Vanguard Mortgage-Backed ... (VMBS)
45.20
0.43 (0.96%)
At close: Jan 15, 2025, 3:59 PM
45.20
0.00%
After-hours Jan 15, 2025, 04:00 PM EST
Volatility Exposure
Vanguard Mortgage-Backed Securities Index Fund has experienced an average implied volatility of 0.08 and an average realized volatility of 0.06.
| Date | % Change | P/C | Total OI | % OI Change | IV (30D) | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 01/10/2025 | +0.02% | 0.3 | 199 | +2.58% | 0.07 | n/a | n/a |
| 01/07/2025 | -0.20% | 0.25 | 194 | +1.04% | 0.07 | n/a | n/a |
| 12/30/2024 | +0.24% | 0 | 192 | +0.52% | 0.08 | n/a | n/a |
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