Vanguard Mortgage-Backed ... (VMBS)
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, 2025IV High
500% on Jun 25, 2025Open Interest (OI)
Today's Open Interest
161Put-Call Ratio
1.98Put Open Interest
107Call Open Interest
54Open Interest Avg (30-day)
139Today vs Open Interest Avg (30-day)
115.83%Option Volume
Today's Volume
3Put-Call Ratio
0.5Put Volume
1Call Volume
2Volume Avg (30-day)
2Today 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 |