BND · Expected Move
Vanguard Total Bond Market · ETF
The expected move for BND 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).
BND 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 BND Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.95
30-Day ATM IV
5.8%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to BND'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.
BND Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.95 | $0.95 | 5.8% | 26% |
| 20261020 | $1.02 | $1.02 | 6.1% | 30% |
| 20261019 | $0.72 | $0.72 | 4.8% | 12% |
| 20261016 | $1.02 | $0.22 | 5.9% | 27% |
| 20261015 | $1.02 | $0.25 | 5.8% | 26% |
| 20261014 | $1.17 | $0.38 | 6.1% | 30% |
| 20261013 | $1.15 | $0.47 | 6.1% | 30% |
| 20261012 | $1.12 | $0.42 | 5.9% | 27% |
| 20261009 | $1.15 | $0.45 | 5.9% | 27% |
| 20261008 | $1.23 | $0.55 | 6.3% | 33% |
| 20261007 | $1.20 | $0.53 | 6.2% | 31% |
| 20261006 | $2.03 | $0.43 | 6.8% | 19% |
| 20261005 | $1.35 | $0.60 | 6.8% | 19% |
| 20261002 | $0.65 | $0.65 | 6.7% | 18% |
| 20261001 | $0.77 | $0.77 | 7.0% | 20% |
| 20260930 | $0.80 | $0.80 | 7.1% | 21% |
| 20260929 | $0.88 | $0.88 | 7.1% | 21% |
| 20260928 | $0.85 | $0.85 | 6.8% | 15% |
| 20260925 | $0.90 | $0.90 | 6.2% | 12% |
| 20260924 | $1.00 | $1.00 | 6.2% | 12% |
| 20260923 | $0.80 | $0.80 | 5.6% | 9% |
| 20260922 | $0.73 | $0.73 | 4.8% | 4% |
| 20260921 | $0.83 | $0.83 | 5.0% | 6% |
| 20260918 | $0.80 | $0.23 | 5.0% | 6% |
| 20260917 | $0.88 | $0.65 | 4.6% | 3% |
| 20260916 | $0.80 | $0.25 | 4.9% | 5% |
| 20260915 | $0.90 | $0.35 | 5.4% | 7% |
| 20260914 | $0.88 | $0.43 | 5.1% | 6% |
| 20260911 | $0.92 | $0.45 | 5.1% | 6% |
| 20260910 | $1.07 | $0.53 | 5.5% | 8% |
| 20260909 | $0.80 | $0.45 | 4.9% | 5% |
| 20260908 | $0.85 | $0.73 | 5.0% | 6% |
| 20260904 | $0.85 | $0.43 | 4.3% | 2% |
| 20260903 | $0.90 | $0.50 | 4.6% | 3% |
| 20260902 | $0.45 | $0.45 | 4.4% | 2% |
| 20260901 | $0.50 | $0.50 | 4.8% | 4% |
| 20260831 | $0.68 | $0.68 | 4.8% | 5% |
| 20260828 | $0.55 | $0.55 | 4.3% | 2% |
| 20260827 | $0.90 | $0.90 | 5.4% | 7% |
| 20260826 | $0.62 | $0.62 | 4.7% | 4% |
| 20260825 | $0.67 | $0.67 | 4.3% | 2% |
| 20260824 | $0.80 | $0.80 | 5.0% | 5% |
| 20260821 | $0.82 | $0.25 | 5.1% | 6% |
| 20260820 | $0.85 | $0.50 | 4.9% | 5% |
| 20260819 | $1.60 | $0.50 | 7.3% | 18% |
| 20260818 | $0.85 | $0.48 | 4.9% | 5% |
| 20260817 | $1.60 | $0.35 | 7.3% | 17% |
| 20260814 | $0.93 | $2.70 | 8.1% | 21% |
| 20260813 | $1.00 | $0.70 | 5.1% | 6% |
| 20260812 | $1.23 | $0.53 | 6.3% | 12% |
| 20260811 | $1.45 | $0.50 | 7.1% | 16% |
| 20260810 | $1.00 | $0.50 | 5.1% | 6% |
| 20260807 | — | — | 5.0% | 5% |
| 20260806 | $1.15 | $0.70 | 6.3% | 12% |
| 20260805 | $0.78 | $0.78 | 5.5% | 8% |
| 20260804 | $0.75 | $0.75 | 5.1% | 6% |
| 20260803 | $0.50 | $0.50 | 4.9% | 5% |
| 20260731 | $0.68 | $0.68 | 4.9% | 5% |
| 20260730 | $0.73 | $0.73 | 5.0% | 6% |
| 20260729 | $0.78 | $0.78 | 5.1% | 6% |
More on BND
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.