GVI · Expected Move

iShares Intermediate Government/Credit Bond ETF · ETF

The expected move for GVI 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).

GVI 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 GVI Expected Move
30-Day Straddle
$0.93
7-Day Straddle
$0.93
30-Day ATM IV
4.0%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to GVI'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.
GVI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.93 $0.93 4.0% 9%
20261021 $1.02 $1.02 4.0% 9%
20261020 $1.05 $1.05 4.0% 9%
20261019 $1.10 $1.10 4.1% 10%
20261016 $1.05 $5.33 4.1% 10%
20261015 $1.00 $0.50 6.5% 27%
20261014 $1.07 $0.43 3.9% 9%
20261013 $1.05 $0.30 3.9% 8%
20261012 $1.05 $0.40 3.8% 8%
20261009 $1.10 $1.80 4.4% 12%
20261008 $1.18 $0.88 4.3% 11%
20261007 $1.23 $0.50 4.3% 11%
20261006 $1.20 $1.80 4.7% 14%
20261005 $1.25 $0.55 4.3% 11%
20261002 $0.62 $0.62 11.8% 63%
20261001 $0.70 $0.70 4.6% 13%
20260930 $2.18 $2.18 7.9% 36%
20260929 $0.80 $0.80 4.6% 13%
20260928 $0.77 $0.77 4.9% 15%
20260925 $0.85 $0.85 12.1% 65%
20260924 $0.77 $0.77 3.9% 9%
20260923 $0.82 $0.82 3.7% 7%
20260922 $2.08 $2.08 3.1% 3%
20260921 $1.12 $1.12 4.7% 14%
20260918 $0.75 $5.20 4.6% 13%
20260917 $0.70 $3.20 3.0% 1%
20260916 $0.83 $1.80 12.3% 34%
20260915 $0.85 $0.33 3.6% 3%
20260914 $0.82 $0.80 3.4% 3%
20260911 $1.18 $0.35 5.2% 9%
20260910 $2.38 $0.47 9.3% 23%
20260909 $1.05 $0.53 7.4% 7%
20260908 $0.82 $0.43 5.0% 4%
20260904 $1.23 $3.35 5.2% 4%
20260903 $0.85 $0.48 3.7% 2%
20260902 $1.00 $1.00 7.5% 8%
20260901 $1.98 $1.98 7.0% 7%
20260831 $0.53 $0.53 7.1% 7%
20260828 $0.53 $0.53 2.9% 0%
20260827 $0.72 $0.72 5.0% 4%
20260826 $0.88 $0.88 3.3% 1%
20260825 $0.75 $0.75 4.7% 3%
20260824 $3.80 $3.80 7.8% 8%
20260821 $0.70 $2.30 3.4% 1%
20260820 $2.27 $1.83 8.9% 10%
20260819 $0.83 $1.70 3.2% 1%
20260818 $2.38 $1.48 9.7% 11%
20260817 $3.65 $1.30 6.5% 6%
20260814 $1.35 $0.58 4.3% 3%
20260813 $0.85 $1.88 6.0% 5%
20260812 $2.60 $1.95 7.7% 8%
20260811 $2.35 $1.95 9.0% 10%
20260810 $0.97 $1.02 4.0% 2%
20260807 — — 4.4% 3%
20260806 $1.12 $0.72 3.5% 1%
20260805 $0.75 $0.75 3.5% 1%
20260804 $0.75 $0.75 5.1% 4%
20260803 $0.68 $0.68 7.5% 8%
20260731 $0.65 $0.65 3.4% 1%
20260730 $0.77 $0.77 5.1% 4%

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.