EDV · Expected Move

Vanguard World Funds Extended Duration ETF · ETF

The expected move for EDV 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).

EDV 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 EDV Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
16.1%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to EDV'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.
EDV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.15 $2.15 16.1% 50%
20261020 $2.10 $2.10 15.8% 48%
20261019 $2.23 $2.23 16.6% 54%
20261016 $2.35 $0.50 16.4% 52%
20261015 $2.35 $0.60 16.2% 51%
20261014 $2.20 $0.70 15.4% 45%
20261013 $2.27 $0.73 16.0% 49%
20261012 $2.40 $0.82 16.4% 52%
20261009 $2.52 $1.05 16.8% 55%
20261008 $2.60 $1.10 17.3% 59%
20261007 $2.72 $1.12 17.9% 63%
20261006 $2.75 $1.38 17.7% 62%
20261005 $3.02 $1.42 19.3% 74%
20261002 $1.65 $1.65 19.2% 73%
20261001 $1.75 $1.75 20.0% 79%
20260930 $1.88 $1.88 19.8% 78%
20260929 $1.97 $1.97 19.8% 78%
20260928 $2.00 $2.00 18.4% 67%
20260925 $1.85 $1.85 17.0% 57%
20260924 $2.02 $2.02 16.4% 52%
20260923 $1.83 $1.83 15.0% 42%
20260922 $1.70 $1.70 13.8% 33%
20260921 $1.73 $1.73 13.8% 33%
20260918 $1.95 $0.85 14.2% 36%
20260917 $1.95 $0.45 14.3% 37%
20260916 $2.15 $0.68 15.8% 47%
20260915 $2.25 $0.72 16.4% 52%
20260914 $2.12 $0.82 15.3% 44%
20260911 $2.12 $0.85 14.6% 39%
20260910 $2.40 $1.00 16.1% 50%
20260909 $2.27 $1.00 14.6% 39%
20260908 $2.12 $0.95 13.7% 32%
20260904 $2.22 $1.10 13.2% 28%
20260903 $2.38 $1.10 13.7% 32%
20260902 $1.25 $1.25 13.9% 33%
20260901 $1.23 $1.23 13.9% 33%
20260831 $1.32 $1.32 13.5% 31%
20260828 $1.33 $1.33 13.1% 28%
20260827 $1.48 $1.48 13.5% 30%
20260826 $1.52 $1.52 13.2% 28%
20260825 $1.58 $1.58 13.2% 28%
20260824 $1.52 $1.52 12.3% 21%
20260821 $1.62 $0.62 12.9% 26%
20260820 $1.58 $0.28 12.0% 19%
20260819 $1.45 $0.60 10.7% 9%
20260818 $1.65 $0.50 12.0% 19%
20260817 $2.10 $0.62 14.3% 36%
20260814 $1.65 $0.75 11.1% 12%
20260813 $1.70 $0.62 11.2% 13%
20260812 $1.82 $0.80 12.1% 20%
20260811 $1.77 $0.95 11.7% 17%
20260810 $1.92 $0.97 12.4% 22%
20260807 — — 11.3% 14%
20260806 $2.05 $1.15 22.7% 100%
20260805 $1.15 $1.15 11.9% 29%
20260804 $1.27 $1.27 12.3% 33%
20260803 $1.60 $1.60 14.5% 60%
20260731 $1.62 $1.62 14.0% 54%
20260730 $1.50 $1.50 13.7% 51%
20260729 $1.57 $1.57 13.1% 43%

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.