Implied Volatility (Puts) (120-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Vanguard Total International Bond Index Fund ETF Shares (BNDX) had 120-Day Implied Volatility (Puts) of 0.1620 for 2026-07-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0467
Historical Volatility (Parkinson)	0.0243
Implied Volatility (Calls)	0.1915
Implied Volatility (Puts)	0.1620
Implied Volatility (Mean)	0.1768
Put-Call Implied Volatility Ratio	0.8460
Implied Volatility Skew	0.0324
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0023