VYM · Expected Move
Vanguard High Dividend Yield ETF · ETF
The expected move for VYM 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).
VYM 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 VYM Expected Move
30-Day Straddle
$3.95
7-Day Straddle
$3.95
30-Day ATM IV
10.6%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to VYM'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.
VYM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.95 | $3.95 | 10.6% | 8% |
| 20261020 | $4.40 | $4.40 | 11.7% | 38% |
| 20261019 | $5.10 | $5.10 | 12.8% | 66% |
| 20261016 | $4.50 | $0.65 | 11.2% | 25% |
| 20261015 | $4.25 | $0.82 | 10.6% | 10% |
| 20261014 | $4.50 | $1.20 | 11.1% | 23% |
| 20261013 | $4.38 | $1.48 | 10.6% | 10% |
| 20261012 | $4.70 | $1.57 | 11.1% | 22% |
| 20261009 | $4.72 | $1.67 | 11.0% | 19% |
| 20261008 | $4.85 | $2.25 | 11.2% | 26% |
| 20261007 | $5.03 | $2.10 | 11.2% | 24% |
| 20261006 | $4.85 | $2.85 | 11.5% | 33% |
| 20261005 | $4.92 | $2.65 | 11.3% | 28% |
| 20261002 | $2.72 | $2.72 | 11.2% | 24% |
| 20261001 | $2.83 | $2.83 | 11.5% | 33% |
| 20260930 | $3.38 | $3.38 | 12.9% | 70% |
| 20260929 | $3.22 | $3.22 | 11.6% | 35% |
| 20260928 | $3.05 | $3.05 | 11.2% | 25% |
| 20260925 | $3.20 | $3.20 | 11.4% | 29% |
| 20260924 | $3.40 | $3.40 | 11.5% | 33% |
| 20260923 | $3.25 | $3.25 | 11.6% | 36% |
| 20260922 | $3.45 | $3.45 | 11.4% | 31% |
| 20260921 | $3.62 | $3.62 | 11.3% | 27% |
| 20260918 | $4.05 | $0.90 | 11.4% | 31% |
| 20260917 | $3.95 | $1.62 | 11.3% | 29% |
| 20260916 | $4.88 | $2.20 | 13.2% | 77% |
| 20260915 | $5.18 | $2.52 | 13.1% | 73% |
| 20260914 | $4.35 | $2.72 | 11.9% | 42% |
| 20260911 | $4.15 | $2.60 | 10.6% | 10% |
| 20260910 | $5.20 | $2.05 | 12.7% | 64% |
| 20260909 | $4.55 | $2.97 | 11.5% | 34% |
| 20260908 | $5.25 | $3.00 | 11.5% | 34% |
| 20260904 | $5.00 | $2.77 | 10.9% | 19% |
| 20260903 | $4.95 | $3.08 | 11.1% | 22% |
| 20260902 | $3.00 | $3.00 | 11.2% | 26% |
| 20260901 | $3.55 | $3.55 | 11.3% | 28% |
| 20260831 | $2.78 | $2.78 | 10.6% | 10% |
| 20260828 | $3.12 | $3.12 | 10.7% | 11% |
| 20260827 | $3.52 | $3.52 | 10.9% | 16% |
| 20260826 | $3.42 | $3.42 | 10.3% | 2% |
| 20260825 | $3.33 | $3.33 | 10.9% | 16% |
| 20260824 | $3.62 | $3.62 | 11.0% | 19% |
| 20260821 | $4.20 | $0.22 | 11.6% | 35% |
| 20260820 | $4.25 | $1.23 | 11.5% | 34% |
| 20260819 | $3.88 | $0.97 | 10.9% | 16% |
| 20260818 | $4.25 | $1.30 | 11.1% | 22% |
| 20260817 | $4.57 | $1.12 | 11.8% | 39% |
| 20260814 | $4.62 | $1.48 | 12.3% | 31% |
| 20260813 | $4.67 | $2.33 | 11.1% | 12% |
| 20260812 | $4.97 | $1.93 | 12.9% | 39% |
| 20260811 | $5.78 | $2.95 | 13.1% | 42% |
| 20260810 | $4.90 | $2.52 | 11.3% | 15% |
| 20260807 | — | — | 12.0% | 18% |
| 20260806 | $5.57 | $3.00 | 12.0% | 18% |
| 20260805 | $3.12 | $3.12 | 12.5% | 23% |
| 20260804 | $3.25 | $3.25 | 12.3% | 21% |
| 20260803 | $3.25 | $3.25 | 11.1% | 8% |
| 20260731 | $3.50 | $3.50 | 12.1% | 20% |
| 20260730 | $3.55 | $3.55 | 12.2% | 20% |
| 20260729 | $4.20 | $4.20 | 12.9% | 28% |
More on VYM
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.