Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Vanguard Small-Cap Value Index Fund ETF Shares (VBR) had 30-Day Implied Volatility Skew of 0.1467 for 2026-03-09.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1482
Historical Volatility (Parkinson)	0.1716
Implied Volatility (Calls)	0.2331
Implied Volatility (Puts)	0.2553
Implied Volatility (Mean)	0.2442
Put-Call Implied Volatility Ratio	1.0956
Implied Volatility Skew	0.1467
Option Statistics
Put-Call Ratio (Volume)	0.2470
Put-Call Ratio (Open Interest)	0.6219