BNDW · Expected Move
Vanguard Total World Bond ETF · ETF
The expected move for BNDW 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).
BNDW 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 BNDW Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
14.5%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to BNDW'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.
BNDW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.23 | $1.23 | 14.5% | 22% |
| 20261020 | $3.70 | $3.70 | 14.5% | 22% |
| 20261019 | $3.68 | $3.68 | 22.6% | 57% |
| 20261016 | $3.75 | $3.17 | 11.4% | 8% |
| 20261015 | $2.45 | $2.17 | 11.7% | 10% |
| 20261014 | $3.62 | $1.98 | 10.1% | 3% |
| 20261013 | $2.42 | $2.02 | 12.1% | 11% |
| 20261012 | $3.65 | $2.05 | 11.0% | 6% |
| 20261009 | $3.73 | $2.02 | 14.4% | 21% |
| 20261008 | $3.68 | $2.05 | 15.2% | 25% |
| 20261007 | $3.65 | $2.08 | 15.6% | 27% |
| 20261006 | $3.73 | $2.10 | 15.6% | 26% |
| 20261005 | $3.65 | $2.17 | 15.7% | 27% |
| 20261002 | $2.12 | $2.12 | 22.5% | 56% |
| 20261001 | $2.12 | $2.12 | 16.8% | 32% |
| 20260930 | $3.50 | $3.50 | 12.5% | 13% |
| 20260929 | $3.50 | $3.50 | 12.8% | 14% |
| 20260928 | $3.42 | $3.42 | 12.4% | 12% |
| 20260925 | $3.50 | $3.50 | 13.9% | 19% |
| 20260924 | $2.27 | $2.27 | 14.9% | 24% |
| 20260923 | $3.58 | $3.58 | 13.9% | 19% |
| 20260922 | $2.28 | $2.28 | 14.1% | 20% |
| 20260921 | $3.45 | $3.45 | 11.8% | 10% |
| 20260918 | $3.75 | $1.38 | 15.2% | 25% |
| 20260917 | $3.47 | $2.25 | 11.2% | 8% |
| 20260916 | $3.72 | $3.67 | 9.8% | 1% |
| 20260915 | $2.40 | $2.25 | 14.2% | 21% |
| 20260914 | $3.70 | $1.30 | 9.5% | 0% |
| 20260911 | $3.83 | $3.75 | 13.2% | 15% |
| 20260910 | $2.55 | $1.45 | 21.5% | 52% |
| 20260909 | $3.58 | $2.15 | 19.8% | 44% |
| 20260908 | $3.65 | $2.17 | 15.9% | 27% |
| 20260904 | $2.55 | $2.23 | 15.6% | 26% |
| 20260903 | $2.52 | $1.65 | 16.3% | 29% |
| 20260902 | $2.20 | $2.20 | 25.7% | 70% |
| 20260901 | $2.20 | $2.20 | 17.3% | 33% |
| 20260831 | $3.60 | $3.60 | 16.1% | 28% |
| 20260828 | $2.30 | $2.30 | 18.7% | 39% |
| 20260827 | $3.50 | $3.50 | 18.3% | 38% |
| 20260826 | $2.38 | $2.38 | 16.2% | 28% |
| 20260825 | $2.35 | $2.35 | 16.5% | 30% |
| 20260824 | $3.70 | $3.70 | 18.4% | 38% |
| 20260821 | $3.65 | $3.62 | 19.4% | 43% |
| 20260820 | $2.33 | $2.27 | 18.1% | 37% |
| 20260819 | $3.47 | $2.25 | 20.4% | 47% |
| 20260818 | $3.65 | $2.20 | 19.1% | 41% |
| 20260817 | $2.38 | $2.25 | 18.0% | 36% |
| 20260814 | $3.52 | $2.25 | 18.3% | 38% |
| 20260813 | $2.48 | $2.17 | 17.4% | 34% |
| 20260812 | $2.53 | $2.23 | 18.5% | 38% |
| 20260811 | $3.42 | $2.10 | 19.9% | 45% |
| 20260810 | $3.75 | $2.12 | 18.8% | 40% |
| 20260807 | — | — | 18.8% | 40% |
| 20260806 | $3.60 | $2.08 | 19.2% | 41% |
| 20260805 | $2.05 | $2.05 | 25.2% | 68% |
| 20260804 | $2.10 | $2.10 | 17.9% | 36% |
| 20260803 | $2.20 | $2.20 | 17.9% | 36% |
| 20260731 | $3.60 | $3.60 | 15.6% | 26% |
| 20260730 | $3.38 | $3.38 | 15.7% | 26% |
| 20260729 | $3.40 | $3.40 | 15.7% | 26% |
More on BNDW
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.