Vanguard Russell 2000 ETF (VTWO)'s 30-day implied volatility (IV30) was 17.2% at the close on October 27, 2026, down from 20.1% the day before, against a 52-week range of 14.3% to 36.2%. Its 20-day historical volatility was 15.7%.

Key numbers

30-day implied volatility (IV30): 17.2%
IV30 52-week range: 14.3% to 36.2% (median 20.5%)
Historical volatility: 20-day 15.7%, 1-year 19.6%
Implied move by the nearest expiration: ±1.3%

Data as of October 27, 2026.

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

Name: VTWO Implied Volatility
Creator: Market Chameleon