Vanguard Extended Duration Treasury ETF (EDV)'s 30-day implied volatility (IV30) was 19.0% at the close on November 6, 2026, down from 19.6% the day before, against a 52-week range of 8.6% to 22.1%. Its 20-day historical volatility was 17.7%.

Key numbers

30-day implied volatility (IV30): 19.0%
IV30 52-week range: 8.6% to 22.1% (median 11.8%)
Historical volatility: 20-day 17.7%, 1-year 14.7%
Implied move by the nearest expiration: ±1.1%

Data as of November 6, 2026.

EDV Implied Volatility (IV) vs Historical Volatility (HV)

Name: EDV Implied Volatility
Creator: Market Chameleon