← Back to Stock / ETF implied volatility screener

VMBS - Vanguard Mortgage-Backed Securities ETF
Implied Volatility Analysis

Implied Volatility:
12.5%

Vanguard Mortgage-Backed Securities ETF has an Implied Volatility (IV) of 12.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VMBS is 31 and the Implied Volatility Percentile (IVP) is 57. The current Implied Volatility Index for VMBS is 0.12 standard deviations away from its 1 year mean.

Market Cap$14.17B
Dividend Yield2.04% ($0.94)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
12.47
Implied Volatility Rank (IVR) 1y
31.19
Implied Volatility Percentile (IVP) 1y
56.68
Historical Volatility (HV) 30d
10.78
IV / HV
1.16
Open Interest
3.89K

Data was calculated after the 11/25/2022 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.