Vanguard Extended Duration Treasury ETF (EDV)'s 30-day implied volatility (IV30) was 22.1% at the close on November 3, 2026, against a 52-week range of 8.6% to 22.0%. Its 20-day historical volatility was 19.0%.
Key numbers
30-day implied volatility (IV30): 22.1%
IV30 52-week range: 8.6% to 22.0% (median 11.8%)
Historical volatility: 20-day 19.0%, 1-year 14.7%
Implied move by the nearest expiration: ±1.3%
Data as of November 3, 2026.
EDV Implied Volatility (IV) vs Historical Volatility (HV)
The EDV IV term structure shows the implied volatility difference between different maturity dates.
