BSV · Expected Move
Vanguard Short-Term Bond ETF · ETF
The expected move for BSV 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).
BSV 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 BSV Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.55
30-Day ATM IV
3.8%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to BSV'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.
BSV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.55 | $1.55 | 3.8% | 22% |
| 20261021 | $0.75 | $0.75 | 5.3% | 49% |
| 20261020 | $1.47 | $1.47 | 7.9% | 93% |
| 20261019 | $1.47 | $1.47 | 7.8% | 92% |
| 20261016 | $2.23 | $1.38 | 7.2% | 81% |
| 20261015 | $0.70 | $1.55 | 5.4% | 51% |
| 20261014 | $1.62 | $0.50 | 3.8% | 24% |
| 20261013 | $0.88 | $0.50 | 3.9% | 24% |
| 20261012 | $0.88 | $0.50 | 4.7% | 38% |
| 20261009 | $0.92 | $0.50 | 4.0% | 27% |
| 20261008 | $1.78 | $1.40 | 7.6% | 88% |
| 20261007 | $2.10 | $1.55 | 7.5% | 87% |
| 20261006 | $0.95 | $1.35 | 5.0% | 44% |
| 20261005 | $1.60 | $0.45 | 5.7% | 55% |
| 20261002 | $0.48 | $0.48 | 5.3% | 50% |
| 20261001 | $0.65 | $0.65 | 4.4% | 34% |
| 20260930 | $1.40 | $1.40 | 4.9% | 41% |
| 20260929 | $0.53 | $0.53 | 4.3% | 32% |
| 20260928 | $0.53 | $0.53 | 6.5% | 69% |
| 20260925 | $1.12 | $1.12 | 4.9% | 42% |
| 20260924 | $1.50 | $1.50 | 6.5% | 70% |
| 20260923 | $0.60 | $0.60 | 4.9% | 41% |
| 20260922 | $0.50 | $0.50 | 3.5% | 17% |
| 20260921 | $0.53 | $0.53 | 3.4% | 17% |
| 20260918 | $1.05 | $0.55 | 6.8% | 75% |
| 20260917 | $0.42 | $2.50 | 2.8% | 5% |
| 20260916 | $0.58 | $0.40 | 3.4% | 17% |
| 20260915 | $0.57 | $0.38 | 3.1% | 11% |
| 20260914 | $0.53 | $0.33 | 2.9% | 7% |
| 20260911 | $1.65 | $0.30 | 3.1% | 11% |
| 20260910 | $0.53 | $0.35 | 2.9% | 5% |
| 20260909 | $2.75 | $0.40 | 8.3% | 76% |
| 20260908 | $1.62 | $0.50 | 3.3% | 10% |
| 20260904 | $2.60 | $1.43 | 6.0% | 46% |
| 20260903 | $1.75 | $1.45 | 4.2% | 19% |
| 20260902 | $2.58 | $2.58 | 6.2% | 41% |
| 20260901 | $2.55 | $2.55 | 3.1% | 7% |
| 20260831 | $1.55 | $1.55 | 5.4% | 33% |
| 20260828 | $0.60 | $0.60 | 3.5% | 11% |
| 20260827 | $0.62 | $0.62 | 3.8% | 15% |
| 20260826 | $0.58 | $0.58 | 3.2% | 8% |
| 20260825 | $1.65 | $1.65 | 3.2% | 8% |
| 20260824 | $4.10 | $4.10 | 7.5% | 55% |
| 20260821 | $1.68 | $0.45 | 3.9% | 15% |
| 20260820 | $0.38 | $1.38 | 3.4% | 11% |
| 20260819 | $1.90 | $1.38 | 3.4% | 10% |
| 20260818 | $0.57 | $0.40 | 3.6% | 13% |
| 20260817 | $1.62 | $1.48 | 3.2% | 8% |
| 20260814 | $0.55 | $0.40 | 3.3% | 8% |
| 20260813 | $0.38 | $0.35 | 3.5% | 11% |
| 20260812 | $0.60 | $1.43 | 3.7% | 13% |
| 20260811 | $0.80 | $0.40 | 6.3% | 42% |
| 20260810 | $0.80 | $0.65 | 5.4% | 32% |
| 20260806 | $0.62 | $0.53 | 6.3% | 42% |
| 20260805 | $0.50 | $0.50 | 4.2% | 19% |
| 20260804 | $0.53 | $0.53 | 3.4% | 10% |
| 20260803 | $1.40 | $1.40 | 4.8% | 26% |
| 20260731 | $0.98 | $0.98 | 4.1% | 18% |
| 20260730 | $0.65 | $0.65 | 4.7% | 25% |
| 20260729 | $0.62 | $0.62 | 4.4% | 21% |
More on BSV
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.