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 Extended Duration Treasury Index Fund ETF Shares (EDV) had 120-Day Implied Volatility (Puts) of 0.1355 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1236
Historical Volatility (Parkinson)	0.0848
Implied Volatility (Calls)	0.1357
Implied Volatility (Puts)	0.1355
Implied Volatility (Mean)	0.1356
Put-Call Implied Volatility Ratio	0.9983
Implied Volatility Skew	0.0110
Option Statistics
Put-Call Ratio (Volume)	0.0754
Put-Call Ratio (Open Interest)	0.2753