Vanguard Short-Term Treasury ETF (VGSH)'s 30-day implied volatility (IV30) was 2.6% at the close on October 23, 2026, down from 3.9% the day before, against a 52-week range of 1.0% to 10.7%. Its 20-day historical volatility was 1.8%.

Key numbers

30-day implied volatility (IV30): 2.6%
IV30 52-week range: 1.0% to 10.7% (median 2.0%)
Historical volatility: 20-day 1.8%, 1-year 1.3%
Implied move by the nearest expiration: ±0.2%

Data as of October 23, 2026.

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

Name: VGSH Implied Volatility
Creator: Market Chameleon