IVOG · Expected Move

Vanguard S&P Mid-Cap 400 Growth ETF · ETF

The expected move for IVOG 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).

IVOG 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 IVOG Expected Move
30-Day Straddle
$4.93
7-Day Straddle
$4.93
30-Day ATM IV
15.4%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to IVOG'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.
IVOG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $4.93 $4.93 15.4% 23%
20261020 $5.25 $5.25 16.2% 35%
20261019 $5.28 $5.28 16.1% 28%
20261016 $5.70 $4.90 17.1% 43%
20261015 $5.30 $1.52 15.4% 18%
20261014 $5.35 $1.88 15.5% 18%
20261013 $5.70 $1.75 15.7% 22%
20261012 $5.85 $2.10 16.2% 30%
20261009 $6.08 $2.90 16.2% 30%
20261008 $6.20 $2.50 16.0% 26%
20261007 $6.25 $2.70 16.2% 30%
20261006 $6.40 $2.92 16.1% 29%
20261005 $6.38 $2.67 15.9% 24%
20261002 $3.48 $3.48 16.3% 31%
20261001 $3.78 $3.78 17.3% 46%
20260930 $3.73 $3.73 16.6% 35%
20260929 $3.72 $3.72 16.1% 28%
20260928 $3.92 $3.92 16.6% 35%
20260925 $4.05 $4.05 15.9% 24%
20260924 $4.25 $4.25 16.0% 27%
20260923 $4.20 $4.20 15.2% 15%
20260922 $4.07 $4.07 14.8% 8%
20260921 $4.25 $4.25 14.7% 8%
20260918 $4.60 $3.50 14.9% 10%
20260917 $4.72 $1.70 15.1% 14%
20260916 $5.22 $1.92 16.8% 37%
20260915 $5.38 $2.17 16.7% 36%
20260914 $5.53 $2.38 16.7% 36%
20260911 $5.43 $2.38 15.8% 23%
20260910 $5.80 $2.90 17.1% 42%
20260909 $5.80 $3.02 16.1% 28%
20260908 $5.65 $2.90 15.8% 24%
20260904 $5.85 $2.88 14.3% 1%
20260903 $5.75 $3.50 14.9% 10%
20260902 $3.35 $3.35 15.4% 18%
20260901 $3.75 $3.75 16.0% 26%
20260831 $3.70 $3.70 15.8% 24%
20260828 $3.83 $3.83 15.1% 12%
20260827 $4.03 $4.03 14.5% 4%
20260826 $4.43 $4.43 15.4% 17%
20260825 $4.28 $4.28 15.2% 14%
20260824 $4.60 $4.60 15.3% 14%
20260821 $4.90 $5.00 15.4% 17%
20260820 $5.15 $1.65 15.6% 20%
20260819 $4.68 $1.88 14.2% 0%
20260818 $4.83 $1.70 14.4% 0%
20260817 $5.30 $2.10 14.8% 3%
20260814 $5.42 $2.20 14.6% 0%
20260813 $5.50 $2.40 14.8% 0%
20260812 $5.75 $2.65 15.1% 2%
20260811 $6.08 $2.72 15.8% 8%
20260810 $6.33 $3.00 16.2% 11%
20260807 — — 14.9% 0%
20260806 $6.20 $3.52 15.4% 0%
20260805 $3.40 $3.40 15.6% 0%
20260804 $3.95 $3.95 16.1% 3%
20260803 $4.00 $4.00 15.6% 0%
20260731 $4.70 $4.70 16.8% 9%
20260730 $4.18 $4.18 15.6% 0%
20260729 $5.47 $5.47 18.7% 22%

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.