VGIT · Expected Move
Vanguard Intermediate-Term Treasury ETF · ETF
The expected move for VGIT 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).
VGIT 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 VGIT Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
5.4%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to VGIT'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.
VGIT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.35 | $1.35 | 5.4% | 4% |
| 20261020 | $0.57 | $0.57 | 5.8% | 5% |
| 20261019 | $0.40 | $0.40 | 41.6% | 100% |
| 20261016 | $0.85 | $2.92 | 6.0% | 20% |
| 20261015 | $0.80 | $0.97 | 5.6% | 16% |
| 20261014 | $0.88 | $1.07 | 6.0% | 20% |
| 20261013 | $0.80 | $0.38 | 5.5% | 14% |
| 20261012 | $1.65 | $0.35 | 10.5% | 65% |
| 20261009 | $0.85 | $0.28 | 7.0% | 30% |
| 20261008 | $0.90 | $1.10 | 7.4% | 34% |
| 20261007 | $0.98 | $0.48 | 6.1% | 21% |
| 20261006 | $0.95 | $1.12 | 7.5% | 35% |
| 20261005 | $1.07 | $0.57 | 7.8% | 38% |
| 20261002 | $0.68 | $0.68 | 6.9% | 29% |
| 20261001 | $0.62 | $0.62 | 6.3% | 23% |
| 20260930 | $1.42 | $1.42 | 7.6% | 36% |
| 20260929 | $2.00 | $2.00 | 6.2% | 22% |
| 20260928 | $1.43 | $1.43 | 9.8% | 58% |
| 20260925 | $0.65 | $0.65 | 5.8% | 18% |
| 20260924 | $1.58 | $1.58 | 9.8% | 58% |
| 20260923 | $1.95 | $1.95 | 13.9% | 100% |
| 20260922 | $0.62 | $0.62 | 5.1% | 15% |
| 20260921 | $0.42 | $0.42 | 6.1% | 30% |
| 20260918 | $1.28 | $0.25 | 8.4% | 64% |
| 20260917 | $0.70 | $1.23 | 10.8% | 98% |
| 20260916 | $1.50 | $1.05 | 10.4% | 92% |
| 20260915 | $1.30 | $1.15 | 10.9% | 100% |
| 20260914 | $0.78 | $1.17 | 5.5% | 22% |
| 20260911 | $0.80 | $0.50 | 7.3% | 50% |
| 20260910 | $1.65 | $1.38 | 7.6% | 55% |
| 20260909 | $1.32 | $0.40 | 8.4% | 66% |
| 20260908 | $0.65 | $0.38 | 4.5% | 7% |
| 20260904 | $1.38 | $0.40 | 4.4% | 5% |
| 20260903 | $0.70 | $0.42 | 4.5% | 7% |
| 20260902 | $0.43 | $0.43 | 4.5% | 6% |
| 20260901 | $0.45 | $0.45 | 5.3% | 19% |
| 20260831 | $0.45 | $0.45 | 4.5% | 7% |
| 20260828 | $0.45 | $0.45 | 7.5% | 54% |
| 20260827 | $0.57 | $0.57 | 4.4% | 6% |
| 20260826 | $0.62 | $0.62 | 4.4% | 6% |
| 20260825 | $0.67 | $0.67 | 4.5% | 6% |
| 20260824 | $1.10 | $1.10 | 5.2% | 18% |
| 20260821 | $0.60 | $2.70 | 4.6% | 8% |
| 20260820 | $0.68 | $1.25 | 4.6% | 9% |
| 20260819 | $0.67 | $0.50 | 4.3% | 4% |
| 20260818 | $1.23 | $1.27 | 4.4% | 6% |
| 20260817 | $0.70 | $1.25 | 4.6% | 8% |
| 20260814 | $0.75 | $0.55 | 5.4% | 21% |
| 20260813 | $1.50 | $0.62 | 4.9% | 13% |
| 20260812 | $0.77 | $0.50 | 5.8% | 27% |
| 20260811 | $0.80 | $1.88 | 6.9% | 43% |
| 20260810 | $0.78 | $0.48 | 6.1% | 31% |
| 20260807 | — | — | 4.8% | 11% |
| 20260806 | $0.82 | $0.60 | 6.5% | 37% |
| 20260805 | $0.88 | $0.88 | 6.9% | 43% |
| 20260804 | $0.65 | $0.65 | 5.0% | 14% |
| 20260803 | $0.57 | $0.57 | 5.4% | 20% |
| 20260731 | $0.60 | $0.60 | 5.3% | 20% |
| 20260730 | $0.65 | $0.65 | 5.2% | 18% |
| 20260729 | $1.15 | $1.15 | 6.8% | 42% |
More on VGIT
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.