Vanguard Morningstar Small-Cap Value ETF (VBR)'s 30-day implied volatility (IV30) was 15.7% at the close on November 2, 2026, against a 52-week range of 13.0% to 30.3%. Its 20-day historical volatility was 12.9%.
Key numbers
30-day implied volatility (IV30): 15.7%
IV30 52-week range: 13.0% to 30.3% (median 17.6%)
Historical volatility: 20-day 12.9%, 1-year 15.0%
Implied move by the nearest expiration: ±1.0%
Data as of November 2, 2026.
VBR Implied Volatility (IV) vs Historical Volatility (HV)
The VBR IV term structure shows the implied volatility difference between different maturity dates.
