Implied Volatility (Puts) (120-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 Dividend Appreciation Index Fund ETF Shares (VIG) had 120-Day Implied Volatility (Puts) of 0.1775 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1056
Historical Volatility (Parkinson)	0.0919
Implied Volatility (Calls)	0.1628
Implied Volatility (Puts)	0.1775
Implied Volatility (Mean)	0.1702
Put-Call Implied Volatility Ratio	1.0897
Implied Volatility Skew	0.0572
Option Statistics
Put-Call Ratio (Volume)	1.9699
Put-Call Ratio (Open Interest)	0.1628