MGV · Expected Move
Vanguard Morningstar Mega Cap Value ETF · ETF
The expected move for MGV 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).
MGV 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 MGV Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
11.0%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to MGV'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.
MGV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.90 | $4.90 | 11.0% | 39% |
| 20261020 | $5.15 | $5.15 | 12.1% | 58% |
| 20261019 | $5.20 | $5.20 | 11.7% | 51% |
| 20261016 | $5.20 | $4.65 | 11.3% | 43% |
| 20261015 | $5.20 | $4.70 | 11.5% | 46% |
| 20261014 | $4.97 | $4.60 | 10.8% | 32% |
| 20261013 | $5.65 | $4.60 | 10.9% | 35% |
| 20261012 | $5.28 | $3.17 | 12.0% | 55% |
| 20261009 | $4.97 | $4.75 | 11.0% | 37% |
| 20261008 | $5.42 | $4.38 | 11.9% | 54% |
| 20261007 | $5.38 | $3.68 | 11.5% | 46% |
| 20261006 | $5.28 | $4.90 | 11.3% | 43% |
| 20261005 | $5.60 | $4.90 | 11.9% | 53% |
| 20261002 | $4.90 | $4.90 | 11.4% | 44% |
| 20261001 | $4.90 | $4.90 | 12.2% | 60% |
| 20260930 | $5.20 | $5.20 | 12.2% | 59% |
| 20260929 | $4.90 | $4.90 | 11.5% | 45% |
| 20260928 | $4.95 | $4.95 | 11.5% | 46% |
| 20260925 | $5.07 | $5.07 | 14.2% | 93% |
| 20260924 | $4.82 | $4.82 | 10.9% | 34% |
| 20260923 | $4.80 | $4.80 | 10.1% | 20% |
| 20260922 | $4.80 | $4.80 | 9.7% | 11% |
| 20260921 | $4.05 | $4.05 | 10.2% | 19% |
| 20260918 | $4.95 | $4.70 | 13.1% | 67% |
| 20260917 | $4.80 | $4.70 | 14.2% | 83% |
| 20260916 | $5.42 | $4.80 | 13.3% | 70% |
| 20260915 | $4.80 | $4.80 | 12.2% | 52% |
| 20260914 | $4.92 | $4.80 | 12.0% | 48% |
| 20260911 | $5.15 | $4.80 | 10.4% | 22% |
| 20260910 | $5.15 | $4.80 | 12.0% | 48% |
| 20260909 | $5.15 | $4.80 | 9.7% | 11% |
| 20260908 | $5.70 | $4.80 | 9.7% | 11% |
| 20260904 | $5.65 | $4.80 | 9.1% | 2% |
| 20260903 | $5.45 | $4.80 | 9.0% | 0% |
| 20260902 | $4.80 | $4.80 | 10.1% | 15% |
| 20260901 | $4.80 | $4.80 | 10.1% | 17% |
| 20260831 | $4.80 | $4.80 | 9.4% | 4% |
| 20260828 | $4.80 | $4.80 | 9.2% | 1% |
| 20260827 | $4.80 | $4.80 | 9.7% | 10% |
| 20260826 | $4.80 | $4.80 | 9.6% | 8% |
| 20260825 | $4.80 | $4.80 | 9.6% | 8% |
| 20260824 | $4.80 | $4.80 | 10.1% | 16% |
| 20260821 | $4.80 | $4.80 | 9.5% | 6% |
| 20260820 | $5.15 | $4.80 | 10.6% | 25% |
| 20260819 | $4.80 | $4.80 | 9.8% | 12% |
| 20260818 | $4.80 | $4.80 | 10.1% | 16% |
| 20260817 | $5.15 | $4.80 | 9.8% | 12% |
| 20260814 | $4.80 | $4.80 | 9.3% | 2% |
| 20260813 | $4.80 | $4.80 | 9.1% | 0% |
| 20260812 | $4.80 | $4.80 | 9.3% | 0% |
| 20260811 | $5.15 | $4.80 | 9.9% | 4% |
| 20260810 | $4.80 | $4.80 | 9.6% | 0% |
| 20260807 | — | — | 9.9% | 1% |
| 20260806 | $5.40 | $4.80 | 10.0% | 2% |
| 20260805 | $4.80 | $4.80 | 10.5% | 7% |
| 20260804 | $4.80 | $4.80 | 11.0% | 12% |
| 20260803 | $4.80 | $4.80 | 10.2% | 4% |
| 20260731 | $4.80 | $4.80 | 11.0% | 12% |
| 20260730 | $4.80 | $4.80 | 11.2% | 14% |
| 20260729 | $5.40 | $5.40 | 12.4% | 27% |
More on MGV
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.