IVOV · Expected Move
Vanguard S&P Mid-Cap 400 Value ETF · ETF
The expected move for IVOV 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).
IVOV 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 IVOV Expected Move
30-Day Straddle
$3.60
7-Day Straddle
$3.60
30-Day ATM IV
14.0%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to IVOV'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.
IVOV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.60 | $3.60 | 14.0% | 17% |
| 20261020 | $3.70 | $3.70 | 14.4% | 22% |
| 20261019 | $4.03 | $4.03 | 14.8% | 29% |
| 20261016 | $4.20 | $2.83 | 15.3% | 38% |
| 20261015 | $3.95 | $1.35 | 14.4% | 21% |
| 20261014 | $4.07 | $1.57 | 14.8% | 30% |
| 20261013 | $3.98 | $1.57 | 14.1% | 17% |
| 20261012 | $4.30 | $1.75 | 15.1% | 35% |
| 20261009 | $4.45 | $1.80 | 15.8% | 46% |
| 20261008 | $4.28 | $1.67 | 15.1% | 34% |
| 20261007 | $4.53 | $1.93 | 15.4% | 40% |
| 20261006 | $4.55 | $2.10 | 15.0% | 32% |
| 20261005 | $5.03 | $2.58 | 15.8% | 47% |
| 20261002 | $2.35 | $2.35 | 14.9% | 31% |
| 20261001 | $2.62 | $2.62 | 15.2% | 37% |
| 20260930 | $2.75 | $2.75 | 16.2% | 54% |
| 20260929 | $2.72 | $2.72 | 15.1% | 34% |
| 20260928 | $2.95 | $2.95 | 15.5% | 41% |
| 20260925 | $2.88 | $2.88 | 14.4% | 22% |
| 20260924 | $3.20 | $3.20 | 14.8% | 28% |
| 20260923 | $3.23 | $3.23 | 14.5% | 24% |
| 20260922 | $3.03 | $3.03 | 13.8% | 11% |
| 20260921 | $2.95 | $2.95 | 13.5% | 6% |
| 20260918 | $3.35 | $5.00 | 13.8% | 12% |
| 20260917 | $3.75 | $1.77 | 14.0% | 16% |
| 20260916 | $3.70 | $1.45 | 14.7% | 21% |
| 20260915 | $3.98 | $1.92 | 15.1% | 27% |
| 20260914 | $4.00 | $1.90 | 15.2% | 29% |
| 20260911 | $4.12 | $1.98 | 15.4% | 32% |
| 20260910 | $4.38 | $2.38 | 15.8% | 36% |
| 20260909 | $4.22 | $2.35 | 15.0% | 26% |
| 20260908 | $4.08 | $2.10 | 14.4% | 17% |
| 20260904 | $4.03 | $2.17 | 13.1% | 0% |
| 20260903 | $4.28 | $2.35 | 13.4% | 1% |
| 20260902 | $2.58 | $2.58 | 13.9% | 9% |
| 20260901 | $2.83 | $2.83 | 14.6% | 19% |
| 20260831 | $2.75 | $2.75 | 13.6% | 5% |
| 20260828 | $2.80 | $2.80 | 13.5% | 2% |
| 20260827 | $2.92 | $2.92 | 13.3% | 0% |
| 20260826 | $3.02 | $3.02 | 13.5% | 3% |
| 20260825 | $3.22 | $3.22 | 13.9% | 8% |
| 20260824 | $3.25 | $3.25 | 14.0% | 10% |
| 20260821 | $3.60 | $3.08 | 14.1% | 12% |
| 20260820 | $3.85 | $1.60 | 14.2% | 13% |
| 20260819 | $3.73 | $1.52 | 13.9% | 9% |
| 20260818 | $3.92 | $1.80 | 14.1% | 12% |
| 20260817 | $3.73 | $1.77 | 13.7% | 5% |
| 20260814 | $3.88 | $1.80 | 13.3% | 0% |
| 20260813 | $4.05 | $1.88 | 14.1% | 2% |
| 20260812 | $4.15 | $1.98 | 13.9% | 0% |
| 20260811 | $4.45 | $2.20 | 14.7% | 8% |
| 20260810 | $4.58 | $2.33 | 15.2% | 11% |
| 20260807 | — | — | 14.1% | 0% |
| 20260806 | $4.70 | $2.80 | 14.8% | 3% |
| 20260805 | $3.00 | $3.00 | 15.4% | 7% |
| 20260804 | $2.95 | $2.95 | 15.4% | 8% |
| 20260803 | $3.10 | $3.10 | 14.8% | 2% |
| 20260731 | $3.52 | $3.52 | 15.9% | 12% |
| 20260730 | $3.70 | $3.70 | 16.3% | 15% |
| 20260729 | $4.15 | $4.15 | 17.3% | 22% |
More on IVOV
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.