Seasonal patterns for Vanguard Morningstar Small-Cap ETF (VB): implied volatility, historical volatility and option volume averaged for each day of the year, going back to 2014.

For the latest figures, see VB implied volatility.

VB Seasonal Volatility by Day of Year

The following chart shows how implied volatility (IV30) trended by calendar period to detect seasonal patterns during the year.

Add Series: Historical
Seasonal IV Long-Term
Avg IV Current
Year IV Historical
Seasonal 20-Day HV Long-Term
Avg 20-Day HV Option Volume Option Volume (Avg)

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