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VBK - Vanguard Small Cap Growth ETF
Implied Volatility Analysis

Implied Volatility:
44.7%

Vanguard Small Cap Growth ETF has an Implied Volatility (IV) of 44.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VBK is 94 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for VBK is 1.93 standard deviations away from its 1 year mean.

Market Cap$11.47B
Dividend Yield0.51% ($1.00)
Implied Volatility (IV) 30d
44.71
Implied Volatility Rank (IVR) 1y
93.88
Implied Volatility Percentile (IVP) 1y
98.40
Historical Volatility (HV) 30d
29.88
IV / HV
1.50
Open Interest
1.28K
Option Volume
239.00

Data was calculated after the 9/30/2022 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.
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