BLV · Expected Move
Vanguard Long-Term Bond ETF · ETF
The expected move for BLV 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).
BLV 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 BLV Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
15.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to BLV'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.
BLV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 15.6% | 100% |
| 20261021 | $0.00 | $0.00 | 11.0% | 63% |
| 20261020 | $1.10 | $1.10 | 12.9% | 93% |
| 20261019 | $0.00 | $0.00 | 11.6% | 72% |
| 20261016 | $1.85 | $0.17 | 11.6% | 73% |
| 20261015 | $1.70 | $0.38 | 10.4% | 53% |
| 20261014 | $1.82 | $0.57 | 10.9% | 61% |
| 20261013 | $1.65 | $0.53 | 10.2% | 50% |
| 20261012 | $1.80 | $0.60 | 11.0% | 63% |
| 20261009 | $1.88 | $0.65 | 10.9% | 61% |
| 20261008 | $1.90 | $0.80 | 11.3% | 67% |
| 20261007 | $2.12 | $0.97 | 11.7% | 74% |
| 20261006 | $2.15 | $1.02 | 11.5% | 71% |
| 20261005 | $2.25 | $0.97 | 12.2% | 82% |
| 20261002 | $1.27 | $1.27 | 12.4% | 86% |
| 20261001 | $1.05 | $1.05 | 12.4% | 86% |
| 20260930 | $1.35 | $1.35 | 13.1% | 98% |
| 20260929 | $1.45 | $1.45 | 13.3% | 100% |
| 20260928 | $1.12 | $1.12 | 11.7% | 76% |
| 20260925 | $1.38 | $1.38 | 11.3% | 68% |
| 20260924 | $1.35 | $1.35 | 10.7% | 59% |
| 20260923 | $1.32 | $1.32 | 10.0% | 48% |
| 20260922 | $1.18 | $1.18 | 8.7% | 26% |
| 20260921 | $1.23 | $1.23 | 8.7% | 26% |
| 20260918 | $1.05 | $0.35 | 7.4% | 4% |
| 20260917 | $1.25 | $0.47 | 8.4% | 21% |
| 20260916 | $1.38 | $0.43 | 9.3% | 36% |
| 20260915 | $1.48 | $0.57 | 9.8% | 44% |
| 20260914 | $1.38 | $0.60 | 9.0% | 31% |
| 20260911 | $1.90 | $0.62 | 11.6% | 74% |
| 20260910 | $1.48 | $0.78 | 9.1% | 34% |
| 20260909 | $1.20 | $1.12 | 8.6% | 24% |
| 20260908 | $1.15 | $0.72 | 7.3% | 3% |
| 20260904 | $1.45 | $0.70 | 7.9% | 13% |
| 20260903 | $1.48 | $0.62 | 7.8% | 11% |
| 20260902 | $0.82 | $0.82 | 8.0% | 14% |
| 20260901 | $0.85 | $0.85 | 7.8% | 11% |
| 20260831 | $0.85 | $0.85 | 7.9% | 13% |
| 20260828 | $1.32 | $1.32 | 9.2% | 34% |
| 20260827 | $0.97 | $0.97 | 8.4% | 21% |
| 20260826 | $1.35 | $1.35 | 9.5% | 39% |
| 20260825 | $1.10 | $1.10 | 8.1% | 16% |
| 20260824 | $1.25 | $1.25 | 8.9% | 29% |
| 20260821 | $2.08 | $0.22 | 13.2% | 100% |
| 20260820 | $1.32 | $0.25 | 8.9% | 30% |
| 20260819 | $1.32 | $0.58 | 8.6% | 25% |
| 20260818 | $1.55 | $0.70 | 9.7% | 43% |
| 20260817 | $1.32 | $1.18 | 8.1% | 17% |
| 20260814 | $1.38 | $0.48 | 8.4% | 21% |
| 20260813 | $2.35 | $0.62 | 13.1% | 100% |
| 20260812 | $1.45 | $0.62 | 8.6% | 25% |
| 20260811 | $1.55 | $0.90 | 9.3% | 36% |
| 20260810 | $1.60 | $0.77 | 9.2% | 36% |
| 20260807 | — | — | 8.5% | 23% |
| 20260806 | $1.85 | $1.05 | 9.4% | 35% |
| 20260805 | $0.88 | $0.88 | 8.9% | 27% |
| 20260804 | $1.10 | $1.10 | 8.8% | 27% |
| 20260803 | $1.07 | $1.07 | 9.4% | 36% |
| 20260731 | $1.12 | $1.12 | 9.1% | 31% |
| 20260730 | $1.15 | $1.15 | 8.8% | 26% |
More on BLV
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.