IVOO · Expected Move
Vanguard S&P Mid-Cap 400 ETF · ETF
The expected move for IVOO 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).
IVOO 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 IVOO Expected Move
30-Day Straddle
$4.60
7-Day Straddle
$4.60
30-Day ATM IV
16.3%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to IVOO'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.
IVOO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.60 | $4.60 | 16.3% | 48% |
| 20261021 | $4.33 | $4.33 | 15.0% | 28% |
| 20261020 | $4.72 | $4.72 | 16.3% | 48% |
| 20261019 | $4.60 | $4.60 | 16.0% | 33% |
| 20261016 | $5.35 | $3.35 | 17.1% | 46% |
| 20261015 | $4.80 | $1.48 | 15.5% | 28% |
| 20261014 | $4.82 | $1.38 | 15.6% | 29% |
| 20261013 | $4.78 | $1.48 | 14.9% | 21% |
| 20261012 | $5.22 | $1.75 | 16.2% | 36% |
| 20261009 | $5.38 | $2.42 | 16.1% | 35% |
| 20261008 | $5.20 | $1.98 | 15.3% | 25% |
| 20261007 | $5.32 | $2.22 | 15.3% | 25% |
| 20261006 | $5.65 | $2.60 | 15.7% | 29% |
| 20261005 | $5.72 | $2.70 | 16.2% | 35% |
| 20261002 | $2.88 | $2.88 | 16.0% | 33% |
| 20261001 | $3.25 | $3.25 | 16.4% | 38% |
| 20260930 | $3.22 | $3.22 | 16.3% | 37% |
| 20260929 | $3.25 | $3.25 | 15.7% | 30% |
| 20260928 | $3.38 | $3.38 | 16.0% | 33% |
| 20260925 | $3.52 | $3.52 | 15.3% | 25% |
| 20260924 | $3.65 | $3.65 | 15.6% | 28% |
| 20260923 | $3.60 | $3.60 | 15.2% | 24% |
| 20260922 | $3.50 | $3.50 | 14.1% | 11% |
| 20260921 | $3.75 | $3.75 | 14.3% | 13% |
| 20260918 | $4.00 | $3.30 | 14.6% | 17% |
| 20260917 | $4.15 | $1.55 | 14.4% | 15% |
| 20260916 | $4.55 | $1.62 | 16.3% | 37% |
| 20260915 | $4.60 | $2.00 | 15.7% | 30% |
| 20260914 | $4.75 | $1.95 | 16.1% | 34% |
| 20260911 | $4.85 | $2.20 | 15.6% | 29% |
| 20260910 | $5.10 | $2.58 | 16.4% | 38% |
| 20260909 | $5.00 | $2.62 | 15.7% | 29% |
| 20260908 | $4.88 | $2.55 | 14.8% | 19% |
| 20260904 | $4.97 | $2.73 | 13.7% | 7% |
| 20260903 | $5.12 | $2.80 | 14.1% | 11% |
| 20260902 | $3.05 | $3.05 | 14.6% | 17% |
| 20260901 | $3.05 | $3.05 | 14.7% | 18% |
| 20260831 | $3.15 | $3.15 | 14.4% | 14% |
| 20260828 | $3.33 | $3.33 | 13.5% | 4% |
| 20260827 | $3.50 | $3.50 | 14.1% | 11% |
| 20260826 | $3.62 | $3.62 | 14.7% | 18% |
| 20260825 | $3.77 | $3.77 | 14.4% | 15% |
| 20260824 | $3.67 | $3.67 | 14.2% | 12% |
| 20260821 | $4.25 | $5.00 | 14.9% | 20% |
| 20260820 | $4.58 | $1.45 | 15.3% | 25% |
| 20260819 | $4.03 | $1.58 | 13.2% | 0% |
| 20260818 | $4.33 | $1.45 | 14.3% | 3% |
| 20260817 | $4.55 | $1.70 | 14.5% | 5% |
| 20260814 | $4.65 | $1.93 | 14.1% | 0% |
| 20260813 | $4.80 | $2.15 | 14.5% | 0% |
| 20260812 | $5.00 | $2.35 | 14.7% | 0% |
| 20260811 | $5.28 | $2.58 | 15.5% | 9% |
| 20260810 | $5.53 | $2.77 | 15.7% | 10% |
| 20260807 | — | — | 14.6% | 0% |
| 20260806 | $5.47 | $3.12 | 15.2% | 0% |
| 20260805 | $3.45 | $3.45 | 15.8% | 3% |
| 20260804 | $4.12 | $4.12 | 16.2% | 6% |
| 20260803 | $3.50 | $3.50 | 15.6% | 1% |
| 20260731 | $4.25 | $4.25 | 16.6% | 9% |
| 20260730 | $4.32 | $4.32 | 17.1% | 12% |
More on IVOO
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.