VXZ · Expected Move
iPath Series B S&P 500 VIX Mid-Term Futures ETN · ETF
The expected move for VXZ 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).
VXZ 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 VXZ Expected Move
30-Day Straddle
$4.00
7-Day Straddle
$4.00
30-Day ATM IV
38.1%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to VXZ'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.
VXZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.00 | $4.00 | 38.1% | 8% |
| 20261021 | $4.82 | $4.82 | 44.8% | 13% |
| 20261020 | $3.50 | $3.50 | 33.8% | 6% |
| 20261019 | $3.35 | $3.35 | 29.3% | 3% |
| 20261016 | $4.62 | $0.95 | 40.2% | 10% |
| 20261015 | $3.17 | $1.95 | 33.1% | 5% |
| 20261014 | $3.90 | $1.00 | 34.1% | 6% |
| 20261013 | $2.72 | $1.07 | 24.6% | 0% |
| 20261012 | $3.35 | $1.25 | 28.8% | 1% |
| 20261009 | $2.83 | $1.50 | 28.1% | 1% |
| 20261008 | $0.00 | $0.00 | 28.2% | 1% |
| 20261007 | $3.95 | $1.40 | 36.8% | 6% |
| 20261006 | $0.00 | $0.00 | 28.6% | 1% |
| 20261005 | $5.05 | $10.00 | 33.1% | 4% |
| 20261002 | $1.52 | $1.52 | 33.1% | 4% |
| 20261001 | $4.10 | $4.10 | 34.6% | 5% |
| 20260930 | $3.55 | $3.55 | 28.4% | 1% |
| 20260929 | $0.00 | $0.00 | 32.3% | 4% |
| 20260928 | $4.80 | $4.80 | 35.0% | 5% |
| 20260925 | $4.75 | $4.75 | 47.4% | 13% |
| 20260924 | $0.00 | $0.00 | 30.7% | 3% |
| 20260923 | $5.00 | $5.00 | 35.0% | 5% |
| 20260922 | $3.35 | $3.35 | 34.3% | 5% |
| 20260921 | $3.75 | $3.75 | 37.7% | 7% |
| 20260918 | $0.00 | $0.28 | 29.1% | 2% |
| 20260917 | $3.78 | $2.83 | 46.3% | 13% |
| 20260916 | $3.10 | $0.88 | 33.1% | 4% |
| 20260915 | $4.28 | $3.77 | 28.9% | 1% |
| 20260914 | $3.42 | $1.60 | 34.6% | 5% |
| 20260911 | $3.72 | $1.12 | 40.4% | 9% |
| 20260910 | $4.92 | $3.48 | 27.6% | 1% |
| 20260909 | $4.62 | $1.42 | 43.3% | 11% |
| 20260908 | $4.53 | $2.52 | 43.0% | 10% |
| 20260904 | $4.58 | $1.30 | 31.5% | 3% |
| 20260903 | $4.88 | $1.80 | 35.0% | 5% |
| 20260902 | $5.00 | $5.00 | 33.9% | 5% |
| 20260901 | $2.50 | $2.50 | 30.1% | 2% |
| 20260831 | $3.98 | $3.98 | 32.3% | 4% |
| 20260828 | $2.00 | $2.00 | 30.1% | 2% |
| 20260827 | $2.20 | $2.20 | 30.0% | 2% |
| 20260826 | $3.12 | $3.12 | 28.5% | 1% |
| 20260825 | $2.60 | $2.60 | 27.1% | 0% |
| 20260824 | $4.22 | $4.22 | 38.8% | 8% |
| 20260821 | $4.90 | $4.90 | 44.3% | 11% |
| 20260820 | $2.65 | $2.88 | 29.2% | 2% |
| 20260819 | $4.20 | $2.85 | 36.6% | 6% |
| 20260818 | $3.48 | $1.20 | 30.4% | 2% |
| 20260817 | $3.95 | $1.55 | 36.1% | 6% |
| 20260814 | $2.73 | $0.00 | 41.7% | 10% |
| 20260813 | $4.95 | $2.05 | 39.4% | 8% |
| 20260812 | $2.23 | $0.00 | 35.9% | 6% |
| 20260811 | $4.60 | $3.38 | 35.6% | 6% |
| 20260810 | $4.25 | $2.97 | 37.1% | 7% |
| 20260807 | — | — | 34.1% | 5% |
| 20260806 | $4.50 | $2.15 | 31.4% | 3% |
| 20260805 | $4.80 | $4.80 | 35.7% | 6% |
| 20260804 | $6.92 | $6.92 | 37.5% | 7% |
| 20260803 | $5.00 | $5.00 | 34.5% | 5% |
| 20260731 | $3.90 | $3.90 | 35.7% | 6% |
| 20260730 | $4.03 | $4.03 | 37.4% | 7% |
More on VXZ
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.