Vanguard Small Cap Value ... (VBR)
202.58
2.81 (1.41%)
At close: Jan 15, 2025, 3:59 PM
202.46
-0.06%
After-hours Jan 15, 2025, 04:10 PM EST
Volatility Exposure
Vanguard Small Cap Value Index Fund has experienced an average implied volatility of 0.18 and an average realized volatility of 0.15.
Date | % Change | P/C | Total OI | % OI Change | IV (30D) | Realized Vol. | Vol. Spread |
---|---|---|---|---|---|---|---|
01/13/2025 | +1.53% | 0.38 | 1.18K | +1.29% | 0.19 | n/a | n/a |
01/10/2025 | -0.55% | 0.36 | 1.16K | +0.96% | 0.19 | n/a | n/a |
01/08/2025 | +0.43% | 0 | 1.15K | +30.27% | 0.18 | n/a | n/a |
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