Vanguard Mortgage-Backed Securities ETF (VMBS) ETF Options Analysis - Chain Data, Volume & Implied Volatility - Stocknear

Vanguard Mortgage-Backed ...

NASDAQ: VMBS · Real-Time Price · USD
46.92
-0.05 (-0.11%)
At close: Oct 06, 2025, 11:11 AM

VMBS Option Overview

Overview for all option chains of VMBS. As of October 05, 2025, VMBS options have an IV of 23.4% and an IV rank of 3.06%. The volume is 3 contracts, which is 150% of average daily volume of 2 contracts. The volume put-call ratio is 0.5, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
23.4%
IV Rank
3.06%
Historical Volatility
4.26%
IV Low
8.34% on Mar 28, 2025
IV High
500% on Jun 25, 2025

Open Interest (OI)

Today's Open Interest
161
Put-Call Ratio
1.98
Put Open Interest
107
Call Open Interest
54
Open Interest Avg (30-day)
139
Today vs Open Interest Avg (30-day)
115.83%

Option Volume

Today's Volume
3
Put-Call Ratio
0.5
Put Volume
1
Call Volume
2
Volume Avg (30-day)
2
Today vs Volume Avg (30-day)
150%

Option Chain Statistics

This table provides a comprehensive overview of all VMBS 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 0 1 0 3 8 2.67 23.4% 46
Nov 21, 2025 2 0 0 26 85 3.27 13.35% 45
Jan 16, 2026 0 0 0 7 0 0 n/a 8
Feb 20, 2026 0 0 0 15 14 0.93 9.95% 46
May 15, 2026 0 0 0 3 0 0 10.75% 42