Vanguard U.S. Value Factor ETF (VFVA)'s 30-day implied volatility (IV30) was 17.8% at the close on November 5, 2026, down from 18.2% the day before, against a 52-week range of 12.5% to 29.4%. Its 20-day historical volatility was 19.0%.

Key numbers

30-day implied volatility (IV30): 17.8%
IV30 52-week range: 12.5% to 29.4% (median 17.0%)
Historical volatility: 20-day 19.0%, 1-year 19.4%
Implied move by the nearest expiration: ±1.2%

Data as of November 5, 2026.

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

Name: VFVA Implied Volatility
Creator: Market Chameleon