Implied Volatility (Puts) (180-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 All-World ex-US Index Fund ETF Shares (VEU) had 180-Day Implied Volatility (Puts) of 0.1969 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1336
Historical Volatility (Parkinson)	0.0867
Implied Volatility (Calls)	0.1972
Implied Volatility (Puts)	0.1969
Implied Volatility (Mean)	0.1971
Put-Call Implied Volatility Ratio	0.9982
Implied Volatility Skew	0.0534
Option Statistics
Put-Call Ratio (Volume)	0.0870
Put-Call Ratio (Open Interest)	0.0815