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VMBS - Vanguard Mortgage-Backed Securities ETF
Implied Volatility Analysis

Implied Volatility:
12.6%

Vanguard Mortgage-Backed Securities ETF has an Implied Volatility (IV) of 12.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VMBS is 10 and the Implied Volatility Percentile (IVP) is 42. The current Implied Volatility Index for VMBS is -0.34 standard deviations away from its 1 year mean.

Market Cap$15.01B
Dividend Yield2.49% ($1.16)
Next Dividend Date4/3/2023 (5d) !
Implied Volatility (IV) 30d
12.61
Implied Volatility Rank (IVR) 1y
9.71
Implied Volatility Percentile (IVP) 1y
41.75
Historical Volatility (HV) 30d
10.60
IV / HV
1.19
Open Interest
1.57K
Option Volume
36.00

Data was calculated after the 3/28/2023 closing.

This stock chart shows VMBS Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for VMBS Vanguard Mortgage-Backed Securities ETF over a one year time horizon.
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