Vanguard Small Cap Value ... (VBR)
171.69
-1.55 (-0.89%)
At close: Apr 16, 2025, 3:59 PM
171.22
-0.27%
After-hours: Apr 16, 2025, 07:17 PM EDT
Volatility Exposure
Vanguard Small Cap Value Index Fund has experienced an average implied
volatility of 0.18 and an average realized volatility of 0.14.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 03/15/24 | +0.33% | 0 | 1.04K | -0.48% | 0 | n/a | n/a |
| 03/13/24 | +0.43% | 0 | 1.05K | -0.57% | 0.14 | n/a | n/a |
| 03/12/24 | +0.21% | 0 | 1.05K | -0.47% | 0 | n/a | n/a |
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