Vanguard Tax-Exempt Bond ETF (VTEB)'s 30-day implied volatility (IV30) was 3.4% at the close on October 28, 2026, against a 52-week range of 1.6% to 9.5%. Its 20-day historical volatility was 5.9%.
Key numbers
30-day implied volatility (IV30): 3.4%
IV30 52-week range: 1.6% to 9.5% (median 3.9%)
Historical volatility: 20-day 5.9%, 1-year 3.4%
Implied move by the nearest expiration: ±0.2%
Data as of October 28, 2026.
VTEB Implied Volatility (IV) vs Historical Volatility (HV)
The VTEB IV term structure shows the implied volatility difference between different maturity dates.
