Implied Volatility (Mean) (120-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) had 120-Day Implied Volatility (Mean) of 0.0734 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0634
Historical Volatility (Parkinson)	0.0518
Implied Volatility (Calls)	0.0669
Implied Volatility (Puts)	0.0798
Implied Volatility (Mean)	0.0734
Put-Call Implied Volatility Ratio	1.1929
Implied Volatility Skew	-0.0031
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1648