Vanguard Morningstar Small-Cap Value ETF (VBR)'s 30-day implied volatility (IV30) was 14.6% at the close on October 28, 2026, down from 14.8% the day before, against a 52-week range of 13.0% to 30.3%. Its 20-day historical volatility was 13.0%.

Key numbers

30-day implied volatility (IV30): 14.6%
IV30 52-week range: 13.0% to 30.3% (median 17.6%)
Historical volatility: 20-day 13.0%, 1-year 15.0%
Implied move by the nearest expiration: ±0.9%

Data as of October 28, 2026.

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

Name: VBR Implied Volatility
Creator: Market Chameleon