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VBK - Vanguard Small Cap Growth ETF
Implied Volatility Analysis

Implied Volatility:
38.2%
Put/Call-Ratio:
0.14

Vanguard Small Cap Growth ETF has an Implied Volatility (IV) of 38.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VBK is 72 and the Implied Volatility Percentile (IVP) is 85. The current Implied Volatility Index for VBK is 1.25 standard deviations away from its 1 year mean.

Market Cap$11.48B
Dividend Yield0.42% ($0.82)
Implied Volatility (IV) 30d
38.18
Implied Volatility Rank (IVR) 1y
71.91
Implied Volatility Percentile (IVP) 1y
84.78
Historical Volatility (HV) 30d
39.55
IV / HV
0.97
Open Interest
2.02K
Option Volume
16.00
Put/Call Ratio (Volume)
0.14

Data was calculated after the 6/23/2022 closing.

This stock chart shows VBK Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for VBK Vanguard Small Cap Growth ETF over a one year time horizon.
Tradingview Chart →

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