VYMI · Expected Move
Vanguard International High Dividend Yield ETF · ETF
The expected move for VYMI 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).
VYMI 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 VYMI Expected Move
30-Day Straddle
$3.20
7-Day Straddle
$3.20
30-Day ATM IV
14.5%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to VYMI'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.
VYMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.20 | $3.20 | 14.5% | 68% |
| 20261021 | $3.25 | $3.25 | 13.6% | 56% |
| 20261020 | $3.23 | $3.23 | 13.9% | 60% |
| 20261019 | $3.33 | $3.33 | 14.2% | 64% |
| 20261016 | $3.17 | $4.90 | 14.2% | 64% |
| 20261015 | $3.40 | $1.57 | 13.7% | 57% |
| 20261014 | $3.50 | $2.10 | 13.7% | 57% |
| 20261013 | $3.55 | $2.15 | 13.8% | 56% |
| 20261012 | $3.45 | $2.17 | 14.1% | 60% |
| 20261009 | $3.70 | $1.77 | 14.1% | 45% |
| 20261008 | $3.90 | $2.35 | 15.9% | 63% |
| 20261007 | $4.00 | $1.77 | 14.9% | 53% |
| 20261006 | $4.00 | $2.48 | 14.7% | 51% |
| 20261005 | $4.00 | $2.40 | 14.5% | 49% |
| 20261002 | $2.12 | $2.12 | 14.6% | 50% |
| 20261001 | $2.80 | $2.80 | 16.8% | 72% |
| 20260930 | $2.70 | $2.70 | 14.1% | 45% |
| 20260929 | $2.90 | $2.90 | 12.8% | 32% |
| 20260928 | $2.65 | $2.65 | 13.5% | 39% |
| 20260925 | $2.42 | $2.42 | 11.1% | 15% |
| 20260924 | $2.20 | $2.20 | 12.2% | 26% |
| 20260923 | $2.73 | $2.73 | 12.2% | 26% |
| 20260922 | $1.57 | $1.57 | 11.4% | 18% |
| 20260921 | $2.00 | $2.00 | 9.8% | 2% |
| 20260918 | $2.45 | $3.10 | 12.7% | 30% |
| 20260917 | $2.35 | $1.70 | 9.7% | 0% |
| 20260916 | $2.60 | $1.77 | 11.0% | 8% |
| 20260915 | $2.72 | $1.80 | 12.4% | 23% |
| 20260914 | $3.15 | $1.32 | 13.0% | 29% |
| 20260911 | $3.25 | $1.95 | 13.6% | 35% |
| 20260910 | $3.77 | $1.55 | 14.0% | 40% |
| 20260909 | $4.12 | $1.42 | 14.1% | 41% |
| 20260908 | $2.62 | $2.02 | 10.3% | 0% |
| 20260904 | $3.55 | $1.65 | 11.6% | 6% |
| 20260903 | $3.55 | $1.40 | 11.2% | 0% |
| 20260902 | $1.80 | $1.80 | 11.7% | 3% |
| 20260901 | $2.02 | $2.02 | 11.8% | 4% |
| 20260831 | $1.75 | $1.75 | 13.2% | 22% |
| 20260828 | $2.67 | $2.67 | 12.2% | 9% |
| 20260827 | $2.85 | $2.85 | 12.2% | 9% |
| 20260826 | $2.83 | $2.83 | 12.5% | 13% |
| 20260825 | $3.15 | $3.15 | 14.4% | 36% |
| 20260824 | $2.48 | $2.48 | 12.0% | 6% |
| 20260821 | $3.17 | $2.38 | 13.9% | 30% |
| 20260820 | $3.28 | $1.00 | 13.4% | 23% |
| 20260819 | $2.85 | $0.85 | 11.5% | 0% |
| 20260818 | $2.75 | $0.77 | 11.5% | 0% |
| 20260817 | $2.83 | $0.95 | 12.8% | 11% |
| 20260814 | $3.40 | $0.75 | 13.0% | 12% |
| 20260813 | $4.45 | $0.95 | 15.2% | 26% |
| 20260812 | $3.53 | $1.10 | 12.7% | 9% |
| 20260811 | $3.55 | $1.35 | 13.1% | 11% |
| 20260810 | $3.70 | $1.50 | 13.2% | 13% |
| 20260807 | — | — | 12.6% | 8% |
| 20260806 | $3.80 | $1.60 | 13.1% | 12% |
| 20260805 | $1.70 | $1.70 | 13.7% | 16% |
| 20260804 | $1.85 | $1.85 | 13.0% | 10% |
| 20260803 | $1.43 | $1.43 | 13.2% | 12% |
| 20260731 | $2.65 | $2.65 | 12.5% | 7% |
| 20260730 | $1.68 | $1.68 | 12.2% | 5% |
More on VYMI
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.