Vanguard ESG U.S. Corporate Bond ETF (VCEB) Expected Move

Tracking the VCEB expected move helps you see how far Vanguard ESG U.S. Corporate Bond ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Vanguard ESG U.S. Corporate Bond ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the VCEB expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For VCEB, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The VCEB expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Vanguard ESG U.S. Corporate Bond ETF is unlikely to go.

Seeks to track the performance of the Bloomberg MSCI U.S. Corporate SRI Select Index.Includes U.S. dollar-denominated, investment-grade, fixed-rate, taxable bonds with greater than one year maturity.Screened for certain environmental, social and corporate governance (ESG) criteria.Specifically excludes bonds of companies that the index provider determines engage in, have a specified level of involvement in, and/or derive threshold amounts of revenue from certain activities or business segments related to the following: adult entertainment, alcohol, gambling, tobacco, nuclear weapons, controversial weapons, conventional weapons, civilian firearms, nuclear power, and thermal coal, oil, or gas.Additionally, the index excludes bonds of companies that, as determined by the index provider, do not meet certain standards defined by the index provider with respect to an ESG controversies assessment, as well as companies that do not meet certain diversity criteria.Follows a passively managed, index-sampling approach.Provides current income with high grade credit quality.Important note: The Index excludes the bonds of companies that the Index provider determines engage in (which may include manufacturing, owning, and operating), have a specified level of involvement in, and/or derive threshold amounts of revenue from one or more of the following activities: (i) production, distribution, and retail of adult entertainment materials; (ii) production, distribution, retail, and supply of alcohol related products; (iii) involvement in certain gambling related business activities; (iv) production, distribution, retail, supply, and licensing of, tobacco related products; (v) manufacture of nuclear weapons or key nuclear weapons components; (vi) manufacture of biological and chemical weapons or key biological and chemical weapons components; cluster munitions whole weapons systems, components, or delivery platforms; landmines whole systems or components; or involvement in the production of depleted uranium (DU) weapons, ammunition, and armor; (vii) production of conventional weapons and components or involvement with conventional weapons support systems and services; (viii) production and/or distribution (wholesale or retail) of firearms or small arms ammunition intended for civilian use (companies that cater to the military, government, and law enforcement markets are not included in the foregoing); (ix) ownership or operation of nuclear power plants or active uranium mines; involvement in uranium enrichment and processing; involvement in the design and engineering of nuclear power reactors; or supplying nuclear power activities; and (x) have an industry tie to fossil fuels (thermal coal, oil and gas), in particular, reserve ownership, related revenues and power generation (companies providing evidence of owning metallurgical coal reserves are not included in the foregoing).

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the VCEB expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Vanguard ESG U.S. Corporate Bond ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about VCEB.