Implied Volatility (Calls) (30-Day)

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

Vanguard Small-Cap Value Index Fund ETF Shares (VBR) had 30-Day Implied Volatility (Calls) of 0.2473 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1704
Historical Volatility (Parkinson)	0.1582
Implied Volatility (Calls)	0.2473
Implied Volatility (Puts)	0.2628
Implied Volatility (Mean)	0.2550
Put-Call Implied Volatility Ratio	1.0625
Implied Volatility Skew	0.0937
Option Statistics
Put-Call Ratio (Volume)	0.2341
Put-Call Ratio (Open Interest)	0.6897