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Seasonal patterns for Vanguard Mortgage-Backed Securities ETF (VMBS): implied volatility, historical volatility and option volume averaged for each day of the year, going back to 2014.

For the latest figures, see VMBS implied volatility.

VMBS Seasonal Volatility by Day of Year

The following chart shows how implied volatility (IV30) trended by calendar period to detect seasonal patterns during the year.

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