Vanguard S&P Mid-Cap 400 ETF (IVOO) Expected Move

Tracking the IVOO expected move helps you see how far Vanguard S&P Mid-Cap 400 ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Vanguard S&P Mid-Cap 400 ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the IVOO expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For IVOO, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The IVOO expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Vanguard S&P Mid-Cap 400 ETF is unlikely to go.

Invests in stocks in the S&P MidCap 400 Index, representing 400 medium-size U.S. companies.Focuses on closely tracking the index’s return, which is considered a gauge of overall U.S. mid-cap stock returns.Offers high potential for investment growth; share value rises and falls more sharply than that of funds holding bonds.More appropriate for long-term goals where your money’s growth is essential.On March 14, 2023, this ETF underwent a 2:1 share split, which decreased the price per share of the ETF with a proportionate increase in the number of shares outstanding. Historical share price data has not been adjusted for the split except where market data is being used, as indicated.

Although certain data may reflect both pre-and post-split prices, returns are not impacted.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the IVOO expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Vanguard S&P Mid-Cap 400 ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about IVOO.