iShares MSCI USA Value Factor ETF (VLUE)'s 30-day implied volatility (IV30) was 21.3% at the close on October 26, 2026, down from 21.5% the day before, against a 52-week range of 12.3% to 28.8%. Its 20-day historical volatility was 17.7%.

Key numbers

30-day implied volatility (IV30): 21.3%
IV30 52-week range: 12.3% to 28.8% (median 19.3%)
Historical volatility: 20-day 17.7%, 1-year 21.5%
Implied move by the nearest expiration: ±1.4%

Data as of October 26, 2026.

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

Name: VLUE Implied Volatility
Creator: Market Chameleon