iShares MSCI USA Value Factor ETF (VLUE)'s 30-day implied volatility (IV30) was 21.1% at the close on October 22, 2026, up from 20.7% the day before, against a 52-week range of 12.3% to 28.8%. Its 20-day historical volatility was 16.8%.

Key numbers

30-day implied volatility (IV30): 21.1%
IV30 52-week range: 12.3% to 28.8% (median 19.1%)
Historical volatility: 20-day 16.8%, 1-year 21.4%
Implied move by the nearest expiration: ±1.3%

Data as of October 22, 2026.

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

Name: VLUE Implied Volatility
Creator: Market Chameleon