← Back to Stock / ETF implied volatility screener

VBR - Vanguard Small Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
31.4%
Put/Call-Ratio:
0.79

Vanguard Small Cap Value ETF has an Implied Volatility (IV) of 31.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VBR is 41 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for VBR is 0.47 standard deviations away from its 1 year mean.

Market Cap$22.40B
Dividend Yield2.05% ($3.16)
Implied Volatility (IV) 30d
31.40
Implied Volatility Rank (IVR) 1y
41.18
Implied Volatility Percentile (IVP) 1y
69.23
Historical Volatility (HV) 30d
31.19
IV / HV
1.01
Open Interest
1.60K
Option Volume
59.00
Put/Call Ratio (Volume)
0.79

Data was calculated after the 6/28/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.