Vanguard Small-Cap Value ETF (VBR) ETF Options Analysis - Chain Data, Volume & Implied Volatility - Stocknear

Vanguard Small-Cap Value ...

AMEX: VBR · Real-Time Price · USD
208.05
-1.34 (-0.64%)
At close: Sep 29, 2025, 3:59 PM
208.10
0.02%
After-hours: Sep 29, 2025, 07:55 PM EDT

VBR Option Overview

Overview for all option chains of VBR. As of September 30, 2025, VBR options have an IV of 23.06% and an IV rank of 2.72%. The volume is 8 contracts, which is 25.81% of average daily volume of 31 contracts. The volume put-call ratio is 3, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
23.06%
IV Rank
2.72%
Historical Volatility
13.98%
IV Low
22.59% on Apr 17, 2025
IV High
40.03% on Sep 16, 2025

Open Interest (OI)

Today's Open Interest
824
Put-Call Ratio
0.13
Put Open Interest
95
Call Open Interest
729
Open Interest Avg (30-day)
573
Today vs Open Interest Avg (30-day)
143.8%

Option Volume

Today's Volume
8
Put-Call Ratio
3
Put Volume
6
Call Volume
2
Volume Avg (30-day)
31
Today vs Volume Avg (30-day)
25.81%

Option Chain Statistics

This table provides a comprehensive overview of all VBR options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Oct 17, 2025 2 5 2.5 221 20 0.09 23.06% 205
Nov 21, 2025 0 0 0 7 6 0.86 20.3% 210
Dec 19, 2025 0 0 0 359 34 0.09 22.38% 182
Jan 16, 2026 0 0 0 0 0 0 n/a 7
Mar 20, 2026 0 1 0 142 35 0.25 19.41% 195