Vanguard Short-Term Inflation-Protected Securities ETF Shares (VTIP)'s 30-day implied volatility (IV30) was 4.3% at the close on October 28, 2026, up from 3.7% the day before, against a 52-week range of 1.7% to 14.5%. Its 20-day historical volatility was 2.1%.

Key numbers

30-day implied volatility (IV30): 4.3%
IV30 52-week range: 1.7% to 14.5% (median 3.1%)
Historical volatility: 20-day 2.1%, 1-year 1.6%
Implied move by the nearest expiration: ±0.2%

Data as of October 28, 2026.

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

Name: VTIP Implied Volatility
Creator: Market Chameleon