Vanguard Morningstar Mega Cap ETF (MGC)'s 30-day implied volatility (IV30) was 23.5% at the close on November 5, 2026, up from 15.2% the day before, against a 52-week range of 10.2% to 27.8%. Its 20-day historical volatility was 12.9%.

Key numbers

30-day implied volatility (IV30): 23.5%
IV30 52-week range: 10.2% to 27.8% (median 14.3%)
Historical volatility: 20-day 12.9%, 1-year 13.9%
Implied move by the nearest expiration: ±0.9%

Data as of November 5, 2026.

MGC Implied Volatility (IV) vs Historical Volatility (HV)

Name: MGC Implied Volatility
Creator: Market Chameleon