Vanguard Intermediate-Term Treasury ETF (VGIT)'s 30-day implied volatility (IV30) was 6.6% at the close on November 2, 2026, up from 5.6% the day before, against a 52-week range of 2.2% to 13.4%. Its 20-day historical volatility was 4.2%.

Key numbers

30-day implied volatility (IV30): 6.6%
IV30 52-week range: 2.2% to 13.4% (median 4.2%)
Historical volatility: 20-day 4.2%, 1-year 3.5%
Implied move by the nearest expiration: ±0.3%

Data as of November 2, 2026.

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

Name: VGIT Implied Volatility
Creator: Market Chameleon