Tracking the VXZ expected move helps you see how far iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN'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 VXZ 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 VXZ, 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 VXZ 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 iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN is unlikely to go.
The iPath Series B S&P 500 VIX Mid-Term FuturesTM ETNs are designed to provide exposure to the S&P 500 VIX Mid-Term FuturesTM Index Total Return. The Index is designed to provide access to equity market volatility through CBOE Volatility Index futures.
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 VXZ expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The iPath Series B S&P 500 VIX Mid-Term FuturesTM ETN 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 VXZ.
