20261008 | $1.96 | $0.74 | 51.5% | 22% |
| 20261007 | $1.93 | $0.78 | 49.2% | 14% |
| 20261006 | $2.04 | $0.74 | 49.8% | 16% |
| 20261005 | $2.16 | $0.47 | 52.3% | 25% |
| 20261002 | $2.04 | $0.60 | 53.7% | 29% |
| 20261001 | $2.12 | $0.85 | 57.7% | 42% |
| 20260930 | $2.10 | $0.89 | 53.0% | 27% |
| 20260929 | $2.27 | $0.99 | 55.1% | 33% |
| 20260928 | $2.45 | $0.59 | 57.6% | 41% |
| 20260925 | $2.12 | $0.71 | 53.4% | 28% |
| 20260924 | $2.07 | $0.83 | 54.1% | 30% |
| 20260923 | $2.09 | $0.94 | 52.5% | 25% |
| 20260922 | $2.06 | $0.89 | 52.5% | 25% |
| 20260921 | $2.07 | $0.57 | 52.4% | 25% |
| 20260918 | $2.13 | $0.81 | 53.3% | 28% |
| 20260917 | $2.25 | $0.81 | 54.6% | 32% |
| 20260916 | $2.46 | $1.23 | 60.2% | 50% |
| 20260915 | $2.40 | $1.26 | 57.5% | 41% |
| 20260914 | $2.52 | $0.72 | 58.2% | 43% |
| 20260911 | $2.19 | $0.83 | 55.5% | 35% |
| 20260910 | $2.60 | $1.36 | 60.3% | 50% |
| 20260909 | $2.38 | $1.12 | 56.4% | 38% |
| 20260908 | $2.31 | $1.16 | 55.4% | 35% |
| 20260904 | $1.97 | $0.68 | 51.3% | 21% |
| 20260903 | $2.08 | $0.83 | 53.4% | 28% |
| 20260902 | $2.19 | $0.90 | 53.4% | 28% |
| 20260901 | $2.33 | $1.06 | 54.0% | 30% |
| 20260831 | $2.29 | $0.53 | 52.0% | 24% |
| 20260828 | $2.08 | $0.71 | 51.1% | 20% |
| 20260827 | $1.93 | $0.79 | 48.6% | 13% |
| 20260826 | $2.15 | $0.96 | 50.8% | 20% |
| 20260825 | $2.27 | $1.03 | 51.5% | 22% |
| 20260824 | $2.45 | $0.74 | 53.7% | 29% |
| 20260821 | $2.16 | $0.84 | 52.4% | 25% |
| 20260820 | $2.23 | $0.93 | 52.2% | 24% |
| 20260819 | $2.14 | $0.97 | 49.5% | 14% |
| 20260818 | $2.49 | $1.10 | 51.2% | 20% |
| 20260817 | $2.32 | $0.67 | 50.4% | 16% |
More on VXX
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.