Vanguard Extended Duration Treasury ETF

EDVAMEX · USD
59.63USD-0.60 (-1.00%)

Vanguard Extended Duration Treasury ETF (EDV) Implied Volatility Current

EDV implied volatility is 12%. IV Rank is 32%, placing current premiums in the middle of their 52-week range.

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Tracking EDV implied volatility helps you identify when options premiums on Vanguard Extended Duration Treasury ETF are historically cheap or expensive, and where the best trades are hiding. Vanguard Extended Duration Treasury ETF implied volatility reflects the market's expectation of future price movement: when EDV IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Vanguard Extended Duration Treasury ETF's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For EDV, tracking metrics like EDV IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on EDV signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

Seeks to track the performance of the Bloomberg U.S. Treasury STRIPS 20–30 Year Equal Par Bond Index. Passively managed using index sampling. Broad exposure to the long-term Treasury STRIPS market. Provides current income with high credit quality.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where EDV implied volatility sits today versus where it has been. Our scanner ranks Vanguard Extended Duration Treasury ETF implied volatility against its historical range, surfaces extremes in EDV IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Vanguard Extended Duration Treasury ETF IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
32.34%IV Rank
Moderate

IV is below its typical range - premiums look reasonable for buyers.

Implied Volatility (30d)12.21%

IV Rank32.34%

Historical Volatility (30d)15.83%

IV - HV-3.62%

As of September 17, 2026

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Track EDV IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

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