Implied Volatility (Puts) (30-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 FTSE Developed Markets Index Fund ETF Shares (VEA) had 30-Day Implied Volatility (Puts) of 0.2379 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2127
Historical Volatility (Parkinson)	0.1262
Implied Volatility (Calls)	0.2636
Implied Volatility (Puts)	0.2379
Implied Volatility (Mean)	0.2508
Put-Call Implied Volatility Ratio	0.9024
Implied Volatility Skew	0.1007
Option Statistics
Put-Call Ratio (Volume)	0.9074
Put-Call Ratio (Open Interest)	0.0872