BIV · Expected Move

Vanguard Intermediate-Term Bond ETF · ETF

The expected move for BIV 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).

BIV straddle price & implied vol

60 sessions

Bars: 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 BIV Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
10.1%
IV Rank
92%
Implied one-standard-deviation move through the next 30 days. Compare to BIV'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.
BIV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 10.1% 92%
20261020 $0.75 $0.75 6.1% 34%
20261019 $0.70 $0.70 6.3% 36%
20261016 $1.20 $0.47 6.3% 36%
20261015 $1.10 $0.50 5.8% 29%
20261014 $1.10 $0.28 5.9% 31%
20261013 $1.12 $0.33 6.0% 32%
20261012 $1.10 $0.35 5.8% 29%
20261009 $1.15 $0.38 5.8% 29%
20261008 $1.20 $0.50 6.0% 32%
20261007 $1.27 $0.50 6.3% 36%
20261006 $1.27 $0.52 6.2% 36%
20261005 $1.35 $0.65 6.5% 40%
20261002 $0.75 $0.75 6.7% 42%
20261001 $0.75 $0.75 7.5% 55%
20260930 $0.85 $0.85 7.0% 46%
20260929 $0.88 $0.88 7.1% 48%
20260928 $0.85 $0.85 6.8% 44%
20260925 $0.88 $0.88 6.1% 34%
20260924 $0.85 $0.85 6.0% 33%
20260923 $2.00 $2.00 10.6% 100%
20260922 $1.90 $1.90 9.5% 93%
20260921 $0.78 $0.78 5.0% 19%
20260918 $0.78 $0.20 4.8% 16%
20260917 $0.78 $0.28 4.6% 12%
20260916 $0.82 $0.28 5.3% 24%
20260915 $0.93 $0.38 5.4% 26%
20260914 $0.88 $0.38 5.0% 20%
20260911 $0.95 $0.42 5.2% 22%
20260910 $1.00 $0.50 5.2% 23%
20260909 $2.00 $0.45 8.6% 77%
20260908 $0.90 $0.42 4.7% 14%
20260904 $0.90 $0.40 4.3% 8%
20260903 $0.93 $0.48 4.4% 10%
20260902 $0.53 $0.53 4.5% 11%
20260901 $0.53 $0.53 4.5% 12%
20260831 $0.52 $0.52 5.1% 21%
20260828 $0.65 $0.65 4.4% 9%
20260827 $0.70 $0.70 4.4% 10%
20260826 $0.73 $0.73 4.7% 14%
20260825 $0.68 $0.68 4.4% 10%
20260824 $0.85 $0.85 4.8% 16%
20260821 $0.93 $2.82 5.1% 21%
20260820 $0.90 $0.53 4.9% 18%
20260819 $0.83 $0.35 4.7% 15%
20260818 $1.00 $0.62 4.9% 18%
20260817 $1.02 $0.58 5.0% 20%
20260814 $0.92 $0.47 4.8% 17%
20260813 $0.88 $0.33 6.3% 40%
20260812 $0.95 $0.53 4.9% 18%
20260811 $1.08 $0.70 5.1% 21%
20260810 $1.12 $0.70 5.3% 23%
20260807 — — 5.3% 24%
20260806 $1.07 $0.57 5.1% 22%
20260805 $0.55 $0.55 4.8% 17%
20260804 $0.57 $0.57 4.8% 17%
20260803 $0.85 $0.85 5.6% 29%
20260731 $3.02 $3.02 5.1% 21%
20260730 $0.77 $0.77 4.9% 12%
20260729 $0.83 $0.83 5.9% 23%

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.