BNDX · Expected Move

Vanguard Total International Bond ETF · ETF

The expected move for BNDX 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).

BNDX 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 BNDX Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$2.00
30-Day ATM IV
18.3%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to BNDX'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.
BNDX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.00 $2.00 18.3% 23%
20261021 $0.00 $0.00 15.2% 15%
20261020 $2.00 $2.00 16.8% 19%
20261019 $1.00 $1.00 52.1% 100%
20261016 $2.05 $3.35 8.9% 2%
20261015 $2.08 $1.80 9.1% 2%
20261014 $2.05 $1.70 8.9% 2%
20261013 $2.08 $1.75 8.7% 1%
20261012 $2.08 $1.77 16.9% 29%
20261009 $2.10 $1.75 17.0% 30%
20261008 $2.20 $1.80 15.7% 25%
20261007 $2.20 $1.80 15.8% 26%
20261006 $2.25 $1.83 17.1% 30%
20261005 $2.23 $1.85 15.7% 25%
20261002 $1.85 $1.85 16.0% 26%
20261001 $1.82 $1.82 14.5% 21%
20260930 $1.88 $1.88 14.1% 20%
20260929 $1.90 $1.90 13.5% 18%
20260928 $1.25 $1.25 12.1% 13%
20260925 $1.82 $1.82 12.8% 15%
20260924 $1.83 $1.83 12.7% 15%
20260923 $1.77 $1.77 13.8% 18%
20260922 $1.90 $1.90 13.4% 17%
20260921 $1.88 $1.88 13.4% 17%
20260918 $1.88 $3.25 14.0% 13%
20260917 $1.90 $1.75 13.5% 12%
20260916 $1.90 $1.75 13.3% 11%
20260915 $1.92 $1.75 12.8% 10%
20260914 $1.92 $1.00 13.1% 11%
20260911 $2.00 $1.07 15.2% 16%
20260910 $2.00 $1.07 29.9% 50%
20260909 $2.00 $1.15 18.7% 24%
20260908 $2.10 $1.50 17.4% 21%
20260904 $1.70 $1.30 17.3% 21%
20260903 $1.75 $1.38 14.5% 14%
20260902 $1.45 $1.45 17.6% 22%
20260901 $1.45 $1.45 19.2% 25%
20260831 $1.77 $1.77 18.0% 23%
20260828 $1.70 $1.70 32.9% 57%
20260827 $1.68 $1.68 31.8% 55%
20260826 $1.80 $1.80 14.5% 14%
20260825 $1.25 $1.25 20.9% 29%
20260824 $1.67 $1.67 15.9% 18%
20260821 $3.55 $2.20 14.7% 15%
20260820 $1.43 $1.58 15.0% 16%
20260819 $2.00 $1.90 18.8% 24%
20260818 $2.15 $1.98 18.9% 25%
20260817 $2.17 $1.95 20.4% 28%
20260814 $2.12 $1.85 18.8% 24%
20260813 $2.15 $1.85 19.0% 25%
20260812 $2.17 $1.83 19.8% 27%
20260811 $2.22 $1.85 20.0% 27%
20260810 $2.45 $2.25 21.5% 31%
20260807 — — 25.3% 40%
20260806 $2.73 $2.27 21.5% 31%
20260805 $2.33 $2.33 21.2% 30%
20260804 $2.30 $2.30 21.2% 30%
20260803 $2.35 $2.35 21.3% 30%
20260731 $2.38 $2.38 20.8% 29%
20260730 $2.40 $2.40 20.1% 27%

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.